Related papers: Barycenters of measures transported by stochastic …
We consider a stationary sequence $(X_n)$ constructed by a multiple stochastic integral and an infinite-measure conservative dynamical system. The random measure defining the multiple integral is non-Gaussian, infinitely divisible and has a…
This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are…
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…
A characterization is presented of barycenters of the Radon probability measures supported on a closed convex subset of a given space. A case of particular interest is studied, where the underlying space is itself the space of finite signed…
We consider equations describing a barotropic inviscid flow in a channel with topography effects and beta-plane approximation of Coriolis force, in which a large-scale mean flow interacts with smaller scales. Gibbsian measures associated to…
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.…
The main objective of this article is to derive a mathematical theory associated with the nonlinear stability and dynamic transitions of the basic shear flows associated with baroclinic instability, which plays a fundamental role in the…
We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion with Hurst parameter less than 1/2. Here the stochastic…
We introduce weak barycenters of a family of probability distributions, based on the recently developed notion of optimal weak transport of mass by Gozlanet al. (2017) and Backhoff-Veraguas et al. (2020). We provide a theoretical analysis…
We study the convective patterns that arise in a nearly semi-cylindrical cavity fed in with hot fluid at the upper boundary, bounded by a cold, porous semi-circular boundary at the bottom, and infinitely extended in the third direction.…
A new concept of {\em an evolution system of measures for stochastic flows} is considered. It corresponds to the notion of an invariant measure for random dynamical systems (or cocycles). The existence of evolution systems of measures for…
The motion of Brownian particles in nonlinear baths, such as, e.g., viscoelastic fluids, is of great interest. We theoretically study a simple model for such bath, where two particles are coupled via a sinusoidal potential. This model,…
The two-phase horizontally periodic quasistationary Stokes flow in $\mathbb{R}^2$, describing the motion of two immiscible fluids with equal viscosities that are separated by a sharp interface, which is parameterized as the graph of a…
In this work we introduce the concept of Bures-Wasserstein barycenter $Q_*$, that is essentially a Fr\'echet mean of some distribution $\mathbb{P}$ supported on a subspace of positive semi-definite Hermitian operators $\mathbb{H}_{+}(d)$.…
We propose to model the stochastic dynamics of a polymer passing through a pore (translocation) by means of a fractional Brownian motion, and study its behavior in presence of an absorbing boundary. Based on scaling arguments and numerical…
We consider the lattice dynamics in the half-space. The initial data are random according to a probability measure which enforces slow spatial variation on the linear scale $\varepsilon^{-1}$. We establish two time regimes. For times of…
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…
The Brownian motion of a particle in a harmonic potential, which is simultaneously exposed either to a linear shear flow or to a plane Poiseuille flow is investigated. In the shear plane of both flows the probability distribution of the…
The transport of self-propelled particles such as bacteria and phoretic swimmers through crowded heterogeneous environments is relevant to many natural and engineering processes, from biofilm formation and contamination processes to…
We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…