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The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…

Probability · Mathematics 2021-01-28 A. Di Crescenzo , E. Di Nardo , L. M. Ricciardi

Constructing simpler models, either stochastic or deterministic, for exploring the phenomenon of flow reversals in fluid systems is in vogue across disciplines. Using direct numerical simulations and nonlinear time series analysis, we…

Fluid Dynamics · Physics 2017-12-19 Manu Mannattil , Ambrish Pandey , Mahendra K. Verma , Sagar Chakraborty

We investigate the limiting distribution of geometric Brownian motion conditional on its running maximum taking large values. We show that the conditional distribution of the geometric Brownian motion converges after a suitable…

Probability · Mathematics 2025-05-14 Ze-An Ng

We study some finite time transport properties of isotropic Brownian flows. Under a certain nondegeneracy condition on the potential spectral measure, we prove that uniform shrinking or expansion of balls under the flow over some bounded…

Probability · Mathematics 2009-01-29 Peter Baxendale , Georgi Dimitroff

In this paper we continue our studies of the one dimensional conformal metric flows, which were introduced in [8]. In this part we mainly focus on evolution equations involving fourth order derivatives. The global existence and exponential…

Analysis of PDEs · Mathematics 2007-10-24 Yilong Ni , Meijun Zhu

We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula,…

Numerical Analysis · Mathematics 2019-07-22 Clément Cancès , Thomas O. Gallouët , Gabriele Todeschi

We define a new state-space for the coalescing Brownian flow, also known as the Brownian web, on the circle. The elements of this space are families of order-preserving maps of the circle, depending continuously on two time parameters and…

Probability · Mathematics 2015-06-05 James Norris , Amanda Turner

This work addresses the problem of learning the dynamics of high-dimensional probability densities over time using unlabeled samples, without assuming access to trajectory information. We introduce two-parameter flows that learn only…

Machine Learning · Computer Science 2026-05-27 Paul Schwerdtner , Tobias Blickhan , Benjamin Peherstorfer

While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find…

Statistical Mechanics · Physics 2015-11-04 Marco Baiesi , Gianmaria Falasco

The first of $N$ identical independently distributed (i.i.d.) Brownian trajectories that arrives to a small target, sets the time scale of activation, which in general is much faster than the arrival to the target of only a single…

Subcellular Processes · Quantitative Biology 2018-10-17 Kanishka Basnayake , Claire Guerrier , Zeev Schuss , David Holcman

We introduce a two-dimensional discrete-time dynamical system which represents the evolution of an angle and angular velocity. While the angle evolves by a fixed amount in every step, the evolution of the angular velocity is governed by a…

Dynamical Systems · Mathematics 2024-12-20 Aakash Khandelwal , Ranjan Mukherjee

We consider the evolution of two-dimensional incompressible flows with variable density, only bounded and bounded away from zero. Assuming that the initial velocity belongs to a suitable critical subspace of L^2 , we prove a global-in-time…

Analysis of PDEs · Mathematics 2024-04-04 Raphaël Danchin

We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…

Mathematical Physics · Physics 2020-05-18 Nir Gavish , Pierre Nyquist , Mark Peletier

A reduced dynamical model is derived which describes the interaction of weak inertia-gravity waves with nonlinear vortical motion in the context of rotating shallow-water flow. The formal scaling assumptions are (i) that there is a…

chao-dyn · Physics 2009-10-28 Caroline Nore , Theodore G. Shepherd

We prove a maximal-type large deviation principle for dynamical systems with arbitrarily slow polynomial mixing rates. Also several applications, particularly to billiard systems, are presented.

Dynamical Systems · Mathematics 2022-08-09 Leonid A. Bunimovich , Yaofeng Su

A new class of integro-partial differential equation models is derived for the prediction of granular flow dynamics. These models are obtained using a novel limiting averaging method (inspired by techniques employed in the derivation of…

Chaotic Dynamics · Physics 2015-06-26 Denis Blackmore , Roman Samulyak , Anthony Rosato

We analyze a diffuse interface model for multi-phase flows of $N$ incompressible, viscous Newtonian fluids with different densities. In the case of a bounded and sufficiently smooth domain existence of weak solutions in two and three space…

Analysis of PDEs · Mathematics 2024-01-15 Helmut Abels , Harald Garcke , Andrea Poiatti

We show that under some appropriate assumptions, every weak solution (e.g. energetic solution) to a given rate-independent system is of class SBV, or has finite jumps, or is even piecewise $C^1$. Our assumption is essentially imposed on the…

Analysis of PDEs · Mathematics 2016-02-11 Mach Nguyet Minh

Motivated by the occurrence in rate functions of time-dependent large-deviation principles, we study a class of non-negative functions $\mathscr L$ that induce a flow, given by $\mathscr L(\rho_t,\dot\rho_t)=0$. We derive necessary and…

Functional Analysis · Mathematics 2018-01-17 Alexander Mielke , D. R. Michiel Renger , Mark A. Peletier

This paper is concerned with the convergence rates of subsonic flows for airfoil problem and infinite long largely-open nozzle problem, which is an improvement of [7,11,15,20]. The maximum principle is applied to estimate the potential…

Analysis of PDEs · Mathematics 2023-04-10 Lei Ma , Tian-Yi Wang