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For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect cocycles over the same metric dynamical system. The metric…

Probability · Mathematics 2019-03-22 Georgii V. Riabov

The existence of stationary points for the dynamical system of ABC-flow is considered. The ABC-flow, a three-parameter velocity field that provides a simple stationary solution of Euler's equations in three dimensions for incompressible,…

General Physics · Physics 2016-01-11 Sergey V. Ershkov

The flow of an ideal fluid possesses a remarkable property: despite limited regularity of the velocity field, its particle trajectories are analytic curves. In our previous work, this fact was used to introduce the structure of an analytic…

Analysis of PDEs · Mathematics 2024-07-23 Aleksander Danielski

We show that if drift coefficients of Arratia flows converge in $L_1(R)$ or $L_{\infty}(R)$ then the 1-point densities associated with these flows converge to the density for the flow with the limit drift.

Probability · Mathematics 2022-09-08 A. A. Dorogovtsev , M. B. Vovchanskyi

The purpose of this note is to give an example of stochastic flows of kernels, which naturally interpolates between the Arratia coalescing flow associated with systems of coalescing independent Brownian particles on the circle and the…

Probability · Mathematics 2007-05-23 Yves Le Jan , Olivier Raimond

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

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

Analytical expressions for coordinates of stationary points and conditions for their existence in the ABC flow are received. The type of the stationary points is shown analytically to be saddle-node. Exact expressions for eigenvalues and…

Fluid Dynamics · Physics 2018-03-07 A. A. Didov , M. Yu. Uleysky

This paper continues the study of equilibria for flows over time in the fluid queueing model recently considered by Koch and Skutella [10]. We provide a constructive proof for the existence and uniqueness of equilibria in the case of a…

Optimization and Control · Mathematics 2014-01-28 Roberto Cominetti , José R. Correa , Omar Larré

We derive representations for finite-dimensional densities of the point processed associated with an Arratia flow with drift in terms of conditional expectations of the stochastic exponentials appearing in the analog of the Girsanov theorem…

Probability · Mathematics 2020-10-23 A. A. Dorogovtsev , M. B. Vovchanskii

A stochastic differential equation with infinite memory is considered. The drift coefficient of the equation is a nonlinear functional of the past history of the solution. Sufficient conditions for existence and uniqueness of stationary…

Probability · Mathematics 2007-05-23 Yuri Bakhtin

A recent prominent result asserts that steady incompressible Euler flows strictly away from stagnation in a two-dimensional infinitely long strip must be shear flows. On the other hand, flows with stagnation points, very challenging in…

Analysis of PDEs · Mathematics 2023-12-12 Congming Li , Yingshu Lv , Henrik Shahgholian , Chunjing Xie

We explore Ito stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of…

Probability · Mathematics 2016-09-07 Yuri Bakhtin , Jonathan C. Mattingly

It is well-known that a stochastic differential equation (sde) on a Euclidean space driven by a (possibly infinite-dimensional) Brownian motion with Lipschitz coefficients generates a stochastic flow of homeomorphisms. If the Lipschitz…

Probability · Mathematics 2016-03-23 Michael Scheutzow , Susanne Schulze

Existence of random dynamical systems for a class of coalescing stochastic flows on $\mathbb{R}$ is proved. A new state space for coalescing flows is built. As particular cases coalescing flows of solutions to stochastic differential…

Probability · Mathematics 2017-05-16 G. V. Riabov

While several articles have been written on water waves on flows with constant vorticity, little is known about the extent to which a nonconstant vorticity affects the flow structure, such as the appearance of stagnation points. In order to…

Fluid Dynamics · Physics 2022-05-18 Marcelo V. Flamarion , Roberto Ribeiro-Jr

We present a fairly new and comprehensive approach to the study of stationary flows of the Korteweg-de Vries hierarchy. They are obtained by means of a double restriction process from a dynamical system in an infinite number of variables.…

Exactly Solvable and Integrable Systems · Physics 2009-09-25 Gregorio Falqui , Franco Magri , Marco Pedroni , Jorge P. Zubelli

Strong existence and pathwise uniqueness of solutions with $L^{\infty}$-vorticity of 2D stochastic Euler equations is proved. The noise is multiplicative and involves first derivatives. A Lagrangian approach is implemented, where a…

Probability · Mathematics 2016-09-09 Zdzisław Brzeźniak , Franco Flandoli , Mario Maurelli

In the paper we consider the point measure that corresponds to Arratia flow. The central limit theorem of the multiple integrals with respect to this measure was obtained.

Probability · Mathematics 2024-06-24 A. A. Dorogovtsev , E. V. Glinynaya

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
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