相关论文: Stokes' Drift and Hypersensitive Response with Dic…

We derive explicit results for the asymptotic probability density and drift velocity in systems driven by dichotomous Markov noise, including the situation in which the asymptotic dynamics crosses {\em unstable} fixed points. The results…

Nonequilibrium systems driven by additive or multiplicative dichotomous Markov noise appear in a wide variety of physical and mathematical models. We review here some prototypical examples, with an emphasis on {\em analytically-solvable}…

Dichotomous noise appears in a wide variety of physical and mathematical models. It has escaped attention that the standard results for the long time properties cannot be applied when unstable fixed points are crossed in the asymptotic…

We derive the explicit analytic expression for the Stokes' drift in one dimension in the presence of a dichotomic Markov forcing. For small amplitudes of the forcing, the drift is enhanced, but the enhancement is reduced with increasing…

We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…

Stokes drift is a classical fluid effect in which travelling waves transfer momentum to tracers of the fluid, resulting in a non-zero drift velocity in the direction of the incoming wave. This effect is the driving mechanism allowing…

By providing mathematical estimates, this paper answers a fundamental question -- "what leads to Stokes drift"? Although overwhelmingly understood for water waves, Stokes drift is a generic mechanism that stems from kinematics and occurs in…

We consider both the effect of particle inertia on stochastic Stokes' drift, and also a related process which could be considered as a crude model of stochastic Stokes' drift driven by an eddy diffusivity. In the latter, the stochastic…

We study the effect of surface gravity waves on the motion of inertial particles in an incompressible fluid. Using the multiple-scale technique, we perform an analytical calculation which allows us to predict the dynamics of such particles;…

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Classical Stokes' drift is the small time-averaged drift velocity of suspended non-diffusing particles in a fluid due to the presence of a wave. We consider the effect of adding diffusion to the motion of the particles, and show in…

We study the drift of suspended micro-particles in a viscous liquid pumped back and forth through a periodic lattice of pores (drift ratchet). In order to explain the particle drift observed in such an experiment, we present an…

We consider the stochastic Stokes drift of a flexible dumbbell. The dumbbell consists of two isotropic Brownian particles connected by a linear spring with zero natural length, and is advected by a sinusoidal wave. We find an asymptotic…

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 propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…

We study the simple hypothesis testing problem for the drift coefficient for stochastic fractional heat equation driven by additive noise. We introduce the notion of asymptotically the most powerful test, and find explicit forms of such…

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Turbulent suspensions of heavy particles in incompressible flows have gained much attention in recent years. A large amount of work focused on the impact that the inertia and the dissipative dynamics of the particles have on their dynamical…

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

We consider the barotropic Navier--Stokes system driven by a physically well-motivated transport noise in both continuity as well as momentum equation. We focus on three different situations: (i) the noise is smooth in time and the…