Related papers: A quenched local limit theorem for stochastic flow…
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 consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…
We consider a (one-dimensional) branching Brownian motion process with a general offspring distribution having at least two moments, and in which all particles have a drift towards the origin where they are immediately absorbed. It is…
Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension…
Motivated by a number of recent experimental and computational studies of the dynamics of fluids plunged in quenched-disordered external fields, we report on a theoretical investigation of this topic within the framework of the…
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…
This paper concerns the propagation of particles through a quenched random medium. In the one- and two-dimensional models considered, the local dynamics is given by expanding circle maps and hyperbolic toral automorphisms, respectively. The…
This paper is concerned with the basic model for compressible and incompressible two phase flows with phase transitions The flows are separated by nearly flat interface represented as a graph over the $N-1$ dimensional Euclidean space…
A relativistic quantum field theory is presented for finite density problems based on the principle of locality. It is found that, in addition to the conventional ones, a local approach to the relativistic quantum field theories at both…
In this paper we study upper bounds for the density of solution of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H > 1/3. We show that under some geometric conditions, in the regular case H >…
We study a model of mass-bearing coagulating planar Brownian particles. Coagulation is prone to occur when two particles become within a distance of order $\epsilon$. We assume that the initial number of particles is of the order of $| \log…
We describe a criterion for particles suspended in a randomly moving fluid to aggregate. Aggregation occurs when the expectation value of a random variable is negative. This random variable evolves under a stochastic differential equation.…
We study the problem of a random Gaussian vector field given that a particular real quadratic form $\mathcal{Q}$ is arbitrarily large. We prove that in such a case the Gaussian field is primarily governed by the fundamental eigenmode of a…
We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
In this paper, we investigate some geometric properties of non-smooth random curves within a stochastic flow. We consider a polygonal line $\Gamma(\vec{u}_{1},\cdots,\vec{u}_{n})$, which connects the points…
We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…
The lateral diffusion coefficient of a Brownian particle on a two-dimensional random surface is studied in the quenched limit for which the surface configuration is time-independent. We start with the stochastic equation of motion for a…
We consider the 3D compressible isentropic Euler equations describing the motion of a liquid in an unbounded initial domain with a moving boundary and a fixed flat bottom at finite depth. The liquid is under the influence of gravity and…
It is demonstrated that the probability density function, given by the square of a quantum mechanical wavefunction that is a real-valued eigenvector of a time-independent, one-body Schroedinger equation, satisfies a compressible-flow…