相关论文: Stochastic Stokes' drift

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…

Spiral waves in active media react to small perturbations as particle-like objects. Here we apply the asymptotic theory to the interaction of spiral waves with a localized inhomogeneity, which leads to a novel prediction: drift of the…

We use Stokesian Dynamics simulations to study the microscopic motion of particles suspended in fluids passing through porous media. We construct model porous media with fixed spherical particles, and allow mobile ones to move through this…

A non-equilibrium steady state can be characterized by a nonzero but stationary flux driven by a static external force. Under a weak external force, the drift velocity is difficult to detect because the drift motion is feeble and submerged…

Active particles have become a subject of intense interest across several disciplines from animal behavior to granular physics. Usually the models of such particles contain an explicit internal driving. Here we propose a model with implicit…

We study the turbulent flow of the density-stratified fluid around a small translating (either passively or self-propelled) particle. It was found recently [A. M. Ardekani and R. Stocker, Phys. Rev. Lett. vol. 105, 084502 (2010)] that…

In this paper, we consider the nonparametric estimation problem of the drift function of stochastic differential equations driven by $\alpha$-stable L\'{e}vy motion. First, the Kullback-Leibler divergence between the path probabilities of…

We aim to clarify confusions in the literature as to whether or not dynamical density functional theories for the one-body density of a classical Brownian fluid should contain a stochastic noise term. We point out that a stochastic as well…

Modeling turbulent flows by a random Fourier decomposition is a classical procedure in order to use simplified models of turbulence in heat transport and other applications. We carefully investigate the Fourier time series of…

A new phenomenological model of turbulent fluctuations is constructed by considering the Lagrangian dynamics of 4 points (the tetrad). The closure of the equations of motion is achieved by postulating an anisotropic, i.e. tetrad shape…

We consider viscous two-dimensional steady flows of incompressible fluids past doubly periodic arrays of solid obstacles. In a class of such flows, the autocorrelations for the Lagrangian observables decay in accordance with the power law,…

A non-parametric diffusion model with an additive fractional Brownian motion noise is considered in this work. The drift is a non-parametric function that will be estimated by two methods. On one hand, we propose a locally linear estimator…

For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…

The present study investigates the gravity-driven settling dynamics of non-Brownian suspensions of spherical and cubic particles within a triply periodic domain. The effect of solid volume fraction on the evolving microstructure of a…

We study the maximum likelihood estimator of the drift parameters of a stochastic differential equation, with both drift and diffusion coefficients constant on the positive and negative axis, yet discontinuous at zero. This threshold…

Experimental and theoretical studies are made of Brownian particles trapped in a periodic potential, which is very slightly tilted due to gravity. In the presence of fluctuations, these will trigger a measurable average drift along the…

Stochastic Thermodynamics (ST) extends the notions of classical thermodynamics to trajectories taken from a nonequilibrium ensemble. This extension yields a simple approach to fluctuation relations in small systems. Multiple time- and…

The notion of drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time. Albeit many attempts were made to deal with drift, formal notions of drift are application-dependent and…

We discuss the stick-slip motion of an elastic block sliding along a rigid substrate. We argue that for a given external shear stress this system shows a discontinuous nonequilibrium transition from a uniform stick state to uniform sliding…