Related papers: Duality for coalescing stochastic flows on the rea…
We consider a stochastic flow in which individual particles follow skew Brownian motions, with each one of these processes driven by the same Brownian motion. One does not have uniqueness for the solutions of the corresponding stochastic…
The present paper proposes a stochastic model of the traffic flow. This model has a discrete set of states and the continuous time. The model is a generalization of the discrete stochastis model that has been considered in a previous paper…
Several geometric flows on symplectic manifolds are introduced which are potentially of interest in symplectic geometry and topology. They are motivated by the Type IIA flow and T-duality between flows in symplectic geometry and flows in…
We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…
The splitting scheme (the Kato-Trotter formula) is applied to stochastic flows with common noise of the type introduced by Th.E.~Harris. The case of possibly coalescing flows with continuous infinitesimal covariance is considered and the…
Given a one-dimensional stochastic differential equation, one can associate to this equation a stochastic flow on $[0,+\infty )$, which has an absorbing barrier at zero. Then one can define its dual stochastic flow. In \cite{AW}, Akahori…
We study the two-phase Stokes flow driven by surface tension for two fluids of different viscosities, separated by an asymptotically flat interface representable as graph of a differentiable function. The flow is assumed to be…
Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…
We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…
In this work we construct the $\Co^{\r}$-completion and $\Co^{\l}$-completion of a dynamical system. If $X$ is a flow, we construct canonical maps $X\to \Co^{\r}(X)$ and $X\to \Co^{\l}(X)$ and when these maps are homeomorphism we have the…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
We consider a stochastic flow on $\mathds{R}$ generated by an SDE with its drift being a function of bounded variation. We show that the flow is differentiable with respect to the initial conditions. Asymptotic properties of the flow are…
We construct doubly periodic Stokes flows in two dimensions using elliptic functions. This method has advantages when the doubly periodic lattice of obstacles has less than maximal symmetry. We find the mean flow through an arbitrary…
Two-phase flow systems in porous media have complex dynamics. It is well established that a wide range of system parameters like viscosities and porosity as well as flow parameters such as pressure gradient and fluid saturation have strong…
An existence and uniqueness result, up to fattening, for a class of crystalline mean curvature flows with natural mobility is proved. The results are valid in any dimension and for arbitrary, possibly unbounded, initial closed sets. The…
We solve the Stokes equations for the flow around two parallel translating and rotating cylinders using tools from complex analysis and conformal mapping. By considering cylinders of arbitrary size and separation, we generalise the…
A set of exact integrals of motion is found for systems driven by homogenous isotropic stochastic flow. The integrals of motion describe the evolution of (hyper-)surfaces of different dimensions transported by the flow, and can be expressed…
Self-similar symmetric $\alpha$-stable, $\alpha\in(0,2)$, mixed moving averages can be related to nonsingular flows. By using this relation and the structure of the underlying flows, one can decompose self-similar mixed moving averages into…
A novel constructive mathematical model based on the multifractal formalism in order to accurately characterizing the localized fluctuations present in the course of traffic flows today high-speed computer networks is presented. The…