Related papers: Passive tracer in non-Markovian, Gaussian velocity…
The dynamics of a tracer particle in a stationary driven granular gas is investigated. We show how to transform the linear Boltzmann equation describing the dynamics of the tracer into a master equation for a continuous Markov process. The…
We consider the movement of a particle advected by a random flow of the form $\vv+\delta \bF(\vx)$, with $\vv\in\R^d$ a constant drift, $\bF(\vx)$ -- the fluctuation -- given by a zero mean, stationary random field and $\delta\ll 1$ so that…
We find the class, ${\cal{C}}_k, k \ge 0$, of all zero mean stationary Gaussian processes, $Y(t), ~t \in \reals$ with $k$ derivatives, for which \begin{equation} Z(t) \equiv (Y^{(0)}(t), Y^{(1)}(t), \ldots, Y^{(k)}(t) ), ~ t \ge 0…
We consider a massless tracer particle moving in a random, stationary, isotropic and divergence free velocity field. We identify a class of fields, for which the limit of the laws of appropriately scaled tracer trajectory processes is…
The problem of determining a periodic Lipschitz vector field $b=(b_1, \dots, b_d)$ from an observed trajectory of the solution $(X_t: 0 \le t \le T)$ of the multi-dimensional stochastic differential equation \begin{equation*} dX_t =…
We investigate the transport of a passive tracer in a two-dimensional stratified random medium with flow parallel and perpendicular to the strata. Assuming a Gaussian random flow with a Gaussian correlation function, it is not only possible…
We show that a smooth linear unsteady velocity field $u(x,t)=A(t)x+f(t)$ solves the incompressible Navier--Stokes equation if and only if the matrix $A(t)$ has zero trace, and $\dot{{A}}(t)+A^{2}(t)$ is symmetric. In two dimensions, these…
We study the transport of a passive tracer particle in a steady strongly mixing flow with a nonzero mean velocity. We show that there exists a probability measure under which the particle Lagrangian velocity process is stationary. This…
We construct and study the weak solution to stochastic differential equation $dX(t)=-b(X(t))dt+\sqrt{2}dW(t)$, $X_0=x$, for every $x \in \mathbb R^d$, $d \geq 3$, with $b$ in the class of weakly form-bounded vector fields, containing, as…
In this work we study the generalization of the problem, considered in [{\it Phys. Rev. E} {\bf 91}, 013002 (2015)], to the case of {\it finite} correlation time of the environment (velocity) field. The model describes a vector (e.g.,…
Passive scalar equation is considered in a turbulent homogeneous incompressible Gaussian velocity field. The turbulent nature of the field results in non-smooth coefficients in the equation. A strong, in the stochastic sense, solution of…
We study the mobility and the diffusion coefficient of an inertial tracer advected by a two-dimensional incompressible laminar flow, in the presence of thermal noise and under the action of an external force. We show, with extensive…
We introduce various spaces of vector fields of bounded mean oscillation ($BMO$) defined in a domain so that normal trace on the boundary is bounded when its divergence is well controlled. The behavior of "normal" component and "tangential"…
In this paper we prove the law of large numbers and central limit theorem for trajectories of a particle carried by a two dimensional Eulerian velocity field. The field is given by a solution of a stochastic Navier--Stokes system with a…
We study the motion of a heavy tracer particle weakly coupled to a dense interacting Bose gas exhibiting Bose-Einstein condensation. In the so-called mean-field limit, the dynamics of this system approaches one determined by nonlinear…
We find a near detailed balance solution to the relativistic Boltzmann equation under the relaxation time approximation with a collision term which differs from the Anderson-Witting model and is dependent on the stationary observer. Using…
We begin by considering second order dynamical systems of the from $\ddot x(t) + \gamma(t)\dot x(t) + \lambda(t)B(x(t))=0$, where $B: {\cal H}\rightarrow{\cal H}$ is a cocoercive operator defined on a real Hilbert space ${\cal H}$,…
For solutions of (inviscid, forceless, one dimensional) Burgers equation with random initial condition, it is heuristically shown that a stationary Feller-Markov property (with respect to the space variable) at some time is conserved at…
Passive scalar motion in a family of random Gaussian velocity fields with long-range correlations is shown to converge to persistent fractional Brownian motions in long times.
In this work we generalize the quantum trajectory (QT) theory from Markovian to non-Markovian environments. We model the non-Markovian environment by using a Lorentzian spectral density function with bandwidth ($\Lambda$), and find perfect…