相关论文: Remark on the relation between passive scalars and…

In this short article we present new results that bring about hitherto unknown relations between certain Bernstein diffusions wandering in bounded convex domains of Euclidean space on the one hand, and processes which typically occur in…

We formulate explicit bounds to guarantee the exponential dissipation for some non-gradient stochastic differential equations towards their invariant distributions. Our method extends the connection between Gamma calculus and Hessian…

The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

The Misner and Sharp approach to the study of gravitational collapse is extended to the dissipative case in, both, the streaming out and the diffusion approximations. The role of different terms in the dynamical equation are analyzed in…

For non-equilibrium systems of interacting particles and for interacting diffusions in d dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current…

Nonlinear response occurs naturally when a strong perturbation takes a system far from equilibrium. Despite of its omnipresence in nanoscale systems, it is difficult to predict in a general and efficient way. Here we introduce a way to…

The notion of helical distributed chaos has been used for the description of the spatio-temporal dynamics of the passive scalar tracers from the atmospheric surface layer up to the mesosphere (at different stability conditions and different…

We consider transport of dynamically passive quantities in the Batchelor regime of smooth in space velocity field. For the case of arbitrary temporal correlations of the velocity we formulate the statistics of relevant characteristics of…

In this paper, we introduce a new method for study on backward stochastic differential equations with stopping time as time horizon. And using this, we show that some results on backward stochastic differential equations with constant time…

We study the passive transport of a scalar field by a spatially smooth but white-in-time incompressible Gaussian random velocity field on $\mathbb{R}^d$. If the velocity field $u$ is homogeneous, isotropic, and statistically self-similar,…

For a substance diffusing on a curved surface, we obtain an explicit relation valid for very small values of the time, between the local concentration, the diffusion coefficient, the intrinsic spatial curvature and the time. We recover the…

The evolution of scalar fields transported by turbulent flow is characterized by the presence of fronts, which rule the small-scale statistics of scalar fluctuations. With the aid of numerical simulations, it is shown that: isotropy is not…

We compare two approaches to the predictive modeling of dynamical systems from partial observations at discrete times. The first is continuous in time, where one uses data to infer a model in the form of stochastic differential equations,…

A momentum dependent projection of the Wegner-Hougton equation is derived for a scalar theory coupled to an external field. This formalism is useful to discuss the phase diagram of the theory. In particular we study some properties of the…

For a freely evolving granular fluid, the buildup of spatial correlations in density and flow field is described using fluctuating hydrodynamics. The theory for incompressible flows is extended to the general, compressible case, including…

A compressible generalization of the Kraichnan model (Phys. Rev. Lett. 72, 1016 (1994)) of passive scalar advection is considered. The dynamical role of compressibility on the intermittency of the scalar statistics is investigated for the…

We present a backward diffusion flow (i.e. a backward-in-time stochastic differential equation) whose marginal distribution at any (earlier) time is equal to the smoothing distribution when the terminal state (at a latter time) is…

We show that scale-scale correlations are a generic feature of slow-roll inflation theories. These correlations result from the long-time tails characteristic of the time dependent correlations because the long wavelength density…

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…