Related papers: Stochastic Flows and Marked Stable Processes
The stationary background flow in the spherically symmetric infall of a compressible fluid, coupled to the space-time defined by the static Schwarzschild metric, has been subjected to linearized perturbations. The perturbative procedure is…
We address surface gradient flows which allow for energy dissipation by evolving the surface and a scalar quantity on it, simultaneously. A proper choice of the time derivative and the gauge of surface independence guarantees energy…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
We demonstrate a novel phase transition from stable to unstable fluid behaviour for fluid-filled cosmological spacetimes undergoing decelerated expansion. This transition occurs when the fluid speed of sound $c_S$ exceeds a critical value…
The paper generalizes the construction by stochastic flows of consistent utility processes introduced by M. Mrad and N. El Karoui in (2010). The utilities random fields are defined from a general class of processes denoted by $\GX$. Making…
A new and rather broad class of stationary (i.e. stochastically translation invariant) random tessellations of the $d$-dimensional Euclidean space is introduced, which are called shape-driven nested Markov tessellations. Locally, these…
Collisionless suspensions of inertial particles (finite-size impurities) are studied in 2D and 3D spatially smooth flows. Tools borrowed from the study of random dynamical systems are used to identify and to characterise in full generality…
The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by $t$ corresponds to letting such a configuration evolve according to a Markov branching particle…
We provide a minimal continuum model for mesoscale plasticity, explaining the cellular dislocation structures observed in deformed crystals. Our dislocation density tensor evolves from random, smooth initial conditions to form self-similar…
We are interested in the differential equations satisfied by the density of the Geometric Stable processes $\mathcal{G}_{\alpha}^{\beta}=\left\{\mathcal{G}_{\alpha}^{\beta}(t);t\geq 0\right\} $, with stability \ index $% \alpha \in (0,2]$…
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…
We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distributions that are specified at a set of points in time. The…
In this paper we present a general mathematical construction that allows us to define a parametric class of $H$-sssi stochastic processes (self-similar with stationary increments), which have marginal probability density function that…
In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…
Self-propelled particles can navigate complex environments, including viscous fluid interfaces with curved geometries. In this work, we study the emergent dynamics of a suspension of self-propelled particles confined to a stationary curved…
Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…
Non-particulate continuum descriptions allow for computationally efficient modeling of suspension flows at scales that are inaccessible to more detailed particulate approaches. It is well known that the presence of particles influences the…
The present paper introduces stochastic velocity as improvement for moving particle semi-implicit (MPS) method. This improvement is to overcome energy loss caused by numerical dissipation in the basic MPS that brings about rapid decay of…
Discrete time random walks, in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$, are widely used models for stochastic processes. In the case of a correlated random walk, the next…
We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time--reversal…