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The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…
We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…
For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…
Quantum trajectories are Markov processes that describe the time-evolution of a quantum system undergoing continuous indirect measurement. Mathematically, they are defined as solutions of the so-called "Stochastic Schr\"odinger Equations",…
We establish the existence, uniqueness and attraction properties of an ergodic invariant measure for the Boussinesq Equations in the presence of a degenerate stochastic forcing acting only in the temperature equation and only at the largest…
We study the motion of an inertial microswimmer in a non-Newtonian environment with a finite memory and present the theoretical realization of an unexpected transition from its random self-propulsion to rotational (circular or elliptical)…
We consider a particle performing a stochastic motion on a one-dimensional lattice with jump widths distributed according to a power-law with exponent $\mu + 1$. Assuming that the walker moves in the presence of a distribution $a(x)$ of…
Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…
We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…
Recent advances in data-driven modeling have shown that diffusion models can successfully generate synthetic Lagrangian trajectories in turbulent flows. Building on this progress, we extend the method to the joint generation of pairs of…
Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…
Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…
We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions, we define the…
We develop a data-driven characterization of the pilot-wave hydrodynamic system in which a bouncing droplet self-propels along the surface of a vibrating bath. We consider drop motion in a confined one-dimensional geometry, and apply the…
Emergent phenomena share the fascinating property of not being obvious consequences of the design of the system in which they appear. This characteristic is no less relevant when attempting to simulate such phenomena, given that the outcome…
In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…
Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…
An asymptotic solution is derived for the motion of inertial particles exposed to Stokes drag in an unsteady random flow. This solution provides the finite-time Lyapunov exponents as a function of Stokes number and Lagrangian strain- and…
A walker is the association of a sub-millimetric bouncing drop moving along with a co-evolving Faraday wave. When confined in a harmonic potential, its stable trajectories are periodic and quantised both in extension and mean angular…
We consider the stochastic Ginzburg-Landau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The low-lying frequencies are then only connected to this forcing through the non-linear…