相关论文: Averaging along foliated L\'evy diffusions
We establish weak well-posedness for SDEs having discontinuous diffusion coefficients and general distributional drifts that may introduce local blow up effects. Our drifts satisfy minimal assumptions, i.e.\,we assume only that the Cauchy…
In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…
Stochastic Differential Equations (SDEs) were originally devised by It\^o to provide a pathwise construction of diffusion processes. A less explored approach to represent them is through Time Change Equations (TCEs) as put forth by Doeblin.…
We consider the problem of obtaining effective representations for the solutions of linear, vector-valued stochastic differential equations (SDEs) driven by non-Gaussian pure-jump L\'evy processes, and we show how such representations lead…
We study the asymptotic behavior of solution of semi-linear PDEs. Neither periodicity nor ergodicity will be assumed. In return, we assume that the coefficients admit a limit in \`{C}esaro sense. In such a case, the averaged coefficients…
An experiment was performed using SPIV in the LMFL boundary layer facility to determine all the derivative moments needed to estimate the average dissipation rate of the turbulence kinetic energy, $\varepsilon = 2 \nu \langle s_{ij}s_{ij}…
We present several results on the smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…
Process convolutions yield random fields with flexible marginal distributions and dependence beyond Gaussianity, but statistical inference is often hampered by a lack of closed-form marginal distributions, and simulation-based inference may…
Sediment transport over wave-induced ripples is a very complex phenomenon where available models fail to provide accurate predictions. For coastal engineering applications, the 1-DV advection-diffusion equation could be used with an…
We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process. The averaging principle is satisfied: it is well-known that the slow component…
Consider a foliation in the projective plane admitting a projective line as the unique invariant algebraic curve. Assume that the foliation is generic in the sense that its singular points are hyperbolic. We show that there is a unique…
The diffraction of fast atoms at crystal surfaces is ideal for a detailed investigation of the surface electronic density. However, instead of sharp diffraction spots, most experiments show elongated streaks characteristic of inelastic…
The migration of liquids in porous media, such as sand, has been commonly considered at high saturation levels with liquid pathways at pore dimensions. In this letter we reveal a low saturation regime observed in our experiments with…
We establish the gradient flow representation of diffusion with mobility $b$ with respect to the modified Wasserstein quasi-metric $W_h$, where $h(r)=rb(r)$. The appropriate selection of the free energy functional depends on the specific…
Subordinate diffusions are constructed by time changing diffusion processes with an independent L\'{e}vy subordinator. This is a rich family of Markovian jump processes which exhibit a variety of jump behavior and have found many…
We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$.…
This paper introduces a randomized tamed Euler scheme tailored for L\'evy-driven stochastic differential equations (SDEs) with superlinear random coefficients and Carath\'eodory-type drift. Under assumptions that allow for time-irregular…
Response modes computed via linear resolvent analysis of a turbulent mean-flow field have been shown to qualitatively capture characteristics of the observed turbulent coherent structures in both wall-bounded and free shear flows. To make…
Surface waves on a liquid air interface excited by a vertical vibration of a fluid layer (Faraday waves) are employed to investigate the phase relaxation of ideally ordered patterns. By means of a combined frequency-amplitude modulation of…
This paper presents the design and analysis of the extremum seeking for static maps with input passed through a partial differential equation (PDE) of the diffusion type defined on a time-varying spatial domain whose boundary position is…