Related papers: Lenses in Skew Brownian Flow
This article refines the classical notion of a stochastic D-bifurcation to the respective family of n-point motions for homogeneous Markovian stochastic semiflows, such as stochastic Brownian flows of homeomorphisms, and their…
This paper is devoted to the synchronization of stochastic differential equations driven by the linear multiplicative fractional Brownian motion with Hurst parameter $H\in(\frac{1}{2},1)$. We firstly prove that the equation has a unique…
In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where the random periodic behaviour is characterised by the…
Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…
Starting from the microscopic Smoluchowski equation for interacting Brownian particles under stationary shearing, exact expressions for shear-dependent steady-state averages, correlation and structure functions, and susceptibilities are…
Drying of particle suspensions is an ubiquitous phenomenon with many natural and practical applications. In particular, in unidirectional drying, the evaporation of the solvent induces flows which accumulate particles at the liquid/air…
We investigate and model the initiation of motion of a single particle on a structured substrate within an oscillatory boundary layer flow, following a mechanistic approach. By deterministically relating forces and torques acting on the…
A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
Stochastic particle--based models are useful tools for describing the collective movement of large crowds of pedestrians in crowded confined environments. Using descriptions based on the simple exclusion process, two populations of…
We are interested in stationary "fluid" random evolutions with independent increments. Under some mild assumptions, we show they are solutions of a stochastic differential equation (SDE). There are situations where these evolutions are not…
A geometric Brownian motion with delay is the solution of a stochastic differential equation where the drift and diffusion coefficient depend linearly on the past of the solution, i.e. a linear stochastic functional differential equation.…
We consider the nonlinear rheology of dense colloidal suspensions under a time-dependent simple shear flow. Starting from the Smoluchowski equation for interacting Brownian particles advected by shearing (ignoring fluctuations in fluid…
By using a change of scale and space, we study a class of stochastic differential equations (SDEs) whose solutions are drift--perturbed and exhibit behaviour analogous to standard Brownian motion including to the Law of the Iterated…
The non-equilibrium dynamics of stochastic light in a coherently-driven nonlinear cavity resembles the equilibrium dynamics of a Brownian particle in a scalar potential. This resemblance has been known for decades, but the correspondence…
In Stokes flows, symmetry considerations dictate that a neutrally-buoyant spherical particle will not migrate laterally with respect to the local flow direction. We show that a loss of symmetry due to flow-induced surfactant redistribution…
We propose new limiting dynamics for stochastic gradient descent in the small learning rate regime called stochastic modified flows. These SDEs are driven by a cylindrical Brownian motion and improve the so-called stochastic modified…
The motion of weakly inertial Brownian particles, transported by steady two-dimensional fluid flows, is investigated by means of asymptotic methods. We focus on the phenomenon of noise-induced separatrix crossing, which can force particles…
We consider a three dimensional system consisting of a large number of small spherical particles, distributed in a range of sizes and heights (with uniform distribution in the horizontal direction). Particles move vertically at a…
A stochastic flow of homeomorphisms of the real line previously studied by Bass and Burdzy is shown to arise in describing a Brownian motion conditional on knowing its local times on hitting a fixed level. This makes it possible to connect…