Related papers: Large deviations for the Boussinesq Equations unde…
Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…
Real space condensation is known to occur in stochastic models of mass transport in the regime in which the globally conserved mass density is greater than a critical value. It has been shown within models with factorised stationary states…
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…
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…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
In this paper, we study a class of multi-dimensional reflected backward stochastic differential equations when the noise is driven by a Brownian motion and an independent Poisson point process, and when the solution is forced to stay in a…
The Navier-Stokes (NS) equations as a turbulence model have been widely applied in lots of fields. The NS equations contain such a fundamental assumption that all small physical/artificial disturbances could be neglected. Is this assumption…
A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the…
In recent years, research and development in nanoscale science and technology have grown significantly, with electrical transport playing a key role. A natural challenge for its description is to shed light on anomalous behaviours observed…
Temperature-dependent transport data, including diffusion coefficients and ionic conductivities, are routinely analysed by fitting empirical models such as the Arrhenius equation. These fitted models yield parameters such as the activation…
Stochastic models of varying complexity have been proposed to describe the dispersion of particles in turbulent flows, from simple Brownian motion to complex temporally and spatially correlated models. A method is needed to compare…
Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…
In this paper, we establish a large deviation principle for the solutions to the stochastic heat equations with logarithmic nonlinearity driven by Brownian motion, which is neither locally Lipschitz nor locally monotone. Nonlinear versions…
We analyze the reversals of the large scale flow in Rayleigh-B\'enard convection both through particle image velocimetry flow visualization and direct numerical simulations (DNS) of the underlying Boussinesq equations in a (quasi)…
Rayleigh-B\'enard convection in the turbulent regime is studied using statistical methods. Exact evolution equations for the probability density function of temperature and velocity are derived from first principles within the framework of…
Pattern formation in Rayleigh-Benard convection in a large-aspect-ratio cylinder with a radial ramp in the plate separation is studied analytically and numerically by performing numerical simulations of the Boussinesq equations. A…
The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully locally monotone coefficients covering a large variety of physical systems, a wide class of quasilinear SPDEs and a good number of fluid…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
We present numerical simulations, using two complementary setups, of rotating Boussinesq thermal convection in a three-dimensional Cartesian geometry with misaligned gravity and rotation vectors. This model represents a small region at a…
The transport and distribution of charged particles are crucial in the study of many physical and biological problems. In this paper, we employ an Energy Variational Approach to derive the coupled Poisson-Nernst-Planck-Navier-Stokes system.…