Related papers: Barycenters of measures transported by stochastic …
In recent years, manipulation of particles by inertial microfluidics has attracted significant attention. Most studies focused on inertial focusing of particles suspended within liquid phase, in which the ratio of the density of the…
Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in…
We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…
In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of…
We study analytically the emergence of spontaneous collective motion within large bidimensional groups of self-propelled particles with noisy local interactions, a schematic model for assemblies of biological organisms. As a central result,…
At finite Reynolds numbers particles migrate across flow streamlines to their equilibrium positions in microchannels. Such a migration is attributed to an inertial lift force, and it is well-known that the equilibrium location of…
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 propose and test a method to interpolate sparsely sampled signals by a stochastic process with a broad range of spatial and/or temporal scales. To this end, we extend the notion of a fractional Brownian bridge, defined as fractional…
The limiting behavior of stochastic evolution processes with small noise intensity $\epsilon$ is investigated in distribution-based approach. Let $\mu^{\epsilon}$ be stationary measure for stochastic process $X^{\epsilon}$ with small…
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…
Barycentric averaging is a principled way of summarizing populations of measures. Existing algorithms for estimating barycenters typically parametrize them as weighted sums of Diracs and optimize their weights and/or locations. However,…
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…
We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…
We discuss the geometric foundation behind the use of stochastic processes in the frame bundle of a smooth manifold to build stochastic models with applications in statistical analysis of non-linear data. The transition densities for the…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…
Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…
By constructing a hydrodynamic canonical formalism, we show that the occurrence of an arbitrary density-dependent gauge potential in the meanfield Hamiltonian of a Bose-condensed fluid invariably leads to nonlinear flow-dependent terms in…
An interesting question in the field of martingale optimal transport, is to determine the martingale with prescribed initial and terminal marginals which is most correlated to Brownian motion. Under a necessary and sufficient irreducibility…
Self-propelled particles move along circles rather than along a straight line when their driving force does not coincide with their propagation direction. Examples include confined bacteria and spermatozoa, catalytically driven nanorods,…