Related papers: Self-intersection local times of random fields in …
In this paper we consider the asymptotic behaviour of all moments of the interparticle distance and of all mixed moments of an isotropic Brownian stochastic flow which serves as a smooth approximation of the Arratia flow.
In this article the linear Boltzmann equation is derived for a particle interacting with a Gaussian random field, in the weak coupling limit, with renewal in time of the random field. The initial data can be chosen arbitrarily. The proof is…
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quantities along a general sequence of partitions of the time interval. Our approach subsumes other existing definitions and agrees with the…
We consider Random Walk in Random Scenery, denoted $X_n$, where the random walk is symmetric on $Z^d$, with $d>4$, and the random field is made up of i.i.d random variables with a stretched exponential tail decay, with exponent $\alpha$…
It was realized recently that the chordal, radial and dipolar SLEs are special cases of a general slit holomorphic stochastic flow. We characterize those slit holomorphic stochastic flows which generate level lines of the Gaussian free…
We are concerned with a stochastic mean curvature flow of graphs over a periodic domain of any space dimension. We establish existence of martingale solutions which are strong in the PDE sense and study their large-time behavior. Our…
This paper motivates the use of random-bridges -- stochastic processes conditioned to take target distributions at fixed timepoints -- in the realm of generative modelling. Herein, random-bridges can act as stochastic transports between two…
This study introduces an innovative local statistical moment approach for estimating Kramers-Moyal coefficients, effectively bridging the gap between nonparametric and parametric methodologies. These coefficients play a crucial role in…
These expository notes address certain stationary and ergodic properties of the equations of fluid dynamics subject to a spatially degenerate (i.e. frequency localized), white in time gaussian forcing. In order to provide an accessible…
The paper is devoted to a geometrical interpretation of gauge invariance in terms of the formalism of field theory in compact space-time dimensions [arXiv:0903.3680]. In this formalism, the kinematic information of an interacting elementary…
We discuss the phenomenon of spontaneous symmetry breaking by means of a class of non-perturbative renormalization group flow equations which employ a regulating smearing function in the proper-time integration. We show, both analytically…
We consider the problem of interaction of two oncoming shocks in plane symmetry for a barotropic fluid. We establish a local in time solution after the point of interaction, thereby determining the state behind the emerged shocks which…
A model for traffic flow in street networks or material flows in supply networks is presented, that takes into account the conservation of cars or materials and other significant features of traffic flows such as jam formation, spillovers,…
A control strategy is employed that modifies the stochastic escape times from one basin of attraction to another in a model of a double-gyre flow. The system studied captures the behavior of a large class of fluid flows that circulate and…
The problem of computing the rate of diffusion-aided activated barrier crossings between metastable states is one of broad relevance in physical sciences. The transition path formalism aims to compute the rate of these events by analysing…
We investigate the question, "how does time flow?" and show that time may change by inversions as well. We discuss its implications to a simple class of linear systems. Instead of introducing any unphysical behaviour, inversions can lead to…
This paper studies the inverse problem of flow matching (FM) between distributions with finite exponential moment, a problem motivated by modern generative AI applications such as the distillation of flow matching models. Uniqueness of the…
We consider the evolution of a connected set on the plane carried by a periodic incompressible stochastic flow. While for almost every realization of the random flow at time t most of the particles are at a distance of order sqrt{t} away…
We study a Volterra Gaussian process of the form $X(t)=\int^t_0K(t,s)d{W(s)},$ where $W$ is a Wiener process and $K$ is a continuous kernel. In dimension one, we prove a law of the iterated logarithm, discuss the existence of local times…
It is well-known that stable and unstable manifolds strongly influence fluid motion in unsteady flows. These emanate from hyperbolic trajectories, with the structures moving nonautonomously in time. The local directions of emanation at each…