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In this article we study transformations of Gaussian field by stochastic flow on the plane. A stochastic flow is a solution to the equation with interaction whose coefficients depend on the occupation measure of the field. We consider…

Probability · Mathematics 2019-10-25 Andrey Dorogovtsev , Alexander Gnedin , Olga Izyumtseva

We integrate in closed implicit form the Navier-Stokes equations for an incompressible fluid and the kinematical dynamo equation, in smooth manifolds and Euclidean space. This integration is carried out by applying Stochastic Differential…

Mathematical Physics · Physics 2007-05-23 Diego L. Rapoport

Let $\mathcal{V}$ and $\mathcal{U}$ be the point sets of two independent homogeneous Poisson processes on $\mathbb{R}^d$. A graph $\mathcal{G}_\mathcal{V}$ with vertex set $\mathcal{V}$ is constructed by first connecting pairs of points…

Probability · Mathematics 2024-11-20 Maria Deijfen , Riccardo Michielan

We analyze data from direct numerical simulations of homogeneous and isotropic turbulence (at Re_\lambda \approx 280) and study the statistics of curvature and torsion of Lagrangian trajectories in order to extract informations on the…

Chaotic Dynamics · Physics 2009-09-11 Andrea Scagliarini

In this paper we study nonparametric mean curvature type flows in $M\times\mathbb{R}$ which are represented as graphs $(x,u(x,t))$ over a domain in a Riemannian manifold $M$ with prescribed contact angle. The speed of $u$ is the mean…

Differential Geometry · Mathematics 2017-02-09 Hengyu Zhou

We introduce a new model called the Brownian Conga Line. It is a random curve evolving in time, generated when a particle performing a two dimensional Gaussian random walk leads a long chain of particles connected to each other by cohesive…

Probability · Mathematics 2015-07-16 Sayan Banerjee

Consider a stationary Poisson point process in $\mathbb{R}^d$ and connect any two points whenever their distance is less than or equal to a prescribed distance parameter. This construction gives rise to the well known random geometric…

Probability · Mathematics 2017-01-04 Jens Grygierek , Christoph Thaele

We investigate the consequences of fluid flowing on a continuous surface upon the geometric and statistical distribution of the flow. We find that the ability of a surface to collect water by its mere geometrical shape is proportional to…

Statistical Mechanics · Physics 2009-10-31 N. Schorghofer , D. H. Rothman

We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the…

Probability · Mathematics 2007-05-23 Dmitry Dolgopyat , Vadim Kaloshin , Leonid Koralov

A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…

Geophysics · Physics 2017-05-31 Valentin Resseguier , Etienne Mémin , Bertrand Chapron

We study random graphs with latent geometric structure, where the probability of each edge depends on the underlying random positions corresponding to the two endpoints. We focus on the setting where this conditional probability is a…

Probability · Mathematics 2021-11-01 Suqi Liu , Miklos Z. Racz

The local statistical and geometric structure of three-dimensional turbulent flow can be described by properties of the velocity gradient tensor. A stochastic model is developed for the Lagrangian time evolution of this tensor, in which the…

Statistical Mechanics · Physics 2007-05-23 L. Chevillard , C. Meneveau

We discuss the geometric foundation behind the use of stochastic processes in the frame bundle of a smooth manifold to build stochastic models with applications in statistical analysis of non-linear data. The transition densities for the…

Differential Geometry · Mathematics 2016-08-29 Stefan Sommer , Anne Marie Svane

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

Probability · Mathematics 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

We discuss a non-equilibrium statistical system on a graph or network. Identical particles are injected, interact with each other, traverse, and leave the graph in a stochastic manner described in terms of Poisson rates, possibly dependent…

Statistical Mechanics · Physics 2015-05-19 V. Y. Chernyak , M. Chertkov , N. A. Sinitsyn

Let $G$ be an infinite, locally finite graph. We investigate the relation between supercritical, transient branching random walk and the Martin boundary of its underlying random walk. We show results regarding the typical asymptotic…

Probability · Mathematics 2024-07-10 Daniela Bertacchi , Elisabetta Candellero , Fabio Zucca

The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…

Fluid Dynamics · Physics 2009-11-10 H. Mouri , M. Takaoka , A. Hori , Y. Kawashima

It has been shown by various authors under different assumptions that the diameter of a bounded non-trivial set $\gamma$ under the action of a stochastic flow grows linearly in time. We show that the asymptotic linear expansion speed if…

Probability · Mathematics 2010-07-01 Holger Matthias van Bargen

In this paper, we study the connectivity of a one-dimensional soft random geometric graph (RGG). The graph is generated by placing points at random on a bounded line segment and connecting pairs of points with a probability that depends on…

Probability · Mathematics 2021-01-04 Michael Wilsher , Carl P. Dettmann , Ayalvadi Ganesh

The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…

Statistical Mechanics · Physics 2015-05-28 Claudia Cianci , Francesca Di Patti , Duccio Fanelli
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