相关论文: Diffusion process in a deterministically forced fl…
We establish circumstances under which the dispersion of passive contaminants in a forced, deterministic or random, flow can be consistently interpreted as a Markovian diffusion process. In case of conservative forcing the repulsive case…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
Deterministic diffusion in temporally oscillating convection is studied for particles with finite mass. The particles are assumed to obey a simple dissipative dynamical system and the particle diffusion is induced by the strange attractor.…
We investigate piecewise deterministic Markov processes (PDMP), where the deterministic dynamics follows a scalar conservation law and random jumps in the system are characterized by changes in the flux function. We show under which…
We introduce a novel type of random perturbation for the classical Lorenz flow in order to better model phenomena slowly varying in time such as anthropogenic forcing in climatology and prove stochastic stability for the unperturbed flow.…
Here we address a fundamental issue in surface physics: the dynamics of adsorbed molecules. We study this problem when the particle's desorption is characterized by a non Markovian process, while the particle's adsorption and its motion in…
This article is an invitation. It is, first, an invitation to consider as a subject worthy of attention the wide range of situations where small discrete elements, either bubbles, droplets or solid particles, are embedded in turbulent…
We present analytical results for the biased diffusion of particles moving under a constant force in a randomly layered medium. The influence of this medium on the particle dynamics is modeled by a piecewise constant random force. The…
We consider moving particles in media with nonlinear friction and drive them by an asymmetric dichotomic Markov process. Due to different energy dissipations, during the forward and backward stroke, we obtain a mean non-vanishing directed…
Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…
We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…
We introduce a single generative mechanism with which it is able to describe diverse non-stationary diffusions. A non-stationary Markovian replication process for steps is considered, for which we analytically derive time-evolution of the…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
We probe the diffusive motion of particles in slowly sheared three dimensional granular suspensions. For sufficiently large strains, the particle dynamics exhibits diffusive Gaussian statistics, with the diffusivity proportional to the…
Natural phenomena frequently involve a very large number of interacting molecules moving in confined regions of space. Cellular transport by motor proteins is an example of such collective behavior. We derive a deterministic compartmental…
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…
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…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
The anomalous (i.e. non-Gaussian) dynamics of particles subject to a deterministic acceleration and a series of 'random kicks' is studied. Based on an extension of the concept of continuous time random walks to position-velocity space, a…