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Homogenization driven by a fractional Brownian motion:the shear layer case
Homogenization driven fractional Brownian motion shear layer case
2015/7/14
We consider a passive scalar in a periodic shear flow perturbed by an additive fractional noise with the Hurst exponent H ∈ (0, 1). We establish a diffusive homogenization limit for the tracer when th...
Periodically driven dynamics of a particle moving in the field of Coulomb plus confining potential
Periodically driven dynamics Coulomb plus confining potential
2011/7/7
Periodically driven dynamics of a particle moving in the field Coulomb plus confining potential is treated for one and three dimensional cases. Critical value of the external field strength at which c...
Convergence of numerical solutions to stochastic age-dependent population equations driven by non-Gaussian noise
stochastic age-dependent population equations compensated Poisson random measure
2010/9/25
It presents and analyzes the Euler methods for stochastic age-dependent population equations driven by Poisson random jump measure; Under the Local Lipschitz condition, we prove that the Euler approxi...
On the propagation of oceanic waves driven by a strong macroscopic flow
oceanic waves macroscopic flow
2010/11/23
In this work we study oceanic waves in a shallow water flow subject to strong wind forcing and rotation, and linearized around a inhomogeneous (non zonal) stationary profile. This extends the study \c...
Reflected Generalized Backward Doubly SDEs driven by Lévy processes and Applications
Doubly SDEs Lévy processes Applications
2010/11/19
In this paper, we study reflected generalized backward doubly stochastic differential equations driven by Teugels martingales associated with L\'evy process (RGBDSDELs, in short) with one continuous ...
Flows driven by a combination of source/sink part 2: Interior creeping flows
Flows driven combination source sink
2010/9/15
In this paper, two-dimensional creeping flows generated by source and sink inside a circular cylinder are studied in the presence of different boundary conditions. For simplicity, line source and sink...
Flows driven by a combination of source/sink part 1: Exterior creeping flows
Flows driven combination source sink
2010/9/15
In this paper, the two-dimensional creeping flows outside a circular cylinder induced by source/sink with various boundary conditions is studied.
Path-wise solutions of SDE's driven by Levy processes
Path-wise solutions SDE's Levy processes
2010/10/29
In this paper we show that a path-wise solution to the following integral equation $$ Y_t = \int_0^t f(Y_t) dX_t \qquad Y_0=a \in \R^d $$ exists under the assumption that X_t is a L\'evy process of f...
We prove that the stochastic differential equation $$ Y_{s,t}(x) = Y_{s,s}(x) + \int_0^{t-s} f(Y_{s,s+u}(x)) dX_{s+u},
Y_{s,s}(x)=x\in\R^d. $$ driven by a L\'evy process whose paths have finite p-va...