Related papers: Rough homogenization for Langevin dynamics on fluc…
The effect of strong shear flow on highly fluctuating lamellar systems stabilized by intermembrane collisions via the Helfrich interaction is studied. Advection enters the microscopic equation of motion for a single membrane via a…
We report on a linear Langevin model that describes the evolution of the roughness of two interfaces that move towards each other and are coupled by a diffusion field. This model aims at describing the closing of the gap between two…
We find actual evidence, relying upon vorticity time series taken in a high Reynolds number atmospheric experiment, that to a very good approximation the surface boundary layer flow may be described, in a statistical sense and under certain…
Spurred by theoretical predictions from Spohn and coworkers [Phys. Rev. E {\bf 69}, 035102(R) (2004)], we rederived and extended their result heuristically as well as investigated the scaling properties of the associated Langevin equation…
Based on geometric considerations, longitudinal and transverse Lagrangian velocity increments are introduced as components along, and perpendicular to, the displacement of fluid particles during a time scale {\tau}. It is argued that these…
A geometric p-rough path can be seen to be a genuine path of finite p-variation with values in a Lie group equipped with a natural distance. The group and its distance lift (R^{d},+,0) and its Euclidean distance. This approach allows us to…
This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…
Lagrangian stochastic models are widely used to predict and analyze turbulent dispersion in complex environments, such as in various terrestrial and marine canopy flows. However, due to a lack of empirical data, it is still not understood…
The quasi-brittle nature of rocks challenges the basic assumptions of linear hydraulic fracture mechanics (LHFM): linear elastic fracture mechanics and smooth parallel plates lubrication fluid flow. We relax these hypotheses and investigate…
This article is concerned with sampling from Gibbs distributions $\pi(x)\propto e^{-U(x)}$ using Markov chain Monte Carlo methods. In particular, we investigate Langevin dynamics in the continuous- and the discrete-time setting for such…
We study the exponential convergence to the stationary state for nonequilibrium Langevin dynamics, by a perturbative approach based on hypocoercive techniques developed for equilibrium Langevin dynamics. The Hamiltonian and overdamped…
We study the transport properties of dilute electrolyte solutions on the basis of the fluctuating hydrodynamic equation, which is a set of nonlinear Langevin equations for the ion densities and flow velocity. The nonlinearity of the…
We develop a variant of rough path theory tailor-made for analyzing a class of financial asset price models known as rough volatility models. As an application, we prove a pathwise large deviation principle (LDP) for a certain class of…
In this article, basing upon probabilistic methods, we discuss periodic homogenization of a class of weakly coupled systems of linear elliptic and parabolic partial differential equations. Under the assumption that the systems have rapidly…
In this article we investigate hypocoercivity of Langevin-type dynamics in nonlinear smooth geometries. The main result stating exponential decay to an equilibrium state with explicitly computable rate of convergence is rooted in an…
This paper is concerned with homogenization of systems of linear elasticity with rapidly oscillating periodic coefficients. We establish sharp convergence rates in $L^2$ for the mixed boundary value problems with bounded measurable…
We introduce a canonical way of performing the joint lift of a Brownian motion $W$ and a low-regularity adapted stochastic rough path $\mathbf{X}$, extending [Diehl, Oberhauser and Riedel (2015). A L\'evy area between Brownian motion and…
This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…
Theoretical considerations are made of superfluid turbulence in the Kelvin wave cascade regime at low temperatures (T < 1K) and length scales of the order or smaller than the intervortical distance. The energy spectrum is shown to be in…