Related papers: Lenses in Skew Brownian Flow

The dynamics of several light filaments (spatial optical solitons) propagating in an optically nonlinear and non-local random medium is investigated using the paradigms of the physics of complexity. Cluster formation is interpreted as a…

The Smoluchowski coagulation-diffusion PDE is a system of partial differential equations modelling the evolution in time of mass-bearing Brownian particles which are subject to short-range pairwise coagulation. This survey presents a fairly…

We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in (Knight, 2001). Interesting…

Consider a finite system of Brownian particles on the real line. Each particle has drift and diffusion coefficients depending on its current rank relative to other particles, as in Karatzas, Pal and Shkolnikov (2012). We prove some…

We study the meeting level between squared Bessel (BESQ) flow lines of different dimensions, and show that it gives rise to a jump Markov process. We apply these results to the skew Brownian flow introduced by Burdzy and Chen…

Particles that are immersed in a fluid exchange momentum via the fluid, hence their Brownian motion is correlated. By means of multiparticle-collision dynamics simulations we study the interactions between two colloidal beads in a sheared…

We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…

We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…

We consider a mixed stochastic differential equation driven by possibly dependent fractional Brownian motion and Brownian motion. Under mild regularity assumptions on the coefficients, it is proved that the equation has a unique solution.

We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…

We consider the overdamped motion of Brownian particles, interacting via particle exclusion, in an external potential that varies with time and space. We show that periodic potentials that maintain specific position-dependent phase…

We consider a multiphysics model for the flow of Newtonian fluid coupled with Biot consolidation equations through an interface, and incorporating total pressure as an unknown in the poroelastic region. A new mixed-primal finite element…

We describe a method to address efficiently problems of two-phase flow in the regime of low particle Reynolds number and negligible Brownian motion. One of the phases is an incompressible continuous fluid and the other a discrete…

We introduce stochastic normalizing flows, an extension of continuous normalizing flows for maximum likelihood estimation and variational inference (VI) using stochastic differential equations (SDEs). Using the theory of rough paths, the…

We consider the model of branching Brownian motion with a single catalytic point at the origin and binary branching. We establish some fine results for the asymptotic behaviour of the numbers of particles travelling at different speeds and…

We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…

We solve the Stokes equations for the flow around two parallel translating and rotating cylinders using tools from complex analysis and conformal mapping. By considering cylinders of arbitrary size and separation, we generalise the…

The encapsulation and co-encapsulation of particles in microfluidic flows is essential in applications related to single-cell analysis and material synthesis. However, the whole encapsulation process is stochastic in nature, and its…

We show that Brownian motion is spatially not symmetric for mesoscopic particles embedded in a fluid if the particle is not in thermal equilibrium and its shape is not spherical. In view of applications on molecular motors in biological…

There have been many attempts to derive continuum models for dense granular flow, but a general theory is still lacking. Here, we start with Mohr-Coulomb plasticity for quasi-2D granular materials to calculate (average) stresses and slip…