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In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(\frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical…
The Sagdeev-Zaslavski (SZ) equation for wave turbulence is analytically derived, both in terms of generating function and of multi-point pdf, for weakly interacting waves with initial random phases. When also initial amplitudes are random,…
We investigate spherically symmetric gravitational collapse of thick matter shell without radiation in the Einstein gravity with cosmological constant. The orbit of the infalling thick matter is determined by imposing an equation of state…
We present a phenomenological theory for phase turbulence (PT) in Rayleigh-B\'{e}nard convection, based on the generalized Swift-Hohenberg model. We apply a Hartree-Fock approximation to PT and conjecture a scaling form for the structure…
A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…
This paper attempts to find a probability distribution for the white noise (rapidly fluctuating unbalanced force) in the Langevin Equation. Unbalanced force is the resultant impulse provided to the brownian particle by the colliding fluid…
A theory for the characterization of the fourth moment of electromagnetic wave beams is presented in the case when the source is partially coherent. A Gaussian-Schell model is used for the partially coherent random source. The white-noise…
The Random Particle Mesh (RPM) method used to simulate turbulence-induced broadband noise in several aeroacoustic applications is extended to realise isotropic turbulence spectra. With this method turbulent fluctuations are synthesised by…
Semi-analytical methods, based on Eulerian perturbation theory, are a promising tool to follow the time evolution of cosmological perturbations at small redshifts and at mildly nonlinear scales. All these schemes are based on two…
The main objective of the paper is to study the long-time behavior of general discrete dynamics driven by an ergodic stationary Gaussian noise. In our main result, we prove existence and uniqueness of the invariant distribution and exhibit…
We study the paraxial wave equation with a randomly perturbed index of refraction, which can model the propagation of a wave beam in a turbulent medium. The random perturbation is a stationary and isotropic process with a general form of…
In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise…
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…
The influence of clustering on the collision rate of inertial particles in a smooth random velocity field, mimicking the smaller scales of a turbulent flow, is analyzed. For small values of the the ratio between the relaxation time of the…
We present a model for the Lagrangian dynamics of inertial particles in a compressible flow, where fluid velocity gradients are modelled by a telegraph noise. The model allows for an analytic investigation of the role of time correlation of…
We consider a particle moving with equation of motion $\dot x=f(t)$, where $f(t)$ is a random function with statistics which are independent of $x$ and $t$, with a finite drift velocity $v=\langle f\rangle$ and in the presence of a…
An efficient technique to simulate turbulent particle-laden flow at high mass loadings within the four-way coupled simulation regime is presented. The technique implements large eddy simulation, discrete phase simulation, a deterministic…
The equilibration of hot and dense nuclear matter produced in the central region in central Au+Au collisions at $\sqrt{s}=200$ AGeV is studied within the microscopic transport model UrQMD. The pressure here becomes isotropic at $t \approx…
We introduce a stochastic model to analyze in quantitative detail the effect of the high frequency components of the residual accelerations onboard spacecraft (often called g-jitter) on fluid motion. The residual acceleration field is…
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…