Related papers: Non-intersecting Brownian bridges in the flat-to-f…
This paper is concerned with various aspects of the Slepian process $(B_{t+1} - B_t, t \ge 0)$ derived from a one-dimensional Brownian motion $(B_t, t \ge 0 )$. In particular, we offer an analysis of the local structure of the Slepian zero…
We revisit the classic problem of the effective diffusion constant of a Brownian particle in a square lattice of reflecting impenetrable hard disks. This diffusion constant is also related to the effective conductivity of non-conducting and…
Motivated by the analysis of the propagation of internal waves in a stratified ocean, we consider in this article the incompressible Euler equations with variable density in a flat strip, and we study the evolution of perturbations of the…
In this work, we study the so-called Allen-Cahn-Navier-Stokes equations, a diffuse-interface model for two-phase incompressible flows with different densities. We first prove the local-in-time existence and uniqueness of classical solutions…
The linear stability of nanofluid boundary-layer flow over a flat plate is investigated using a two-phase model that incorporates Brownian motion and thermophoresis, building upon the earlier work of Buongiorno (2006). Solutions to the…
Laminar-to-turbulence transition in zero-pressure-gradient boundary layer at Mach 4.5 is studied using direct numerical simulations. For a given level of total disturbance energy, the inflow spectra was designed to correspond to the…
We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…
The ``Brownian bees" model describes an ensemble of $N$ independent branching Brownian particles. When a particle branches into two particles, the particle farthest from the origin is eliminated so as to keep a constant number of particles.…
Bassino et al. (arXiv:1907.08517) have shown that uniform random co-graphs (graphs without induced $P_4$) of size $n$ converge to a certain non-deterministic graphon. The edge-density of this graphon is a random variable $\Lambda \in [0,1]$…
Various empirical and theoretical studies indicate that cumulative network traffic is a Gaussian process. However, depending on whether the intensity at which sessions are initiated is large or small relative to the session duration tail,…
In this paper we investigate the behavior of the bridges of a Markov counting process in several directions. We first characterize convexity(concavity) in time of the mean value in terms of lower (upper) bounds on the so called…
We analyze the unforced and deterministically forced Burgers equation in the framework of the (diffusive) interpolating dynamics that solves the so-called Schr\"{o}dinger boundary data problem for the random matter transport. This entails…
We study numerically the correlations and the distribution of intervals between successive zeros in the fluctuating geometry of stochastic interfaces, described by the Edwards-Wilkinson equation. For equilibrium states we find that the…
We present evidence for a conjectural relationship between absorption times for discrete Whittaker processes and maximal heights of non-intersecting Brownian bridges.
For $n\in\mathbb{N}$, let $\{X^n_i\}$ be an infinite collection of Brownian particles on the real line where the leftmost particle $\min_iX^n_i(t)$ is given a drift $n$, and let $\mu^n_t=n^{-1}\sum_i\delta_{X^n_i(t)}$, $t\ge0$ denote the…
We show that the range of a long Brownian bridge in the hyperbolic space converges after suitable renormalisation to the Brownian continuum random tree. This result is a relatively elementary consequence of $\bullet$ A theorem by Bougerol…
The time-dependent barrier passage of an anomalous damping system is studied via the generalized Langevin equation (GLE) with non-Ohmic memory damping friction tensor and corresponding thermal colored noise tensor describing a particle…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
We consider a system of noncolliding Brownian motions introduced in our previous paper, in which the noncolliding condition is imposed in a finite time interval $(0,T]$. This is a temporally inhomogeneous diffusion process whose transition…
In this paper we derive quantitative boundary H\"older estimates, with explicit constants, for the inhomogeneous Poisson problem in a bounded open set $D\subset \mathbb{R}^d$. Our approach has two main steps: firstly, we consider an…