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We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the upper functions of its hitting times in the sense of Paul L\'evy, and determine the lower limits in terms of an iterated logarithm law.

Probability · Mathematics 2007-05-23 Alexis Devulder

We consider families of diffeomorphisms with dominated splittings and preserving a Borel probability measure, and we study the regularity of the Lyapunov exponents associated to the invariant bundles with respect to the parameter. We obtain…

Dynamical Systems · Mathematics 2020-10-06 Radu Saghin , Pancho Valenzuela-Henríquez , Carlos H. Vásquez

This paper is concerned with regular flows of incompressible weakly viscoelastic fluids which obey a differential constitutive law of Oldroyd type. We study the newtonian limit for weakly viscoelastic fluid flows in $\R^N$ or $\T^N$ for…

Analysis of PDEs · Mathematics 2008-03-04 Luc Molinet , Raafat Talhouk

A sequence of invertible matrices given by a small random perturbation around a fixed diagonal partially hyperbolic matrix induces a random dynamics on the Grassmann manifolds. Under suitable weak conditions it is known to have a unique…

Mathematical Physics · Physics 2022-11-10 Joris De Moor , Florian Dorsch , Hermann Schulz-Baldes

We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…

Probability · Mathematics 2017-08-10 Manuel Cabezas , Amir Dembo , Andrey Sarantsev , Vladas Sidoravicius

We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…

Mathematical Physics · Physics 2009-11-11 T. Komorowski , L. Ryzhik

We consider the pipeline flow of blended gas. The flow is governed by a coupled system where for each component we have the isothermal Euler equations with an additional velocity coupling term that couples the velocities of the different…

Analysis of PDEs · Mathematics 2025-09-09 Martin Gugat

In the finite element analysis with fast decoupled time integration scheme for viscoelastic fluid (the Leonov model) flow, we investigate strong nonlinear behavior in 2D creeping contraction flow. The algorithm is applicable in the whole…

Fluid Dynamics · Physics 2011-11-02 Youngdon Kwon

Problems of particle dynamics involving unsteady Stokes flows in confined geometries are typically harder to solve than their steady counterparts. Approximation techniques are often the only resort. Felderhof (see e.g. 2005, 2009b) has…

Fluid Dynamics · Physics 2018-04-04 Akarsh Simha , Jianyong Mo , Philip J. Morrison

The dynamics of passive Brownian tracer particles in steady two-dimensional potential flows between sources and sinks is investigated. The first-passage probability, $p(t)$, exhibits power-law decay with a velocity-dependent exponent in…

Condensed Matter · Physics 2009-10-22 J. Koplik , S. Redner , E. J. Hinch

Semimartingale reflecting Brownian motions (SRBMs) are diffusion processes with state space the d-dimensional nonnegative orthant, in the interior of which the processes evolve according to a Brownian motion, and that reflect against the…

Probability · Mathematics 2010-11-13 Maury Bramson

The quantum Langevin equation as obtained from the independent-oscillator model describes a strong-coupling situation, devoid of the Born-Markov approximation that is employed in the context of the Gorini-Kossakowski-Sudarshan-Lindblad…

Quantum Physics · Physics 2024-07-19 Aritra Ghosh , Sushanta Dattagupta

In this paper, we present new Poisson-type deviation inequalities for continuous-time Markov chains whose Wasserstein curvature or $\Gamma$-curvature is bounded below. Although these two curvatures are equivalent for Brownian motion on…

Probability · Mathematics 2007-09-14 Aldéric Joulin

Predictions are made for elliptic flow in collisions of polarized deuterons with a heavy nucleus. It is shown that the eccentricity of the initial fireball, evaluated with respect to the deuteron polarization axis perpendicular to the beam…

Nuclear Theory · Physics 2018-11-21 Piotr Bozek , Wojciech Broniowski

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

Probability · Mathematics 2016-04-27 Ioannis Kontoyiannis , Sean P. Meyn

We analyze asymptotically a differential-difference equation, that arises in a Markov-modulated fluid model. Here there are N identical sources that turn "on" and "off", and when "on" they generate fluid at unit rate into a buffer, which…

Analysis of PDEs · Mathematics 2007-05-23 Diego Dominici , Charles Knessl

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

Probability · Mathematics 2010-11-11 Soumik Pal , Mykhaylo Shkolnikov

In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal…

Probability · Mathematics 2020-09-01 Julien Berestycki , Éric Brunet , Aser Cortines , Bastien Mallein

A Markovian bridge is a probability measure taken from a disintegration of the law of an initial part of the path of a Markov process given its terminal value. As such, Markovian bridges admit a natural parameterization in terms of the…

Probability · Mathematics 2011-03-15 Loïc Chaumont , Gerónimo Uribe Bravo

An asymptotic solution is derived for the motion of inertial particles exposed to Stokes drag in an unsteady random flow. This solution provides the finite-time Lyapunov exponents as a function of Stokes number and Lagrangian strain- and…

Fluid Dynamics · Physics 2016-12-28 Mahdi Esmaily-Moghadam , Ali Mani
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