Related papers: Lenses in Skew Brownian Flow

We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…

We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…

In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…

Problems of particle dynamics involving unsteady Stokes flows in confined geometries are typically harder to solve than their steady counterparts. Approximation techniques are often the only resort. Felderhof (see e.g. 2005, 2009b) has…

A basic feature of liquid drops is that they can merge upon contact to form a larger drop. In spite of its importance to various applications, drop coalescence on pre-wetted substrates has received little attention. Here, we experimentally…

Consider a finite system of competing Brownian particles on the real line. Each particle moves as a Brownian motion, with drift and diffusion coefficients depending only on its current rank relative to the other particles. A triple…

In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…

We introduce a fundamental theory for the kinetics of systems of classical particles. The theory represents a unification of kinetic theory, Brownian motion and field theory. It is self-consistent and is the dynamic generalization of the…

Brownian motion has served as a pilot of studies in diffusion and other transport phenomena for over a century. The foundation of Brownian motion, laid by Einstein, has generally been accepted to be far from being complete since the late…

The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…

The dynamics of non-spherical rigid particles immersed in an axisymmetric random flow is studied analytically. The motion of the particles is described by Jeffery's equation; the random flow is Gaussian and has short correlation time.The…

Using Huisken results about the mean curvature flow on a strictly convex hypersurface, and Kendall-Cranston coupling, we will build a stochastic process without birth, and show that there exists a unique law of such process. This process…

Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…

We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Particulate Stokesian flows describe the hydrodynamics of rigid or deformable particles in Stokes flows. Due to highly nonlinear fluid-structure interaction dynamics, moving interfaces, and multiple scales, numerical simulations of such…

Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…

Quantum gravity has long remained elusive from an observational standpoint. Developing effective cosmological models motivated by the fundamental aspects of quantum gravity is crucial for bridging theory with observations. One key aspect is…

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

We elaborate on the theorem saying that as permeability coefficients of snapping-out Brownian motions tend to infinity in such a way that their ratio remains constant, these processes converge to a skew Brownian motion. In particular,…