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Stochastic Stokes' drift and hypersensitive transport driven by dichotomous noise are theoretically investigated. Explicit mathematical expressions for the asymptotic probability density and drift velocity are derived including the…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
The hydrodynamics of viscoelastic materials (for example polymer melts and solutions) presents interesting and complex phenomena, for example instabilities and turbulent flow at very low Reynolds numbers due to normal stress effects and the…
The concern of the present work is the introduction of a very efficient Asymptotic Preserving scheme for the resolution of highly anisotropic diffusion equations. The characteristic features of this scheme are the uniform convergence with…
Nonlinear distortion of infrasonic waves through atmospheres up to thermospheric altitudes govern large-range ground-level observations of explosive noise sources, causing large differences between the near and far field. Propagation…
A compressible, viscous and heat conducting fluid is confined between two parallel plates maintained at a constant temperature and subject to a strong stratification due to the gravitational force. We consider the asymptotic limit, where…
A particle-based model for mesoscopic fluid dynamics is used to simulate steady and unsteady flows around a circular and a square cylinder in a two-dimensional channel for a range of Reynolds number between 10 and 130. Numerical results for…
An elementary analytical fluid flow is composed by a geometric domain, a list of analytical constraints and by the function which depends on the physical properties, as Reynolds number, of the considered fluid. For this object, notions of…
We study a class of deterministic flows in ${\mathbb R}^{d\times k}$, parametrized by a random matrix ${\boldsymbol X}\in {\mathbb R}^{n\times d}$ with i.i.d. centered subgaussian entries. We characterize the asymptotic behavior of these…
In the present paper a simple dynamical model for computing the osmotically driven fluid flow in a variety of complex, non equilibrium situations is derived from first principles. Using the Oberbeck-Boussinesq approximation, the basic…
The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…
In this paper we study the small noise asymptotic expansions for certain classes of local volatility models arising in finance. We provide explicit expressions for the involved coefficients as well as accurate estimates on the remainders.…
We derived here in a systematic way, and for a large class of scaling regimes, asymptotic models for the propagation of internal waves at the interface between two layers of immiscible fluids of different densities, under the rigid lid…
We discuss the applicability of the kinematic $\alpha$-effect formalism at high magnetic Reynolds numbers. In this regime the underlying flow is likely to be a small-scale dynamo, leading to the exponential growth of fluctuations.…
Two different "wave chaotic" systems, involving complex eigenvalues or resonances, can be analyzed using common semiclassical methods. In particular, one obtains fractal Weyl upper bounds for the density of resonances/eigenvalues near the…
This paper studies the sharp interface limit for a mass conserving Allen-Cahn equation added an external noise and derives a stochastically perturbed mass conserving mean curvature flow in the limit. The stochastic term destroys the precise…
We obtain a large deviation principle describing the small time asymptotics of the solution of a stochastic evolution equation with multiplicative noise. Our assumptions are a condition on the linear drift operator that is satisfied by…
This study is concerned with numerical linear stability analysis of liquid metal flow in a square duct with thin electrically conducting walls subject to a uniform transverse magnetic field. We derive an asymptotic solution for the base…
The narrow and wide-angle parabolic equations for the quasi-monochromatic sound wave packets propagating in a waveguide with a non-stationary background flow are obtained. The results of numerical simulations are presented.
The marginal likelihood, or Bayesian evidence, is a crucial quantity for Bayesian model comparison but its computation can be challenging for complex models, even in parameters space of moderate dimension. The learned harmonic mean…