Related papers: Rates for maps and flows in a deterministic multid…
The conditional density of Brownian motion is considered given the max, B(t|\max), as well as those with additional information: B(t|close, max), B(t|close, max, min) and B(t|max, min) where the close is the final value: B(t=1)=c and t in…
We introduce a map which reproduces qualitatively many fundamental properties of the dynamics of heavy particles in fluid flows. These include a uniform rate of decrease of volume in phase space, a slow-manifold effective dynamics when the…
Turbulent flows driven by a vertically invariant body force were proven to become exactly two-dimensional above a critical rotation rate, using upper bound theory. This transition in dimensionality of a turbulent flow has key consequences…
We present a fundamental classification of forces relevant in nonequilibrium structure formation under collective flow in Brownian many-body systems. The internal one-body force field is systematically split into contributions relevant for…
Exact and asymptotic formulas relating to dynamical correlations for overdamped Brownian motion are obtained. These formulas include a generalization of the $f$-sum rule from the theory of quantum fluids, a formula relating the static…
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
This work concerns random dynamics of hyperbolic entire and meromorphic functions of finite order and whose derivative satisfies some growth condition at infinity. This class contains most of the classical families of transcendental…
Under some mild condition, a random walk in the plane is recurrent. In particular each trajectory is dense, and a natural question is how much time one needs to approach a given small neighborhood of the origin. We address this question in…
We prove convergence rates of explicit finite difference schemes for the linear advection and wave equation in one space dimension with H\"older continuous coefficient. The obtained convergence rates explicitly depend on the H\"older…
For a differentiable map $(x_1,x_2,..., x_n)\to (X_1,X_2,..., X_n)$ that has an inverse, we show that there exists a Nambu-Hamiltonian flow in which one of the initial value, say $x_n$, of the map plays the role of time variable while the…
We consider the flow of a Newtonian fluid in a three-dimensional domain, rotating about a vertical axis and driven by a vertically invariant horizontal body-force. This system admits vertically invariant solutions that satisfy the 2D…
By using a formulation of motion equations for a viscous (compressible) fluid flow in terms of the vorticity and the rate of expansion as the main fluid dynamical variables, an approximation model is established for compressible flows with…
Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random…
The initial value problem to the multi-dimensional drift-flux model for two-phase flow is investigated in this paper, and the global existence of weak solutions with finite energy is established for general pressure-density functions…
This article investigates several properties related to densities of solutions X to differential equations driven by a fractional Brownian motion with Hurst parameter H>1/4. We first determine conditions for strict positivity of the density…
We study nonstationary dynamical systems formed by sequential concatenation of nonuniformly expanding maps with a uniformly expanding first return map. Assuming a polynomially decaying upper bound on the tails of first return times that is…
By studying the weak closure of multidimensional off-diagonal self-joinings we provide a criterion for non-isomorphism of a flow with its inverse, hence the non-reversibility of a flow. This is applied to special flows over rigid…
It is known that in a stationary Brownian queue with both arrival and service processes equal in law to Brownian motion, the departure process is a Brownian motion, that is, Burke's theorem in this context. In this short note we prove…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…