Related papers: Temporal Integrators for Fluctuating Hydrodynamics
"Generalized Hydrodynamics" (GHD) stands for a model that describes one-dimensional \textit{integrable} systems in quantum physics, such as ultra-cold atoms or spin chains. Mathematically, GHD corresponds to nonlinear equations of kinetic…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
The reformulation of nonequilibirum thermodynamics, to include the treatment of thermodynamic fluctuations, is applied to the hydrodynamic fluctuations of a simple fluid. It is shown that the nonequilibrium thermodynamic scheme leads to the…
Thermal fluctuations affect the dynamics of systems near critical points, the evolution of the early universe, and two-particle correlations in heavy-ion collisions. For the latter, numerical simulations of nearly-ideal, relativistic fluids…
We study the contribution of advection by thermal velocity fluctuations to the effective diffusion coefficient in a mixture of two identical fluids. The steady-state diffusive flux in a finite system subject to a concentration gradient is…
We investigate the feasibility of modelling turbulence via numeric functional integration. By transforming the Burgers' equation into a functional integral we are able to calculate equal-time spatial correlation of system variables using…
The aim of this paper is to numerically solve a diffusion differential problem having time derivative of fractional order. To this end we propose a collocation-Galerkin method that uses the fractional splines as approximating functions. The…
Many coarse-grained models have been developed for equilibrium studies of lipid bilayer membranes. To achieve in simulations access to length-scales and time-scales difficult to attain in fully atomistic molecular dynamics, these…
This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…
The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…
We solve an inverse problem for fluid particle pair-statistics: we show that a time sequence of probability density functions (PDF's) of separations can be exactly reproduced by solving the diffusion equation with a suitable time-dependent…
Implicit time-stepping for advection is applied locally in space and time where Courant numbers are large, but standard explicit time-stepping is used for the remaining solution which is typically the majority. This adaptively implicit…
In the task of predicting spatio-temporal fields in environmental science using statistical methods, introducing statistical models inspired by the physics of the underlying phenomena that are numerically efficient is of growing interest.…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
We consider time dependent thermal fluid structure interaction. The respective models are the compressible Navier-Stokes equations and the nonlinear heat equation. A partitioned coupling approach via a Dirichlet-Neumann method and a fixed…
Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that…
We propose a generalization of quantum mechanical equations in the hydrodynamic form by introducing, into the Lagrangian density, terms taking into account the diffusion velocity at zero and finite temperatures and the diffusion pressure…
A dispersive wave hydro-sediment-morphodynamic model developed by complementing the shallow water hydro-sediment-morphodynamic (SHSM) equations with the dispersive term from the Green-Naghdi equations is presented. A numerical solution…
We provide a stochastic fractional diffusion equation description of energy transport through a finite one-dimensional chain of harmonic oscillators with stochastic momentum exchange and connected to Langevian type heat baths at the…