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The aim of this paper is to establish the almost sure asymptotic behavior as the space variable becomes large, for the solution to the one spatial dimensional stochastic heat equation driven by a Gaussian noise which is white in time and…
The ability of Gaussian noise to induce ordered states in dynamical systems is here presented in an overview of the main stochastic mechanisms able to generate spatial patterns. These mechanisms involve: (i) a deterministic local dynamics…
The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochastic ordinary differential equation driven…
The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…
We study the fluid flow through disordered porous media by numerically solving the complete set of the Navier-Stokes equations in a two dimensional lattice with a spatially random distribution of solid obstacles (plaquettes). We simulate…
We consider point vortex systems on the two dimensional torus perturbed by environmental noise. It is shown that, under a suitable scaling of the noises, weak limit points of the empirical measures are solutions to the vorticity formulation…
We consider the motion of overdamped particles on random potentials subjected to a Gaussian white noise and a time-dependent periodic external forcing. The random potential is modeled as the potential resulting from the interaction of a…
In this paper we obtain Gaussian-type lower bounds for the density of solutions to stochastic differential equations (SDEs) driven by a fractional Brownian motion with Hurst parameter $H$. In the one-dimensional case with additive noise,…
We study a system of $N$ inertial particles on a two-dimensional torus $\T^2$, evolving under a second-order stochastic dynamics with position-dependent friction $\lambda$ and noise amplitude $\sigma$, and undergoing coalescence at rate…
The dichotomy between noise-stable and (completely) noise-sensitive stochastic models is of recent interest in probability theory. Of particular interest is the study of lattice models coming from statistical physics. The Fourier transform…
We consider the incompressible, two dimensional Navier Stokes equation with periodic boundary conditions under the effect of an additive, white in time, stochastic forcing. Under mild restrictions on the geometry of the scales forced, we…
An asymptotic solution is derived for the motion of inertial particles exposed to Stokes drag in an unsteady random flow. This solution provides the finite-time Lyapunov exponents as a function of Stokes number and Lagrangian strain- and…
This work is a continuation of our papers from the last couple of years on the Casimir friction for a pair of particles at low relative velocity. The new element in the present analysis is to allow the media to be dense. Then the situation…
I show that massive-particle dynamics can be simulated by a weak, spherical, external perturbation on a potential flow in an ideal fluid. The effective Lagrangian is of the form mc^2L(U^2/c^2), where U is the velocity of the particle…
Small heavy particles cannot get attracted into a region of closed streamlines in a non-accelerating frame (Sapsis & Haller 2010). In a rotating system, however, particles can get trapped (Angilella 2010) near vortices. We perform numerical…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
A stochastic version of 2D Euler equations with transport type noise in the vorticity is considered, in the framework of Albeverio--Cruzeiro theory [1] where the equation is considered with random initial conditions related to the so called…
In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…
The aim of this paper is twofold. Firstly, we derive upper and lower non-Gaussian bounds for the densities of the marginal laws of the solutions to backward stochastic differential equations (BSDEs) driven by fractional Brownian motions.…
We generalize some results of Ford and Roman constraining the possible behaviors of renormalized expected stress-energy tensors of a free massless scalar field in two dimensional Minkowski spacetime. Ford and Roman showed that the energy…