Related papers: Stochastic Flows and Marked Stable Processes
We investigate the sedimentation properties of quasi-neutrally buoyant inertial particles carried by incompressible zero-mean fluid flows. We obtain generic formulae for the terminal velocity in generic space-and-time periodic (or steady)…
Stochastic processes, in the form of stochastic differential equations (SDEs), integrate stochastic elements to account for the inherent randomness in sediment particle trajectories in an open-channel turbulent flow. Accordingly, a…
We propose skewed stable random projections for approximating the pth frequency moments of dynamic data streams (0<p<=2), which has been frequently studied in theoretical computer science and database communities. Our method significantly…
In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^\alpha(t)$, $t>0$, $\alpha \in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k(t) = -\lambda^\alpha (1-B)p_k^\alpha(t)$, where…
We study dynamics of a coupled system consisting of the 3D Navier--Stokes equations which is linearized near a certain Poiseuille type flow in an (unbounded) domain and a classical (possibly nonlinear) elastic plate equation for transversal…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
Starting from the linear sigma model with constituent quarks we derive the chiral fluid dynamics where hydrodynamic equations for the quark fluid are coupled to the equation of motion for the order-parameter field. In a static system at…
Through a discussion of some typical unsteady hydrodynamic flows, we argue that the time averaged hydrodynamic functions at each point give a rather sparse filling of the local jet space. This situation then suggests a set of time dependent…
This paper focuses on the analysis of stratified steady periodic water waves that contain stagnation points. The initial step involves transforming the free-boundary problem into a quasilinear pseudodifferential equation through a conformal…
We consider a stochastic perturbation of the phase field alpha-Navier-Stokes model with vesicle-fluid interaction. It consists in a system of nonlinear evolution partial differential equations modeling the fluid-structure interaction…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
A continuous time mixed state branching process is constructed as the scaling limits of two-type Galton-Watson processes. The process can also be obtained by the pathwise unique solution to a stochastic equation system. From the stochastic…
We investigate simple models for strictly non-ergodic stochastic processes $x_t$ ($t$ being the discrete time step) focusing on the expectation value $v$ and the standard deviation $\delta v$ of the empirical variance $v[x]$ of finite time…
Bessel process is defined as the radial part of the Brownian motion (BM) in the $D$-dimensional space, and is considered as a one-parameter family of one-dimensional diffusion processes indexed by $D$, BES$^{(D)}$. It is well-known that…
We consider the exact path sampling of the squared Bessel process and some other continuous-time Markov processes, such as the CIR model, constant elasticity of variance diffusion model, and hypergeometric diffusions, which can all be…
This work examines the flow separation and the resulting pressure distortions at the exit plane of a serpentine diffuser operating at both subsonic and transonic conditions. Wallmodeled large-eddy simulations (WMLES) using the charLES flow…
We investigate stationary nonequilibrium states of systems of particles moving according to Hamiltonian dynamics with specified potentials. The systems are driven away from equilibrium by Maxwell demon ``reflection rules'' at the walls.…
We consider a stochastic spatial point process with births and deaths on $\mathbb{R}^d$, with the hard-core property that at any time the balls of radius half of any two points do not overlap. We give explicit construction of the process.…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
In this note, we provide a unified framework for the mean square stability of stochastic jump linear systems via optimal transport. The Wasserstein metric known as an optimal transport, that assesses the distance between probability density…