Related papers: Determinism and invariant measures for diffusing p…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…
We provide examples of initial data which saturate the enhanced diffusion rates proved for general shear flows which are H\"{o}lder regular or Lipschitz continuous with critical points, and for regular circular flows, establishing the…
In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…
Using a minimal hydrodynamic model, we theoretically and computationally study active gels in straight and annular two-dimensional channels subject to an externally imposed shear. The gels are isotropic in the absence of externally- or…
Simple homogeneous shear flows of frictionless, deformable particles are studied by particle simulations at large shear rates and for differently soft, deformable particles. The particle stiffness sets a time-scale that can be used to scale…
We consider a scalar field governed by an advection-diffusion equation (or a more general evolution equation) with rapidly fluctuating, Gaussian distributed random coefficients. In the white noise limit, we derive the closed evolution…
We prove the nonlinear inviscid damping for a class of monotone shear flows with non-constant background density for the two-dimensional ideal inhomogeneous fluids in $\mathbb{T}\times [0,1]$ when the initial perturbation is in…
In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…
We investigate the shallow flow of viscous fluid into and out of a channel whose gap width increases as a power-law ($x^n$), where $x$ is the downstream axis. The fluid flows slowly, while injected at a rate in the form of $t^\alpha$, where…
We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…
We demonstrate that numerical solutions of Burgers' equation can be obtained by a scale-totality algorithm for fluids of small viscosity (down to one billionth). Two sets of initial data, modelling simple shears and wall boundary layers,…
We study the dynamical evolution toward steady state of the stochastic non-equilibrium model known as totally asymmetric simple exclusion process, in both uniform and non-uniform (staggered) one-dimensional systems with open boundaries.…
We investigate the properties of self-diffusion in heterogeneous dense granular flows involving a gradient of stress and inertial number. The study is based on simulated plane shear with gravity and Poiseuille flows, in which non-local…
We consider the negative regularity mixing properties of random volume preserving diffeomorphisms on a compact manifold without boundary. We give general criteria so that the associated random transfer operator mixes $H^{-\delta}$…
Stochastic diffusion is the noisy and uncertain process through which dynamics like epidemics, or agents like animal species, disperse over a larger area. Understanding these processes is becoming increasingly important as we attempt to…
We consider passive scalar convected by multi-scale random velocity field with short yet finite temporal correlations. Taking Kraichnan's limit of a white Gaussian velocity as a zero approximation we develop perturbation theory with respect…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure $\nu$ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along…
We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…
We study the long-time asymptotics of prototypical non-linear diffusion equations. Specifically, we consider the case of a non-degenerate diffusivity function that is a (non-negative) polynomial of the dependent variable of the problem. We…