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Advective trapping occurs when solute enters low velocity zones in heterogeneous porous media. Classical local modeling approaches combine the impact of slow advection and diffusion into a hydrodynamic dispersion coefficient and many…

Fluid Dynamics · Physics 2020-12-02 Juan J. Hidalgo , Insa Neuweiler , Marco Dentz

We use an acoustic Lagrangian tracking technique, particularly adapted to measurements in open flows, and a versatile material particles generator (in the form of soap bubbles with adjustable size and density) to characterize Lagrangian…

Fluid Dynamics · Physics 2009-11-13 Nauman M. Qureshi , Mickael Bourgoin , Christophe Baudet , Alain Cartellier , Yves Gagne

This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this…

Mathematical Finance · Quantitative Finance 2014-06-03 Johan GB Beumee , Chris Cormack , Peyman Khorsand , Manish Patel

In order to understand how the chemical and isotopic compositions of dust grains in a gaseous turbulent protoplanetary disk are altered during their journey in the disk, it is important to determine their individual trajectories. We study…

Earth and Planetary Astrophysics · Physics 2015-05-28 Sebastien Charnoz , Laure Fouchet , Jérôme Aleon , Manuel Moreira

When a fluid carrying a passive solute flows quickly through porous media, three key macroscale transport mechanisms occur. These mechanisms are diffusion, advection and dispersion, all of which depend on the microstructure of the porous…

Fluid Dynamics · Physics 2024-10-16 Lucy C Auton , Mohit P. Dalwadi , Ian M. Griffiths

We provide a class of diffusion processes for continuous time-varying multivariate angular data with explicit transition probability densities, enabling exact likelihood inference. The presented diffusions are time-reversible and can be…

Methodology · Statistics 2024-09-05 Eduardo García-Portugués , Michael Sørensen

We consider transport diffusion in a stochastic billiard in a random tube which is elongated in the direction of the first coordinate (the tube axis). Inside the random tube, which is stationary and ergodic, non-interacting particles move…

Probability · Mathematics 2010-04-13 Francis Comets , Serguei Popov , Gunter M. Schütz , Marina Vachkovskaia

We present a detailed investigation of the particle pair separation process in homogeneous isotropic turbulence. We use data from direct numerical simulations up to Taylor's Reynolds number 280 following the evolution of about two million…

Chaotic Dynamics · Physics 2009-11-11 L. Biferale , G. Boffetta , A. Celani , B. J. Devenish , A. Lanotte , F. Toschi

The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…

Soft Condensed Matter · Physics 2009-11-13 A. W. C. Lau , T. C. Lubensky

The transport properties of a random velocity field with Kolmogorov spectrum and time correlations defined along Lagrangian trajectories are analyzed. The analysis is carried on in the limit of short correlation times, as a perturbation…

Chaotic Dynamics · Physics 2009-11-07 Piero Olla

By tracking tracer particles at high speeds and for long times, we study the geometric statistics of Lagrangian trajectories in an intensely turbulent laboratory flow. In particular, we consider the distinction between the displacement of…

Data Analysis, Statistics and Probability · Physics 2015-05-30 Nicholas T. Ouellette , Eberhard Bodenschatz , Haitao Xu

Supersonic turbulence occurs in many environments, particularly in astrophysics. In the crucial case of isothermal turbulence, the probability density function (PDF) of the logarithmic density, $s$, is well measured, but a theoretical…

Astrophysics of Galaxies · Physics 2024-10-31 Evan Scannapieco , Liubin Pan , Edward Buie , Marcus Brüggen

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

Particles in turbulence live complicated lives. It is nonetheless sometimes possible to find order in this complexity. It was proposed in [Falkovich et al., Phys. Rev. Lett. 110, 214502 (2013)] that pairs of Lagrangian tracers at small…

Chaotic Dynamics · Physics 2015-08-04 Anna Frishman , Guido Boffetta , Filippo De Lillo , Alex Liberzon

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

New aspects of turbulence are uncovered if one considers flow motion from the perspective of a fluid particle (known as the Lagrangian approach) rather than in terms of a velocity field (the Eulerian viewpoint). Using a new experimental…

Fluid Dynamics · Physics 2009-11-07 N. Mordant , J. Delour , E. Leveque , A. Arneodo , J. -F. Pinton

We study the metastable behavior of diffusion processes in narrow tube domains, where the metastability is induced by entropic barriers. We identify a sequence of characteristic time scales $\{T_\epsilon^i\}_{1 \leq i \leq \abs{V'}}$ and…

Probability · Mathematics 2025-12-16 Wen-Tai Hsu

We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…

Probability · Mathematics 2020-03-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

The narrow escape problem concerns the time needed for a diffusing particle to exit a confining domain through a small hole in the boundary. While this problem is now well-understood, determining the escape time for a particle that must…

Statistical Mechanics · Physics 2026-02-26 Victorya Richardson , Yick Hin Ling , Sean D Lawley

We consider an inhomogeneous symmetric simple exclusion process on a one-dimensional lattice with open boundary conditions. The time scale is continuous. Particles of different types arrive to the utmost left and the utmost right site. If a…

Probability · Mathematics 2025-11-11 Marina V. Yashina , Alexander G. Tatashev