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Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…

Mathematical Physics · Physics 2024-03-11 Daniel Domínguez-Vázquez , Gustaaf B. Jacobs , Daniel M. Tartakovsky

This article proposes a new filtering model for stationary Gaussian Markov statistical experiments, given by diffusion-type difference stochastic equations.

Statistics Theory · Mathematics 2020-07-01 V. S. Koroliuk , D. Koroliouk

We study the Lagrangian flow associated to velocity fields arising from various models of fluid mechanics subject to white-in-time, $H^s$-in-space stochastic forcing in a periodic box. We prove that in many circumstances, these flows are…

Analysis of PDEs · Mathematics 2018-09-19 Jacob Bedrossian , Alex Blumenthal , Samuel Punshon-Smith

In the following paper we will consider Navier-Stokes problem and it's interpretation by hyperbolic waves, focusing on wave propagation. We will begin with solution for linear waves, then present problem for non-linear waves. Later we will…

Numerical Analysis · Computer Science 2016-01-22 Erik Arakelyan , Aram Serobyan , Narek Jilavyan

The predictive accuracy of the Navier-Stokes equations is known to degrade at the limits of the continuum assumption, thereby necessitating expensive and often highly approximate solutions to the Boltzmann equation. While tractable in one…

Fluid Dynamics · Physics 2023-07-25 Ashish S. Nair , Justin Sirignano , Marco Panesi , Jonathan F. MacArt

We investigate the exact results of the Navier-Stokes equations using the methods developed by Polyakov. It is shown that when the velocity field and the density are not independent, the Burgers equation is obtained leading to exact N-point…

High Energy Physics - Theory · Physics 2008-02-03 A. R. Rastegar , M. R. Rahimi Tabar , P. Hawaii

This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…

Optimization and Control · Mathematics 2014-07-11 Zhixin Yang , G. Yin , Haibo Li

The conservation of mass is common issue with multiphase fluid simulations. In this work a novel projection method is presented which conserves mass both locally and globally. The fluid pressure is augmented with a time-varying component…

Fluid Dynamics · Physics 2016-05-24 David Salac

The problem of wave disturbance propagation in rarefied gas in gravity field is explored. The system of hydrodynamic-type equations for a stratified gas in gravity field is derived from BGK equation by method of piecewise continuous…

Fluid Dynamics · Physics 2009-11-10 D. A. Vereshchagin , S. B. Leble , M. A. Solovchuk

In this paper, we introduce some fundamental notions related to the so-called stochastic derivatives with respect to a given $\sigma$-field $\mathcal{Q}$. In our framework, we recall well-known results about Markov--Wiener diffusions. We…

Probability · Mathematics 2009-09-29 Sébastien Darses , Ivan Nourdin

We introduce and analyze a space-time least-squares method associated to the unsteady Navier-Stokes system. Weak solution in the two dimensional case and regular solution in the three dimensional case are considered. From any initial guess,…

Optimization and Control · Mathematics 2019-09-12 Jerome Lemoine , Arnaud Munch

In this work, we aimed to replicate and extend the results presented in the DiffFluid paper[1]. The DiffFluid model showed that diffusion models combined with Transformers are capable of predicting fluid dynamics. It uses a denoising…

Fluid Dynamics · Physics 2025-07-14 Yannick Gachnang , Vismay Churiwala

In this work, we introduce a new method to prove the existence and uniqueness of a variational solution to the stochastic nonlinear diffusion equation $dX(t)={\rm div} [\frac{\nabla X(t)}{|\nabla X(t)|}]dt+X(t)dW(t) in…

Probability · Mathematics 2018-06-27 Michael Röckner , Viorel Barbu

A methodology is proposed for the calculation of the truncation error of finite volume discretisations of the incompressible Navier-Stokes equations on colocated grids. The truncation error is estimated by restricting the solution obtained…

Computational Physics · Physics 2015-08-13 Alexandros Syrakos , Apostolos Goulas

This paper is concerned with solutions to a one dimensional linear diffusion equation and their relation to some problems in stochastic control theory. A stochastic variational formula is obtained for the logarithm of the solution to the…

Optimization and Control · Mathematics 2009-12-02 Joseph G. Conlon , Mohar Guha

We propose a finite element discretization for the steady, generalized Navier-Stokes equations for fluids with shear-dependent viscosity, completed with inhomogeneous Dirichlet boundary conditions and an inhomogeneous divergence constraint.…

Numerical Analysis · Mathematics 2023-10-09 Julius Jeßberger , Alex Kaltenbach

This paper discussed the global existence of the smoothing solution for the Navier-Stokes equations. At first, we construct the theory of the linear equations which is about the unknown four variables functions with constant coefficients.…

Analysis of PDEs · Mathematics 2011-07-05 Jianfeng Wang

The steady motion of a viscous incompressible fluid in distorted pipes, of finite length, is modeled through the Navier-Stokes equations with mixed boundary conditions: the inflow is given by an arbitrary member of the Lions-Magenes class…

Analysis of PDEs · Mathematics 2025-06-10 Alessio Falocchi , Ana Leonor Silvestre , Gianmarco Sperone

A new class of integro-partial differential equation models is derived for the prediction of granular flow dynamics. These models are obtained using a novel limiting averaging method (inspired by techniques employed in the derivation of…

Chaotic Dynamics · Physics 2015-06-26 Denis Blackmore , Roman Samulyak , Anthony Rosato

For a class of evolution equations that possibly have only local solutions, we introduce a stochastic component that ensures that the solutions of the corresponding stochastically perturbed equations are global. The class of partial…

Analysis of PDEs · Mathematics 2024-03-12 Dan Crisan , Oana Lang