Sticky Particles and Stochastic Flows
Gawȩdzki and Horvai have studied a model for the motion of particles carried in a turbulent fluid and shown that in a limiting regime with low levels of viscosity and molecular diffusivity, pairs of particles exhibit the phenomena of stickiness when they meet. In this paper we characterise the motion of an arbitrary number of particles in a simplified version of their model.
KeywordsBrownian Motion Covariance Function Exit Time Stochastic Partial Differential Equation Point Motion
This work was started during a visit to Université Paris-Sud, and I would like to thanks the mathematics department there, and Yves Le Jan in particular, for their hospitality. I’d also like to thank Peter Windridge for his help with writing the R code for the simulations.
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