Related papers: Lenses in Skew Brownian Flow
The weak limits of the measure-valued processes organized as a mass carried by the interacting Brownian particles are described. As a limiting flow the Arrattia flow is obtained.
We show how the theory of stochastic flows allows to recover in an elementary way a well known result of Warren on the sticky Brownian motion equation.
A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the…
The purpose of this study is to develop a model for the flow of suspensions consisting of Herschel-Bulkley fluid mixed with spherical particles. In particular, the focus is to investigate the effect of non- Newtonian rheology of the…
The comparison theorem for skew Brownian motions is proved. As the corollary we get the estimate on ${\Cal L}_1-$distance between two skew Brownian motions started from different points. Using this result we prove the continuous dependence…
We describe channel flows in a continuum model of deformable nematic particles. In a simple shear flow, deformability leads to a nonlinear coupling of strain rate and vorticity, and results in shape oscillations or flow alignment. The final…
Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…
The clogging behavior of a symmetric binary mixture of particles that are driven in opposite directions through constrictions is explored by Brownian dynamics simulations and theory. A dynamical state with a spontaneously broken symmetry…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
We aim to clarify confusions in the literature as to whether or not dynamical density functional theories for the one-body density of a classical Brownian fluid should contain a stochastic noise term. We point out that a stochastic as well…
We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…
Certain one-dimensional nearest-neighbor random walks in i.i.d. random space-time environments are known to have diffusive scaling limits. In the continuum limit, the random environment is represented by a `stochastic flow of kernels',…
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…
Drop coalescence occurs through the rapid growth of a liquid bridge that connects the two drops. At early times after contact, the bridge dynamics is typically self-similar, with details depending on the geometry and viscosity of the…
Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…
Gaw\c{e}dzki and Horvai have studied a model for the motion of particles carried in a turbulent fluid and shown that in a limiting regime with low levels of viscosity and molecular diffusivity, pairs of particles exhibit the phenomena of…