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The structure of boundary currents formed from intermediately dense water introduced into a rotating, stably stratified, two-layer environment is investigated in a series of laboratory experiments, performed for Froude numbers ranging from…

Fluid Dynamics · Physics 2009-10-30 P. A. Yecko , S. P. Meacham

Considering a gas of self-propelled particles with binary interactions, we derive the hydrodynamic equations governing the density and velocity fields from the microscopic dynamics, in the framework of the associated Boltzmann equation.…

Statistical Mechanics · Physics 2009-10-09 Eric Bertin , Michel Droz , Guillaume Grégoire

A cylindrical container partially filled with a liquid in orbital shaking motion, i.e. in circular translation with fixed orientation with respect to an inertial frame of reference, generates, along with a rotating sloshing wave, a mean…

Fluid Dynamics · Physics 2017-08-16 Julien Bouvard , Wietze Herreman , Frederic Moisy

This paper investigates the problem to determine whether a given stochastic process generates a sampled Brownian filtration. A fairly general sufficient condition is obtained by applying the Frank H. Clarke contraction criteria to a…

Probability · Mathematics 2021-03-24 Rémi Lassalle

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

Statistical Mechanics · Physics 2025-12-16 Timothée Herbeau , Leonid Pastur , Pascal Viot , Gleb Oshanin

Owing to the Chapman-Kolmogorov equation for Markovian dynamics,any equilibrium trajectory of a Brownian particle in a solvent fluid can be viewed as the superposition of an uncountable number of non-equilibrium states. This property…

Statistical Mechanics · Physics 2026-05-18 Jason Boynewicz , Michael C. Thumann , Giuseppe Procopio , Massimiliano Giona

We introduce a multivariate version of causal transport, which we name multicausal transport, involving several filtered processes among which causality constraints are imposed. Subsequently, we consider the barycenter problem for…

Probability · Mathematics 2025-01-29 Beatrice Acciaio , Daniel Kršek , Gudmund Pammer

Computational implementation of optimal transport barycenters for a set of target probability measures requires a form of approximation, a widespread solution being empirical approximation of measures. We provide an $O(\sqrt{N/n})$…

Optimization and Control · Mathematics 2025-11-19 Léo Portales , Edouard Pauwels , Elsa Cazelles

We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…

Mathematical Physics · Physics 2022-08-17 Patrice Koehl , Henri Orland

We study the mixing properties of a Brownian motion whose movements are hindered by semipermeable barriers. Our setting assumes that the process takes values in a smooth planar domain and that the barriers are one-dimensional closed curves.…

Probability · Mathematics 2025-12-03 Alexander Van Werde , Jaron Sanders

It is well-known that a stochastic differential equation (sde) on a Euclidean space driven by a (possibly infinite-dimensional) Brownian motion with Lipschitz coefficients generates a stochastic flow of homeomorphisms. If the Lipschitz…

Probability · Mathematics 2016-03-23 Michael Scheutzow , Susanne Schulze

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

Probability · Mathematics 2010-11-11 Soumik Pal , Mykhaylo Shkolnikov

Distribution of a Brownian motion conditioned to start from the boundary of an open set $G$ and to stay in $G$ for a finite period of time is studied. Characterizations of such distributions in terms of certain singular stochastic…

Probability · Mathematics 2020-10-02 Georgii V. Riabov

In this paper we study upper bounds for the density of solution of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H > 1/3. We show that under some geometric conditions, in the regular case H >…

Probability · Mathematics 2011-04-21 Fabrice Baudoin , Cheng Ouyang , Samy Tindel

We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…

Probability · Mathematics 2007-05-23 Martin Hairer

This paper is a follow-up of the work initiated in [3], where it has been investigated the hydrodynamic limit of symmetric independent random walkers with birth at the origin and death at the rightmost occupied site. Here we obtain two…

Probability · Mathematics 2015-06-18 Gioia Carinci , Anna De Masi , Cristian Giardinà , Errico Presutti

We provide examples of transitive partially hyperbolic dynamics (specific but paradigmatic examples of homoclinic classes) which blend different types of hyperbolicity in the one-dimensional center direction. These homoclinic classes have…

Dynamical Systems · Mathematics 2018-05-21 Lorenzo J. Díaz , Katrin Gelfert , Tiane Marcarini , Michał Rams

We consider a one-dimensional gas of hard rods, one of the simplest examples of an interacting integrable model. It is well known that the hydrodynamics of such integrable models can be understood by viewing the system as a gas of…

Statistical Mechanics · Physics 2025-10-23 Seema Chahal , Indranil Mukherjee , Abhishek Dhar , Herbert Spohn , Anupam Kundu

We construct a measure in the hamiltonian function level sets that is invariant under the hamiltonian flow for short times and flow preserving for arbitrarily long times. This allows a probabilistic approach to the study of hamiltonian…

Mathematical Physics · Physics 2026-04-29 Luis A. Cedeño-Pérez , Alexis E. López-Velázquez

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying
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