Related papers: Duality for coalescing stochastic flows on the rea…
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…
This work is devoted to long-time properties of the Arratia flow with drift -- a stochastic flow on $\mathbb{R}$ whose one-point motions are weak solutions to a stochastic differential equation $dX(t)=a(X(t))dt+dw(t)$ that move…
Advanced measurement techniques and high performance computing have made large data sets available for a wide range of turbulent flows that arise in engineering applications. Drawing on this abundance of data, dynamical models can be…
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.
We construct a modified Arratia flow with mass and energy conservation. We suppose that particles have a mass obeying the conservation law, and their diffusion is inversely proportional to the mass. Our main result asserts that such a…
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…
Using both dynamical density functional theory and particle-resolved Brownian dynamics simulations, we explore the flow of two-dimensional colloidal solids and fluids driven through a linear channel with a geometric constriction. The flow…
A discrete model of traffic on a multilane road is considered. The traffic is presented as particles movement with a deterministic component and a stochastic one. Formulas for the traffic characteristics have been found. The model can…
In this article, we introduce the notion of stochastic symmetry of a differential equation. It consists in a stochastic flow that acts over a solution of a differential equation and produces another solution of the same equation. In the…
Some topological properties of stochastic flow $\varphi_t(x)$ generated by stochastic differential equation in a ${\mathbb R}^d_+$ with normal reflection at the boundary are investigated. Sobolev differentiability in initial condition is…
We consider stochastic motion of a particle on a cyclic graph with arbitrarily periodic time dependent kinetic rates. We demonstrate duality relations for statistics of currents in this model and in its continuous version of a diffusion in…
New analytical representations of the Stokes flows due to periodic arrays of point singularities in a two-dimensional no-slip channel and in the half-plane near a no-slip wall are derived. The analysis makes use of a conformal mapping from…
Classical particle mechanics on curved spaces is related to the flow of ideal fluids, by a dual interpretation of the Hamilton-Jacobi equation. As in second quantization, the procedure relates the description of a system with a finite…
In this paper, we study the dual Anomaly flow, which is a dual version of the Anomaly flow under T-duality. A family of monotone functionals is introduced and used to estimate the dilaton function along the flow. Many examples and…
In this work a result of existence and uniqueness for a plane cavity driven steady flow is deduced using an analytical method for the resolution of a linear partial differential problem on a triangular domain. The solution admits a symbolic…
We define two conformal structures on $S^1$ which give rise to a different view of the affine curvature flow and a new curvature flow, the ``$Q$-curvature flow". The steady state of these flows are studied. More specifically, we prove four…
We derive a unified stochastic picture for the duality of a resampling-selection model with a branching-coalescing particle process (cf. http://www.ams.org/mathscinet-getitem?mr=MR2123250) and for the self-duality of Feller's branching…
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…
We consider a superprocess with coalescing Brownian spatial motion. We first prove a dual relationship between two systems of coalescing Brownian motions. In consequence we can express the Laplace functionals for the superprocess in terms…
This paper studies duality and optimality conditions for general convex stochastic optimization problems. The main result gives sufficient conditions for the absence of a duality gap and the existence of dual solutions in a locally convex…