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In this paper we study the drifted Brownian meander, that is a Brownian motion starting from $ u $ and subject to the condition that $ \min_{ 0\leq z \leq t} B(z)> v $ with $ u > v $. The limiting process for $ u \downarrow v $ is analyzed…

Probability · Mathematics 2019-03-05 Francesco Iafrate , Enzo Orsingher

Given a semi-Markov law, using an additional parameter, we consider a family of stochastic flows corresponding to that law. Then we suitably select a particular flow, for which we obtain expressions of the meeting and merging probabilities…

Probability · Mathematics 2022-10-20 Anindya Goswami , Ravishankar Kapildev Yadav

We study the quasi-stationary behavior of multidimensional processes absorbed when one of the coordinates vanishes. Our results cover competitive or weakly cooperative Lotka-Volterra birth and death processes and Feller diffusions with…

Probability · Mathematics 2019-10-10 Nicolas Champagnat , Denis Villemonais

In this paper, we deal with a class of time-homogeneous continuous-time Markov processes with transition probabilities bearing a nonparametric uncertainty. The uncertainty is modeled by considering perturbations of the transition…

Probability · Mathematics 2022-04-11 Sven Fuhrmann , Michael Kupper , Max Nendel

We map the problem of diffusion in the quenched trap model onto a new stochastic process: Brownian motion which is terminated at the coverage "time" ${\cal S}_\alpha=\sum_{x=-\infty} ^\infty (n_x)^\alpha$ with $n_x$ being the number of…

Statistical Mechanics · Physics 2015-06-05 Stas Burov , Eli Barkai

Many random flows, including 2D unsteady and stagnation-free 3D steady flows, exhibit non-trivial braiding of pathlines as they evolve in time or space. We show that these random flows belong to a pathline braiding \emph{universality class}…

Fluid Dynamics · Physics 2024-12-10 Daniel R. Lester , Michael G. Trefry , Guy Metcalfe

We exhibit a large class of Lyapunov functionals for nonlinear drift-diffusion equations with non-homogeneous Dirichlet boundary conditions. These are generalizations of large deviation functionals for underlying stochastic many-particle…

Analysis of PDEs · Mathematics 2015-06-16 T. Bodineau , J. L. Lebowitz , C. Mouhot , C. Villani

Flow Matching (FM) (also referred to as stochastic interpolants or rectified flows) stands out as a class of generative models that aims to bridge in finite time the target distribution $\nu^\star$ with an auxiliary distribution $\mu$,…

Machine Learning · Statistics 2024-09-16 Marta Gentiloni Silveri , Giovanni Conforti , Alain Durmus

We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…

Chaotic Dynamics · Physics 2011-10-25 Itzhak Fouxon , Eugene Mednikov

We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…

Probability · Mathematics 2008-06-26 Krzysztof Burdzy

Starting from the minimal model for the electrically interacting particle densities in negative streamer discharges, we derive a moving boundary approximation for the ionization fronts. The boundary condition on the moving front is found to…

Plasma Physics · Physics 2008-03-03 Fabian Brau , Alejandro Luque , Bernard Meulenbroek , Ute Ebert , Lothar Schäfer

We report on an investigation of the vertical transport of tracer particles released within a shallow, continuously-forced flow by means of numerical simulations. The investigation is motivated by the shallow flows encountered in many…

Lyapunov exponents of heavy particles and tracers advected by homogeneous and isotropic turbulent flows are investigated by means of direct numerical simulations. For large values of the Stokes number, the main effect of inertia is to…

This paper studies characteristic exponents of flows in relation with the dynamics of flows on flag bundles. The starting point is a flow on a principal bundle with semi-simple group $G$. Projection against the Iwasawa decomposition $G =…

Dynamical Systems · Mathematics 2007-09-21 Luiz A. B. San Martin , Lucas Seco

We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…

Dynamical Systems · Mathematics 2014-11-04 Vladimir Y. Protasov , Raphael M. Jungers

This paper is devoted to the study of Lyapunov-type inequality for Neumann boundary conditions at higher eigenvalues. Our main result is derived from a detailed analysis about the number and distribution of zeros of nontrivial solutions and…

Analysis of PDEs · Mathematics 2009-06-08 Antonio Canada , Salvador Villegas

The main goal of this work is to establish an asymptotic form of Bressan's mixing conjecture. To this end, we develop an ergodic-theoretic framework for incompressible DiPerna-Lions flows. Lyapunov exponents are defined via an…

Analysis of PDEs · Mathematics 2025-10-06 Elia Brué , Maria Colombo , Carl Johan Peter Johansson

We study Markovian symmetry and non-symmetry random evolutions in $\mathbf{R}^n$. Weak convergence of Markovian symmetry random evolution to Wiener process and of Markovian non-symmetry random evolution to a diffusion process with drift is…

Probability · Mathematics 2011-12-30 Igor V. Samoilenko

The uniqueness of bounded weak solutions to strongly coupled parabolic equations in a bounded domain with no-flux boundary conditions is shown. The equations include cross-diffusion and drift terms and are coupled selfconsistently to the…

Analysis of PDEs · Mathematics 2017-06-28 Xiuqing Chen , Ansgar Jüngel

We consider the model of the Brownian plane, which is a pointed non-compact random metric space with the topology of the complex plane. The Brownian plane can be obtained as the scaling limit in distribution of the uniform infinite planar…

Probability · Mathematics 2021-05-14 Armand Riera