Related papers: Stochastic Flows and Marked Stable Processes
We introduce a fractional Bessel process with constant negative drift, defined as a time-changed Bessel process via the inverse of a stable subordinator, independent of the base process. This construction yields a model capable of capturing…
Simulations of over $10^3$ hydrodynamically coupled solid spheres are performed to investigate collective motion of linear trains and regular square arrays of particles suspended in a fluid bounded by two parallel walls. Our novel…
In the first part, the stability of two-dimensional parallel flow is discussed. A more restrictively general stability criterion for inviscid parallel flow is obtained analytically. In the second part, we report the numerical simulations of…
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
In this paper, we propose a stochastic cellular automaton model of traffic flow extending two exactly solvable stochastic models, i.e., the asymmetric simple exclusion process and the zero range process. Moreover it is regarded as a…
We prove the existence of a weak global in time mean curvature flow of a bounded partition of space using the method of minimizing movements. The result is extended to the case when suitable driving forces are present. We also prove some…
A stochastic model for a super-position of uncorrelated pulses with a random distribution of and correlations between amplitudes and velocities is analyzed. The pulses are assumed to move radially with fixed shape and amplitudes decreasing…
A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…
We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…
Recently, a new approach in the fine analysis of stochastic processes sample paths has been developed to predict the evolution of the local regularity under (pseudo-)differential operators. In this paper, we study the sample paths of…
We construct a pair of related diffusions on a space of interval partitions of the unit interval $[0,1]$ that are stationary with the Poisson-Dirichlet laws with parameters (1/2,0) and (1/2,1/2) respectively. These are two particular cases…
The question of stability of steady spherical accretion has been studied for many years and, recently, the concept of spatial instability has been introduced. Here we study perturbations of steady spherical accretion flows (Bondi…
The dynamics of classical hard particles in a quasi one-dimensional channel were studied since the 1960s and used for explaining processes in chemistry, physics and biology and in applications. Here we show that in a previously un-described…
In this paper we address the one-dimensional problem of stochastic renewal in different damping environments. An ensemble of particles with some specified initial distribution in phase space are allowed to evolve stochastically till a…
We take up the idea of Nelson's stochastic processes, the aim of which was to deduce Schr\"odinger's equation. We make two major changes here. The first one is to consider deterministic processes which are pseudo-random but which have the…
Spatially localized states play an important role in transition to turbulence in shear flows (Kawahara, Uhlmann & van Veen, Annu. Rev. Fluid Mech. 44, 203 (2012)). Despite the fact that some of them are attractors on the separatrix between…
We identify a new type of pattern formation in spatially distributed active systems. We simulate one-dimensional two-component systems with predator-prey local interaction and pursuit-evasion taxis between the components. In a sufficiently…
We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…
We present the results of an experimental and numerical investigation of a turbulent flow over a backward-facing step in a channel. Experimental data are visualized using a Particle Image Velocimetry (PIV) device. As a mathematical model we…
In line with Pomeau's conjecture about the relevance of directed percolation (DP) to turbulence onset/decay in wall-bounded flows, we propose a minimal stochastic model dedicated to the interpretation of the spatially intermittent regimes…