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This course explains how the usual mean field evolution partial differential equations (PDEs) in Statistical Physics - such as the Vlasov-Poisson system, the vorticity formulation of the two-dimensional Euler equation for incompressible…

Analysis of PDEs · Mathematics 2016-06-29 François Golse

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

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

Probability · Mathematics 2017-01-11 Vincent Bansaye

We develop a general formalism for introducing stochastic fluctuations around thermodynamic equilibrium which takes into account, for the first time, recent developments on the causality and stability properties of relativistic hydrodynamic…

Nuclear Theory · Physics 2023-06-16 Nicki Mullins , Mauricio Hippert , Jorge Noronha

Nonlinear energy-conserving drift-fluid equations that are suitable to describe self-consistent finite-beta low-frequency electromagnetic (drift-Alfven) turbulent fluctuations in a nonuniform, anisotropic, magnetized plasma are derived from…

Plasma Physics · Physics 2009-11-11 Alain J. Brizard

Variational principles for magnetohydrodynamics were introduced by previous authors both in Lagrangian and Eulerian form. In this paper we introduce simpler Eulerian variational principles from which all the relevant equations of barotropic…

Plasma Physics · Physics 2019-12-06 Asher Yahalom , Donald Lynden-Bell

Fluid deformation and strain history are central to wide range of fluid mechanical phenomena ranging from fluid mixing and particle transport to stress development in complex fluids and the formation of Lagrangian coherent structures…

Fluid Dynamics · Physics 2025-10-03 Daniel R. Lester , Marco Dentz , Tanguy Le Borgne , Felipe P. J. de Barros

The Lagrangian dynamics of a single fluid element within a self-gravitational matter field is intrinsically non-local due to the presence of the tidal force. This complicates the theoretical investigation of the non-linear evolution of…

Cosmology and Nongalactic Astrophysics · Physics 2016-03-23 Xin Wang , Alex Szalay

The aim of the book is to present some recent results in the theory of stochastic It\^o equations with singular deterministic part (drift) and its applications to second-order elliptic and parabolic equations with singular first-order…

Probability · Mathematics 2026-05-06 N. V. Krylov

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

We present a fully Lagrangian conservation form of the general relativistic hydrodynamic equations for perfect fluids with artificial viscosity in a given arbitrary background spacetime. This conservation formulation is achieved by choosing…

Astrophysics · Physics 2009-10-31 S. Siegler , H. Riffert

Hamilton variational principle for special type of statistical ensemble of deterministic dynamical systems is derived. Thie form of variational principle allows one to describe the statistical ensemble in terms of wave functions and…

Mathematical Physics · Physics 2007-05-23 Yuri A. Rylov

Cauchy invariants are now viewed as a powerful tool for investigating the Lagrangian structure of three-dimensional (3D) ideal flow (Frisch & Zheligovsky, Commun. Math. Phys., vol. 326, 2014, pp. 499-505, Podvigina et al., J. Comput. Phys.,…

Fluid Dynamics · Physics 2017-08-01 Nicolas Besse , Uriel Frisch

In this paper, we consider a kind of fully coupled slow fast motion, in which the slow variable satisfies the non Lipschitz condition. We prove that the stochastic flow of the slow variable exists and moreover, satisfies the large deviation…

Probability · Mathematics 2024-09-20 Mingkun Ye , Zuozheng Zhang

This study proposes and analyses a novel higher-order, structure preserving discretization method for inviscid barotropic flows from a Lagrangian perspective. The method is built on a multisymplectic variational principle discretized over a…

Numerical Analysis · Mathematics 2025-12-10 Mukthesh Mahadev , Marc Gerritsma

The following principle of minimum energy may be a powerful substitute to the dynamical perturbation method, when the latter is hard to apply. Fluid elements of self-gravitating barotropic flows, whose vortex lines extend to the boundary of…

Astrophysics · Physics 2007-05-23 Joseph Katz , Shogo Inagaki , Asher Yahalom

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

A grid-free variant of the Direct Simulation Monte Carlo (DSMC) method is proposed, named the Isotropic DSMC (I-DSMC) method, that is suitable for simulating dense fluid flows at molecular scales. The I-DSMC algorithm eliminates all grid…

Statistical Mechanics · Physics 2015-05-13 A. Donev , B. J. Alder , A. L. Garcia

We study a stochastic control problem for nonlinear systems governed by stochastic differential equations with irregular drift. The drift coefficient is assumed to decompose as $b(t,x,a)=b_1(t,x)+b_2(x)b_3(t,a)$, where $b_1$ is bounded and…

Optimization and Control · Mathematics 2026-04-02 Antoine Marie Bogso , Rhoss Likibi Pellat , Wilfried Kuissi Kamdem , Olivier Menoukeu Pamen
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