Related papers: Consistent families of Brownian motions and stocha…
We study Brownian motion on the space of distinct landmarks in $\mathbb{R}^d$, considered as a homogeneous space with a Riemannian metric inherited from a right-invariant metric on the diffeomorphism group. As of yet, there is no proof of…
In this article, the evolution of nanoparticles in a two-dimensional temporal mixing layer over a long time is investigated. the flow field is calculated with direct numerical simulation (DNS), while the particle field is simulated using…
The aim of this paper is two-fold. On one hand, we will study the distorted Brownian motion on $\mathbb{R}$, i.e. the diffusion process $X$ associated with a regular and strongly local Dirichlet form obtained by the closure of…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
Suppose that particles are randomly distributed in $\bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region…
Our purpose in this paper is to determine the limiting distribution and the evolution rate of particles near the frontier of branching Brownian motions. Here the branching rate is given by a Kato class measure with compact support in…
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
We study a voting model on a branching Brownian motion process on $\mathbb{R}$ in which the diffusivity of each child particle is increased from that of the parent by a factor of $\gamma>1$. The probability distribution of the overall vote…
We present a Molecular Dynamics study of large Lennard-Jones clusters evolving on a crystalline surface. The static and the dynamic properties of the cluster are described. We find that large clusters can diffuse rapidly, as experimentally…
The problem of the spreading of a granular mass released at the top of a rough inclined plane was investigated. We experimentally measure the evolution of the avalanche from the initiation up to the deposit using a Moir\'e image processing…
The muscle contraction, operation of ATP synthase, maintaining the shape of a cell are believed to be secured by motor proteins, which can be modelled using the Brownian ratchet mechanism. We consider the randomly flashing ratchet model of…
This paper is concerned mainly with the macroscopic fractal behavior of various random sets that arise in modern and classical probability theory. Among other things, it is shown here that the macroscopic behavior of Boolean coverage…
We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…
The growth of laminar-turbulent band patterns in plane Couette flow is studied in the vicinity of the global stability threshold R_g below which laminar flow ultimately prevails. Appropriately tailored direct numerical simulations are…
In two prior papers of this series, it was proposed that a wavefunction model of a heavy particle and a collection of light particles might generate ``Brownian-Motion-Like" trajectories as well as diffusive motion (displacement proportional…
The $N$-branching Brownian motion with selection ($N$-BBM) is a particle system consisting of $N$ independent particles that diffuse as Brownian motions in $\mathbb{R}$, branch at rate one, and whose size is kept constant by removing the…
As three particles are advected by a turbulent flow, they separate from each other and develop non trivial geometries, which effectively reflect the structure of the turbulence. We investigate here the geometry, in a statistical sense, of…
The paper studies a non-linear transformation between Brownian martingales, which is given by the inverse of the pricing operator in the mathematical finance terminology. Subsequently, the solvability of systems of equations corresponding…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…