Related papers: The Gaussian free-field as a stream function: cont…
We analyze the large-time asymptotics of a passive tracer with drift equal to the curl of the Gaussian free field in two dimensions with ultra-violet cut-off at scale unity. We prove that the mean-squared displacement scales like $t…
We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…
This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions $n \geq 2$, building on the scale-by-scale homogenization approach developed recently by Chatzigeorgiou,…
We present a statistical field theory to describe large length scale effects induced by solutes in a cold and otherwise placid liquid. The theory divides space into a cubic grid of cells. The side length of each cell is of the order of the…
Random advection of Lagrangian tracer scalar field $\theta (t,x)$ by a one-dimensional, spatially smooth and short-correlated in time velocity field is considered. Scalar fluctuations are maintained by a source concentrated at the integral…
In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process $X$ with divergence-free and time-independent drift $b$. The drift is given by a stationary Gaussian ensemble, and we…
We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the…
We present a grid-free fluid solver featuring a novel Gaussian representation. Drawing inspiration from the expressive capabilities of 3D Gaussian Splatting in multi-view image reconstruction, we model the continuous flow velocity as a…
The dispersion of a passive scalar in a fluid through the combined action of advection and molecular diffusion is often described as a diffusive process, with an effective diffusivity that is enhanced compared to the molecular value.…
This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…
It was realized recently that the chordal, radial and dipolar SLEs are special cases of a general slit holomorphic stochastic flow. We characterize those slit holomorphic stochastic flows which generate level lines of the Gaussian free…
Here we study the long time behavior of an advection-diffusion equation with a general time varying (including random) shear flow imposing no-flux boundary conditions on channel walls. We derive the asymptotic approximation of the scalar…
This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…
We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating…
The dispersion of a passive scalar by wall turbulence, in the limit of infinite Peclet number, is analyzed using frozen velocity fields from the DNS by our group. The Lagrangian trajectories of fluid particles in those fields are integrated…
We consider linear elliptic equations in divergence form with stationary random coefficients of integrable correlations. We characterize the fluctuations of a macroscopic observable of a solution to relative order $\frac{d}{2}$, where $d$…
We propose a novel method for drift estimation of multiscale diffusion processes when a sequence of discrete observations is given. For the Langevin dynamics in a two-scale potential, our approach relies on the eigenvalues and the…
Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments.…
The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…
We derive new diffusion solutions to the monoenergetic generalized linear Boltzmann transport equation (GLBE) for the stationary collision density and scalar flux about an isotropic point source in an infinite $d$-dimensional absorbing…