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Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…

Mathematical Physics · Physics 2022-01-12 Gregory S. Chirikjian

We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…

We study the long-range effective drift and diffusivity of a particle in a random medium moving subject to a given molecular diffusivity and a local drift. The local drift models the effect of a random electrostatic field on a neutral but…

Disordered Systems and Neural Networks · Physics 2009-10-30 I. T. Drummond , R. R. Horgan , C. A. da Silva Santos

Clustering of inertial particles is important for many types of astrophysical and geophysical turbulence, but it has been studied predominately for incompressible flows. Here we study compressible flows and compare clustering in both…

Fluid Dynamics · Physics 2022-01-20 N. E. L. Haugen , A. Brandenburg , C. Sandin , L. Mattsson

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…

Probability · Mathematics 2012-08-24 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

It seems that a stochastic system must be a nonlinear one to observe the phenomenon, noise induced transition. But in the present paper, we have demonstrated that the phenomenon may be observed even in a linear stochastic process where both…

Statistical Mechanics · Physics 2022-01-04 Shrabani Mondal , L. R. Rahul Biswas , Mousumi Biswas , Bidhan Chandra Bag

The transport phenomenon (movement and diffusion) of inertia Brownian particles in a periodic potential with non-Gaussian noise is investigated. It is found that proper noise intensity Q will promote particles directional movement(or…

Statistical Mechanics · Physics 2019-02-20 Bing Wang , Xiaoxiao Zhang , Yajuan Sun , Zhongwei Qu , Xuechao Li

We highlight the differing roles of vorticity and strain in the transport of coarse-grained scalars at length-scales larger than $\ell$ by smaller scale (subscale) turbulence. %subscale flux/stress which appear in the evolution of…

The equilibrium properties of a system of passive diffusing particles in an external magnetic field are unaffected by the Lorentz force. In contrast, active Brownian particles exhibit steady-state phenomena that depend on both the strength…

Statistical Mechanics · Physics 2020-10-06 Iman Abdoli , Abhinav Sharma

It is shown that preferential concentrations of inertial (finite-size) particle suspensions in turbulent flows follow from the dissipative nature of their dynamics. In phase space, particle trajectories converge toward a dynamical fractal…

Chaotic Dynamics · Physics 2009-11-10 Jeremie Bec

Recently, clustering of inertial particles in turbulence has been thoroughly analyzed for statistically homogeneous isotropic flows. Phenomenologically, spatial homogeneity of particles configurations is broken by the advection of a range…

Chaotic Dynamics · Physics 2015-05-13 P. Gualtieri , F. Picano , C. M. Casciola

Timeseries generated from a dynamical source can often be modeled as sample paths of a stochastic differential equation (SDE). The timeseries thus reflects the motion of a particle which flows along the direction provided by a drift /…

Dynamical Systems · Mathematics 2025-11-03 Suddhasattwa Das

Periodic water waves generate Stokes drift as manifest from the orbits of Lagrangian particles not fully closing. Stokes drift can contribute to the transport of floating marine litter, including plastic. Previously, marine litter objects…

This study examines the motion of spherical inertial particles in a three-dimensional rotating cylindrical vortex - a simplified model of geophysical flow structures such as oceanic eddies. The analytical vortex formulation enables the…

Fluid Dynamics · Physics 2025-06-12 Orr Avni , Alok Kumar , Yuval Dagan

We study the dynamics of a quantum particle hopping on a simple cubic lattice and driven by a constant external force. It is coupled to an array of identical, independent thermal reservoirs consisting of free, massless Bose fields, one at…

Mathematical Physics · Physics 2015-06-16 Wojciech De Roeck , Juerg Froehlich , Kevin Schnelli

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

We consider a suspension of spherical inertialess particles in a Stokes flow on the torus $\mathbb T^3$. The particles perturb a linear extensional flow due to their rigidity constraint. Due to the singular nature of this perturbation, no…

Analysis of PDEs · Mathematics 2022-10-28 Richard M. Höfer , Amina Mecherbet , Richard Schubert

Coarse resolution numerical ocean models must typically include a parameterisation for mesoscale turbulence. A common recipe for such parameterisations is to invoke down-gradient mixing, or diffusion, of some tracer quantity, such as…

Fluid Dynamics · Physics 2016-08-03 Julian Mak , James R. Maddison , David P. Marshall

We consider a simple model for the fluctuating hydrodynamics of a flexible polymer in dilute solution, demonstrating geometric ergodicity for a pair of particles that interact with each other through a nonlinear spring potential while being…

Probability · Mathematics 2012-07-24 Jonathan C. Mattingly , Scott A. McKinley , Natesh S. Pillai
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