Related papers: Diffusion Process in a Flow
When the unconditioned process is a diffusion living on the half-line $x \in ]-\infty,a[$ in the presence of an absorbing boundary condition at position $x=a$, we construct various conditioned processes corresponding to finite or infinite…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
The Levy diffusion processes are a form of non ordinary statistical mechanics resting, however, on the conventional Markov property. As a consequence of this, their dynamic derivation is possible provided that (i) a source of randomness is…
A novel thermodynamically consistent diffuse interface model is derived for compressible electrolytes with phase transitions. The fluid mixtures may consist of N constituents with the phases liquid and vapor, where both phases may coexist.…
In order to study the stochastic Markov processes conditioned on a specific value of a time-integrated observable, the concept of ensembles of trajectories has been recently used extensively. In this paper, we consider a generic…
The Fleming-Viot process describes a system of $N$ particles diffusing on a graph with an absorbing site. Whenever one of the particles is absorbed, it is replaced by a new particle at the position of one of the $N-1$ remaining particles.…
Long-time and large-data existence of weak solutions for initial- and boundary-value problems concerning three-dimensional flows of \emph{incompressible} fluids is nowadays available not only for Navier--Stokes fluids but also for various…
This paper studies the two-dimensional inhomogeneous Navier--Stokes equations governing stratified flows in a bounded domain under a gravitational potential \(f\). Our main results are as follows. First, we provide a rigorous…
We study the influence of a dissipation process on diffusion dynamics triggered by slow fluctuations. We study both strong- and weak-friction regime. When the latter regime applies, the system is attracted by the basin of either Gauss or…
Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…
Eulerian-Lagrangian models of particle-laden (multiphase) flows describe fluid flow and particle dynamics in the Eulerian and Lagrangian frameworks respectively. Regardless of whether the flow is turbulent or laminar, the particle dynamics…
Two examples for the interplay between chaotic dynamics and stochastic forces within hydrodynamical systems are considered. The first case concerns the relaxation to equilibrium of a concentration field subject to both chaotic advection and…
We consider a class of one dimensional compressible systems with degenerate diffusion coefficients. We establish the fact that the solutions remain smooth as long as the diffusion coefficients do not vanish, and give local and global…
We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…
Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random…
We consider an open model possessing a Markovian quantum stochastic limit and derive the limit stochastic Schrodinger equations for the wave function conditioned on indirect observations using only the von Neumann projection postulate. We…
Diffusion models have recently attained significant interest within the community owing to their strong performance as generative models. Furthermore, its application to inverse problems have demonstrated state-of-the-art performance.…
A concentration difference of particles across a membrane perforated by pores will induce a diffusive flux. If the diffusing objects are of the same length scale as the the pores, diffusion may not be simple, objects can move into the pore…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…