Related papers: Stationary points in coalescing stochastic flows o…
In this short note we will provide a sufficient and necessary condition to have uniqueness of the location of the maximum of a stochastic process over an interval. The result will also express the mean value of the location in terms of the…
In this paper linear stochastic transport and continuity equations with drift in critical $L^{p}$ spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity…
In this note we study the singular vanishing-viscosity limit of a gradient flow set in a finite-dimensional Hilbert space and driven by a smooth, but possibly non convex, time-dependent energy functional. We resort to ideas and techniques…
We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in (Knight, 2001). Interesting…
We consider a degenerate stochastic differential equation that has a sticky point in the Markov process sense. We prove that weak existence and weak uniqueness hold, but that pathwise uniqueness does not hold nor does a strong solution…
We study a geometric flow on curves, immersed in $\mathbb{R}^3$, that have strictly positive torsion. The evolution equation is given by $$X_{t}=\frac{1}{\sqrt{\tau}} \textbf{B}$$ where $\tau$ is the torsion and $\textbf{B}$ is the unit…
By using the coupling argument, we establish the Harnack and log-Harnack inequalites for stochastic differential equations with non-Lipschitz drifts and driven by additive anisotropic subordinated Brownian motions (in particular,…
We study joining rigidity in the class of von Neumann flows with one singularity. They are given by a smooth vector field $\mathcal{X}$ on $\mathbb T^2\setminus \{a\}$, where $\mathcal{X}$ is not defined at $a\in \mathbb T^2$. It follows…
We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…
We consider a linearized dynamical system modelling the flow rate of water along the rivers and hillslopes of an arbitrary watershed. The system is perturbed by a random rainfall in the form of a compound Poisson process. The model…
Scattering through natural porous formations (by far the most ubiquitous example of disordered media) represents a formidable tool to identify effective flow and transport properties. In particular, we are interested here in the scattering…
The long-time behavior is one of the most fundamental properties of dynamical systems. Poincar\'e studied the Poisson stability to capture the property of whether points return arbitrarily near the initial positions. Birkhoff studied the…
We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…
In this note we prove the existence and uniqueness of weak solutions for the boundary value problem modelling the stationary case of the bioconvective flow problem introduced by Tuval et. al. (2005, {\it PNAS} 102, 2277--2282). We derive…
Existence and uniqueness of global in time measure solution for the multidimensional aggregation equation is analyzed. Such a system can be written as a continuity equation with a velocity field computed through a self-consistent…
We study the two-dimensional stationary Navier-Stokes equations with rotating effect in the whole space. The unique existence and the asymptotics of solutions are obtained without the smallness assumption on the rotation parameter.
We find exact static stringy solutions of Horava-Lifshitz gravity with the projectability condition but imposing the detailed balance condition near the UV fixed point, and propose a method on constraining the possible pattern of flows in…
The aim of the book is to present some recent results in the theory of stochastic It\^o equations with singular deterministic part (drift) and its applications to second-order elliptic and parabolic equations with singular first-order…
We study the two dimensional (2D) stochastic Navier Stokes (SNS) equations in the inertial limit of weak forcing and dissipation. The stationary measure is concentrated close to steady solutions of the 2D Euler equation. For such inertial…
Modelling the flow in a thin accretion disc like a dynamical system, we analyse the nature of the critical points of the steady solutions of the flow. For the simple inviscid disc there are two critical points, with the outer one being a…