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We prove existence of a stochastic flow of diffeomorphisms generated by SDEs with drift in $L^q_t C^{0, \alpha}_x$ for any $q \in [2, \infty)$ and $\alpha \in (0, 1)$. This result is achieved using a Zvonkin-type transformation for the SDE.…

Probability · Mathematics 2025-10-02 Magnus C. Ørke

We develop a theory for the representation of opaque solids as volumes. Starting from a stochastic representation of opaque solids as random indicator functions, we prove the conditions under which such solids can be modeled using…

Computer Vision and Pattern Recognition · Computer Science 2024-04-17 Bailey Miller , Hanyu Chen , Alice Lai , Ioannis Gkioulekas

A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…

Mathematical Physics · Physics 2011-07-15 Jin Li , Jianhua Huang

Statistical mechanics of a small system of cars on a single-lane road is developed. The system is not characterized by a Hamiltonian but by a conditional probability of a velocity of a car for the given velocity and distance of the car…

Physics and Society · Physics 2009-11-13 Anton Šurda

In this paper, we study the stochastic Hamiltonian flow in Wasserstein manifold, the probability density space equipped with $L^2$-Wasserstein metric tensor, via the Wong--Zakai approximation. We begin our investigation by showing that the…

Probability · Mathematics 2021-12-01 Jianbo Cui , Shu Liu , Haomin Zhou

We present analytical expressions for the time-dependent and stationary probability distributions corresponding to a stochastically perturbed one-dimensional flow with critical points, in two physically relevant situations: delayed…

Statistical Mechanics · Physics 2007-05-23 V. Balakrishnan , C. Van den Broeck , I. Bena

Being able to accurately model and predict the dynamics of dispersed inclusions transported by a turbulent flow, remains a challenge with important scientific, environmental and economical issues. One critical and difficult point is to…

In this visualisation the instantaneous local velocity is expressed in terms of four components to capture the development of and interactions between coherent structures in turbulent flows. It is then possible to isolate the terms linked…

Fluid Dynamics · Physics 2009-10-13 Trinh Khanh Tuoc

A recently introduced model describing -on a 1d lattice- the velocity field of a granular fluid is discussed in detail. The dynamics of the velocity field occurs through next-neighbours inelastic collisions which conserve momentum but…

Soft Condensed Matter · Physics 2016-10-19 Alessandro Manacorda , Carlos A. Plata , Antonio Lasanta , Andrea Puglisi , Antonio Prados

We analyze data from direct numerical simulations of homogeneous and isotropic turbulence (at Re_\lambda \approx 280) and study the statistics of curvature and torsion of Lagrangian trajectories in order to extract informations on the…

Chaotic Dynamics · Physics 2009-09-11 Andrea Scagliarini

In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…

Computational Physics · Physics 2021-03-17 Tianbai Xiao , Martin Frank

Through a discussion of some typical unsteady hydrodynamic flows, we argue that the time averaged hydrodynamic functions at each point give a rather sparse filling of the local jet space. This situation then suggests a set of time dependent…

Fluid Dynamics · Physics 2014-07-08 Clifford Chafin

The theoretical study of the self-organization of two-dimensional and geophysical turbulent flows is addressed based on statistical mechanics methods. This review is a self-contained presentation of classical and recent works on this…

Fluid Dynamics · Physics 2011-10-31 Freddy Bouchet , Antoine Venaille

The state-of-the-art theoretical formalism for a covariant description of non-Gaussian fluctuation dynamics in relativistic fluids is discussed.

High Energy Physics - Theory · Physics 2024-03-01 Xin An , Gokce Basar , Mikhail Stephanov , Ho-Ung Yee

We investigate fluid transport in random velocity fields with unsteady drift. First, we propose to quantify fluid transport between flow regimes of different characteristic motion, by escape probability and mean residence time. We then…

chao-dyn · Physics 2007-05-23 Jinqiao Duan , James Brannan , Vincent Ervin

The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…

Statistical Mechanics · Physics 2015-03-20 Tongling Lin , Ru Wang , W. P. Bi , A. El Kaabouchi , C. Pujos , F. Calvayrac , Q. A. Wang

In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…

Numerical Analysis · Mathematics 2017-11-28 Zhongjian Wang , Jack Xin , Zhiwen Zhang

Two dimensional stochastic time model of scrape-off layer (SOL) turbulent transport is studied. Instability arisen in the system with respect to the stochastic perturbations of both either density or vorticity reveals itself in the strong…

Plasma Physics · Physics 2009-11-10 D. Volchenkov , R. Lima

Invariant foliations are geometric structures for describing and understanding the qualitative behaviors of nonlinear dynamical systems. For stochastic dynamical systems, however, these geometric structures themselves are complicated random…

Dynamical Systems · Mathematics 2011-11-29 Xu Sun , Xingye Kan , Jinqiao Duan

We compute the entropy production engendered in the environment from a single Brownian particle which moves in a mean flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding…

Statistical Mechanics · Physics 2014-05-06 Yueheng Lan , Erik Aurell