Related papers: Rough homogenization for Langevin dynamics on fluc…
Diffusion in heterogeneous energy and diffusivity landscapes is widespread in biological systems. However, solving the Langevin equation in such environments introduces ambiguity due to the interpretation parameter $\alpha$, which depends…
We continue our study on the convergence issue of the intermediate long wave equation (ILW) on both the real line and the circle. In particular, we establish convergence of the scaled ILW dynamics to that of the Korteweg-de Vries equation…
We study homogenisation problems for divergence form equations with rapidly sign-changing coefficients. With a focus on problems with piecewise constant, scalar coefficients in a ($d$-dimensional) crosswalk type shape, we will provide a…
We demonstrate that the conventional path integral formulations generate inconsistent results exemplified by the geometric Brownian motion under the general stochastic interpretation. We thus develop a novel path integral formulation for…
This is the final version of the author's diploma thesis written at the Humboldt University of Berlin in 1995. The topic is the flow of granular material in narrow vertical pipes, driven by the gravity, that is described by Langevin…
We investigate liquid layers adsorbed at spherical and corrugated cylindrical substrates. The effective Hamiltonians for the liquid-gas interfaces fluctuating in the presence of such curved substrates are derived via the mean-field density…
In this paper, we consider a family of second-order elliptic systems subject to a periodically oscillating Robin boundary condition. We establish the qualitative homogenization theorem on any Lipschitz domains satisfying a non-resonance…
The Lagrangian approach is natural to study issues of turbulent dispersion and mixing. We propose in this work a general Lagrangian stochastic model including velocity and acceleration as dynamical variables for inhomogeneous turbulent…
Based on the Elastically Collective Nonlinear Langevin Equation theory of bulk relaxation in glass-forming liquids, and our recent ideas of how interface-nucleated modification of caging constraints are spatially transferred into the…
We adapt and extend a formulation for soluble surfactant transport in multiphase flows recently presented by Muradoglu & Tryggvason (JCP 274 (2014) 737-757) to the context of the Level Contour Reconstruction Method (Shin et al. IJNMF 60…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
In this work, we present a detailed analysis on the exact expression of the $L^2$-norm of the symmetric-Stratonovich stochastic integral driven by a multi-dimensional fractional Brownian motion $B$ with parameter $\frac{1}{4} < H <…
Radial velocity fluctuations on the plane of the sky are a powerful tool for studying the turbulent dynamics of emission line regions. We conduct a systematic statistical analysis of the H alpha velocity field for a diverse sample of 9 H II…
This paper establishes a comprehensive theory of geometric rough paths for mixed fractional Brownian motion (MFBM) and its generalized multi-component extensions. We prove that for a generalized MFBM of the form $M_t^H(a) = \sum_{k=1}^N a_k…
The broad motivation of this work is a rigorous understanding of reversible, local Markov dynamics of interfaces, and in particular their speed of convergence to equilibrium, measured via the mixing time $T_{mix}$. In the…
We study the convergence in rough path topology of a certain class of discrete processes, the hidden Markov walks, to a Brownian motion with an area anomaly. This area anomaly, which is a new object, keeps track of the time-correlation of…
We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Malliavin divergences, due to Furlan and Gubinelli (2019), with…
We consider an Ising model confined in an $L \times \infty$ geometry with identical surface fields at the boundaries. According to the Kelvin equation the bulk coexistence field scales as 1/L for large L; thermodynamics and scaling…
In the rough phase, the width of interfaces separating different phases of statistical systems increases logarithmically with the system size. This phenomenon is commonly described in terms of the capillary wave model, which deals with…
We study the limiting behavior of random lozenge tilings of the hexagon with a q-Racah weight as the size of the hexagon grows large. Based on the asymptotic behavior of the recurrence coefficients of the q-Racah polynomials, we give a new…