Related papers: Generalized self-intersection local time for a sup…
It is argued that the `problem of time' in quantum gravity necessitates a refinement of the local inertial structure of the world, demanding a replacement of the usual Minkowski line element by a 4+2n dimensional pseudo-Euclidean line…
We propose a novel method for model-based time super-sampling of turbulent flow fields. The key enabler is the identification of an empirical Galerkin model from the projection of the Navier-Stokes equations on a data-tailored basis. The…
We are concerned with a stochastic mean curvature flow of graphs over a periodic domain of any space dimension. We establish existence of martingale solutions which are strong in the PDE sense and study their large-time behavior. Our…
A stabilized finite element method is introduced for the simulation of time-periodic creeping flows, such as those found in the cardiorespiratory systems. The new technique, which is formulated in the frequency rather than time domain,…
Studies on singular flows in which either the velocity fields or the vorticity fields change dramatically on small regions are of considerable interests in both the mathematical theory and applications. Important examples of such flows…
The objective of this paper is to study the local time and Tanaka formula of symmetric $G$-martingales. We introduce the local time of $G$-martingales and show that they belong to $G$-expectation space $L_{G}^{2}(\Omega _{T})$. The…
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…
We consider an incompressible kinetic Fokker Planck equation in the flat torus, which is a simplified version of the Lagrangian stochastic models for turbulent flows introduced by S.B. Pope in the context of computational fluid dynamics.…
From a logic point of view this is the third in the series to solve the problem of absence of detailed balance. This paper will be denoted as SDS III. The existence of a dynamical potential with both local and global meanings in general…
Markovian diffusion processes yield a system of conservation laws which couple various conditional expectation values (local moments). Solutions of that closed system of deterministic partial differential equations stand for a regular…
Let \alpha ([0,1]^p) denote the intersection local time of p independent d-dimensional Brownian motions running up to the time 1. Under the conditions p(d-2)<d and d\ge 2, we prove lim_{t\to\infty}t^{-1}\log P\bigl{\alpha([0,1]^p)\ge…
The friction-type interface condition (FIC) is introduced to describe the phenomenon of the slip and leak of fluid flow on the interface happens only when the difference of stress force is above a threshold. The FIC involves the…
We investigate the Cauchy problem for the nonlinear Schr\"odinger equation with a time-dependent linear damping term. Under non standard assumptions on the loss dissipation, we prove the blow-up in the inter-critical regime, and the global…
The time-dependent barrier passage of an anomalous damping system is studied via the generalized Langevin equation (GLE) with non-Ohmic memory damping friction tensor and corresponding thermal colored noise tensor describing a particle…
We propose a method to compute an approximation of the moments of a discrete-time stochastic polynomial system. We use the Carleman linearization technique to transform this finite-dimensional polynomial system into an infinite-dimensional…
A superprocess with coalescing spatial motion is constructed in terms of one-dimensional excursions. Based on this construction, it is proved that the superprocess is purely atomic and arises as scaling limit of a special form of the…
In this paper we present a non-local numerical scheme based on the Local Discontinuous Galerkin method for a non-local diffusive partial differential equation with application to traffic flow. In this model, the velocity is determined by…
We propose a family of high-order local discontinuous Galerkin (LDG) methods, built on a parametric representation and coupled with a semi-implicit backward Euler time discretization, for isotropic and anisotropic curve-shortening flows.…
We show a remarkable similarity between strategies to realize a large intersection or self-intersection local times in dimension five or more. This leads to the same rate functional for large deviation principles for the two objects…
The goal of this paper is to provide an algorithm that, for any sufficiently localised, divergence-free small initial data, explicitly constructs a localised external force leading to a rapidly dissipative solutions of the Navier-Stokes…