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Reconstructions of Lagrangian drift, for example for objects lost at sea, are often uncertain due to unresolved physical phenomena within the data. Uncertainty is usually overcome by introducing stochasticity into the drift, but this…
We concentrate on kinetic models for swarming with individuals interacting through self-propelling and friction forces, alignment and noise. We assume that the velocity of each individual relaxes to the mean velocity. In our present case,…
A method to bound the maximum energy perturbation for which regional stability of transitional fluid flow models can be guaranteed is introduced. The proposed method exploits the fact that the fluid model's nonlinearities are both lossless…
We study dispersive models of fluid flow in viscoelastic vessels, derived in the study of blood flow. The unknowns in the models are the velocity of the fluid in the axial direction and the displacement of the vessel wall from rest. We…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…
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…
We consider a kinetic theory approach to model the evacuation of a crowd from bounded domains. The interactions of a person with other pedestrians and the environment, which includes walls, exits, and obstacles, are modeled by using tools…
For safety reasons, it is important that the design of buildings and public facilities comply with the guidelines compiled in building codes.The latter are often premised on the concept of exit capacity, \emph{i.e.}, the mean pedestrian…
We present an approximate analytical expression for the escape rate of time-dependent driven stochastic processes with an absorbing boundary such as the driven leaky integrate-and-fire model for neural spiking. The novel approximation is…
We propose a suitable analytical framework to perform numerical analysis of problems arising in compressible fluid models with uncertain data. We discuss both weak and strong stochastic approach, where the former is based on the knowledge…
This paper studies periodic traveling gravity waves at the free surface of water in a flow of constant vorticity over a flat bed. Using conformal mappings the free-boundary problem is transformed into a quasilinear pseudodifferential…
The escape mechanism of the four hill potential is explored. A thorough numerical investigation takes place in several types of two-dimensional planes and also in a three-dimensional subspace of the entire four-dimensional phase space in…
We investigate statistics of occupation times for an over-damped Brownian particle in an external force field. A backward Fokker-Planck equation introduced by Majumdar and Comtet describing the distribution of occupation times is solved.…
This paper deals with a new class of random flights $\underline{\bf X}_d(t),t>0,$ defined in the real space $\mathbb{R}^d, d\geq 2,$ characterized by non-uniform probability distributions on the multidimensional sphere. These random motions…
The transition from laminar to turbulent fluid motion occurring at large Reynolds numbers is generally associated with the instability of the laminar flow. On the other hand, since the turbulent flow characteristically appears in the form…
This paper presents a mesoscopic traffic flow model that explicitly describes the spatio-temporal evolution of the probability distributions of vehicle trajectories. The dynamics are represented by a sequence of factor graphs, which enable…
Energy distributions of high frequency linear wave fields are often modelled in terms of flow or transport equations with ray dynamics given by a Hamiltonian vector field in phase space. Applications arise in underwater and room acoustics,…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
We analyze the fluctuation-driven escape of particles from a metastable state under the influence of a weak periodic force. We develop an asymptotic method to solve the appropriate Fokker-Planck equation with mixed natural and absorbing…