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In this paper, we consider three-dimensional nonlinear stochastic wave equations driven by the Gaussian noise which is white in time and has some spatial correlations. Using the Malliavin-Stein's method, we prove the Gaussian fluctuation…

Probability · Mathematics 2025-01-09 Masahisa Ebina

In this paper we study the structure of square integrable functionals measurable with respect to coalescing stochastic flows. The case of $L^2$ space generated by the process $\eta(\cdot)=w(\min(\tau,\cdot)),$ where $w$ is a Brownian motion…

Probability · Mathematics 2013-10-24 Andrey A. Dorogovtsev , Georgii V. Riabov

In this note we extend the main results of [2] and [8], which concern the weak convergence of the $n$-point motions of smooth Harris flows to those of the Arratia flow, to the case when the covariance functions of these Harris flows…

Probability · Mathematics 2017-06-13 V. V. Fomichov

A set of exact integrals of motion is found for systems driven by homogenous isotropic stochastic flow. The integrals of motion describe the evolution of (hyper-)surfaces of different dimensions transported by the flow, and can be expressed…

Fluid Dynamics · Physics 2026-01-29 V. A. Sirota , A. S. Il'yn , A. V. Kopyev , K. P. Zybin

Assuming a-priori a smooth generating vector field, we introduce a generally covariant measure of the flow geometry called the referential gradient of the flow. The main result is the explicit relation between the referential gradient and…

Mathematical Physics · Physics 2014-11-21 J. K. Edmondson

In this article we study transformations of Gaussian field by stochastic flow on the plane. A stochastic flow is a solution to the equation with interaction whose coefficients depend on the occupation measure of the field. We consider…

Probability · Mathematics 2019-10-25 Andrey Dorogovtsev , Alexander Gnedin , Olga Izyumtseva

A 3-Sasakian structure on a 7-manifold may be used to define two distinct Einstein metrics: the 3-Sasakian metric and the squashed Einstein metric. Both metrics are induced by nearly parallel $G_2$-structures which may also be expressed in…

Differential Geometry · Mathematics 2023-03-16 Aaron Kennon , Jason D. Lotay

We prove quantitative estimates for flows of vector fields subject to anisotropic regularity conditions: some derivatives of some components are (singular integrals of) measures, while the remaining derivatives are (singular integrals of)…

Analysis of PDEs · Mathematics 2014-12-09 Anna Bohun , Francois Bouchut , Gianluca Crippa

Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…

Soft Condensed Matter · Physics 2017-04-26 Matthias Krüger , David S. Dean

We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

Probability · Mathematics 2025-12-16 Christian Hirsch , Raphaël Lachièze-Rey

This paper studies stochastic control problems with the action space taken to be probability measures, with the objective penalised by the relative entropy. We identify suitable metric space on which we construct a gradient flow for the…

Optimization and Control · Mathematics 2024-01-26 David Šiška , Łukasz Szpruch

We compare the rate of convergence to the time average of a function over an integrable Hamiltonian flow with the one obtained by a stochastic perturbation of the same flow. Precisely, we provide detailed estimates in different Fourier…

Dynamical Systems · Mathematics 2012-07-23 Olga Bernardi , Franco Cardin , Massimiliano Guzzo

We first prove some general results on pathwise uniqueness, comparison property and existence of nonnegative strong solutions of stochastic equations driven by white noises and Poisson random measures. The results are then used to prove the…

Probability · Mathematics 2012-04-12 Donald A. Dawson , Zenghu Li

We construct two kinds of stochastic flows of discrete Galton-Watson branching processes. Some scaling limit theorems for the flows are proved, which lead to local and nonlocal branching superprocesses over the positive half line.

Probability · Mathematics 2012-04-06 Hui He , Rugang Ma

We prove short time existence and uniqueness of the Laplacian flow starting at an arbitrary closed $G_2$-structure. We establish long time existence and convergence of the Laplacian flow starting near a torsion-free $G_2$-structure. We…

Differential Geometry · Mathematics 2009-12-02 Feng Xu , Rugang Ye

The random convex hull of a Poisson point process in $\mathbb{R}^d$ whose intensity measure is a multiple of the standard Gaussian measure on $\mathbb{R}^d$ is investigated. The purpose of this paper is to invent a new viewpoint on these…

Probability · Mathematics 2018-04-10 Julian Grote , Christoph Thaele

We consider a variation of an Anosov geodesic flow by Gaussian Thermostats and we obtain estimates of the derivative of the entropy map at the geodesic flow. In particular, we prove that the entropy of the geodesic flow is a local maximum…

Dynamical Systems · Mathematics 2015-06-22 Alexander Arbieto , Adilson Lopes

We study the possibility of using multilevel algorithms for the computation of correlation functions of gradient flow observables. For each point in the correlation function an approximate flow is defined which depends only on links in a…

High Energy Physics - Lattice · Physics 2016-04-13 Miguel García Vera , Stefan Schaefer

We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…

Probability · Mathematics 2021-01-12 Zhen-Qing Chen , Wai-Tong Louis Fan

In this paper we study a gradient flow approach to the problem of quantization of measures in one dimension. By embedding our problem in $L^2$, we find a continuous version of it that corresponds to the limit as the number of particles…

Analysis of PDEs · Mathematics 2016-01-26 Emanuele Caglioti , François Golse , Mikaela Iacobelli