Related papers: Lenses in Skew Brownian Flow

We investigate the evolution of barycenters of masses transported by stochastic flows. The state spaces under consideration are smooth affine manifolds with certain convexity structure. Under suitable conditions on the flow and on the…

We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts…

In this work, we will show the existence and uniqueness of the solution to the semi linear stochastic differential equations driven by weighted fractional Brownian motion with delay. We also prove smoothness of the density of the solution…

Using quantum parallelism on random walks as original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers -- with internal degrees of freedom which serve as…

This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…

Recent experiments performed on a variety of soft glassy materials have demonstrated that any imposed shear flow serves to simultaneously fluidize these systems in all spatial directions [Ovarlez \textit{et al.} (2010)]. When probed with a…

The equation of motion of a general class of macroscopic traffic flow models is linearized around a steady uniform flow. A closed-form solution of a boundary-initial value problem is obtained, and it is used to describe several phenomena.…

The flow equation approach is a robust framework applicable to a broad class of singular SPDEs, including those with fractional Laplacians, throughout the entire subcritical regime. Inspired by Wilson's renormalization group, this method…

Based on Brownian dynamics simulations, we investigate the thermodynamic signatures of non-equilibrium steady states in a confined colloidal suspensions under shear flow. Specifically, we consider a thin film consisting of charged particles…

The Caughey-Dieness process, also known as the Brownian motion with two valued drift, is used in theoretical physics as an advanced model of the Brownian particle velocity if the resistant force is assumed to be dry friction. This process…

We use Stokesian Dynamics simulations to study the microscopic motion of particles suspended in fluids passing through porous media. We construct model porous media with fixed spherical particles, and allow mobile ones to move through this…

We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…

In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…

Brownian motion occurs in a variety of fluids, from rare gases to liquids. The Langevin equation, describing friction and agitation forces in statistical balance, is one of the most successful ways to treat the phenomenon. In rare gases, it…

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.

The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…

Consider the following mechanism for the random evolution of a distribution of mass on the integer lattice ${\mathbf{Z}}$. At unit rate, independently for each site, the mass at the site is split into two parts by choosing a random…

Here we present well-posedness results for first order stochastic differential inclusions, more precisely for sweeping process with a stochastic perturbation. These results are provided in combining both deterministic sweeping process…

For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect cocycles over the same metric dynamical system. The metric…

We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum…