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Some recent developments in the analysis of long-time behaviors of stochastic solutions of nonlinear conservation laws driven by stochastic forcing are surveyed. The existence and uniqueness of invariant measures are established for…

Analysis of PDEs · Mathematics 2019-11-12 Gui-Qiang G. Chen , Peter H. C. Pang

We propose new limiting dynamics for stochastic gradient descent in the small learning rate regime called stochastic modified flows. These SDEs are driven by a cylindrical Brownian motion and improve the so-called stochastic modified…

Probability · Mathematics 2023-02-15 Benjamin Gess , Sebastian Kassing , Vitalii Konarovskyi

A recently introduced model describing -on a 1d lattice- the velocity field of a granular fluid is discussed in detail. The dynamics of the velocity field occurs through next-neighbours inelastic collisions which conserve momentum but…

Soft Condensed Matter · Physics 2016-10-19 Alessandro Manacorda , Carlos A. Plata , Antonio Lasanta , Andrea Puglisi , Antonio Prados

We prove existence of infinitely many stationary solutions as well as ergodic stationary solutions for the stochastic Navier-Stokes equations on $\mathbb{T}^2$ \begin{align*} \dif u+\div(u\otimes u)\dif t+\nabla p\dif t&=\Delta u\dif t +…

Probability · Mathematics 2024-02-22 Huaxiang Lü , Xiangchan Zhu

The instability of the interface between a dielectric and a conducting liquid, excited by a spatially homogeneous interface-normal time-periodic electric field, is studied based on experiments and theory. Special attention is paid to the…

Fluid Dynamics · Physics 2022-04-06 S. Dehe , M. Hartmann , A. Bandopadhyay , S. Hardt

The present paper is devoted to the study of the asymptotic behavior of the value functions of both finite and infinite horizon stochastic control problems and to the investigation of their relation with suitable stochastic ergodic control…

Probability · Mathematics 2018-04-06 Andrea Cosso , Giuseppina Guatteri , Gianmario Tessitore

We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…

Probability · Mathematics 2020-01-07 Sayan Banerjee , Brendan Brown

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

The two-phase horizontally periodic quasistationary Stokes flow in $\mathbb{R}^2$, describing the motion of two immiscible fluids with equal viscosities that are separated by a sharp interface, which is parameterized as the graph of a…

Analysis of PDEs · Mathematics 2024-06-12 Daniel Böhme , Bogdan-Vasile Matioc

This note discusses dynamical systems-systems that evolve through time. We start with two contemporary examples illustrating the qualitative and the quantitative behavior of dynamical systems. These are two broad categories, usually called…

Dynamical Systems · Mathematics 2023-08-25 Matthew Foreman

A gaussian distribution of binding energies, but conditioned to exploit generally available information on packing in liquids, provides a statistical-thermodynamic theory of liquid water that is structurally non-committal, molecularly…

Biological Physics · Physics 2007-05-23 J. K. Shah , D. Asthagiri , L. R. Pratt , M. E. Paulaitis

Our goal is to present the basic results on one-dimensional Gibbs and equilibrium states viewed as special invariant measures on symbolic dynamical systems, and then to describe without technicalities a sample of results they allowed to…

Dynamical Systems · Mathematics 2020-07-16 J. -R. Chazottes , G. Keller

We present approaches for the study of fluid-structure interactions subject to thermal fluctuations. A mixed mechanical description is utilized combining Eulerian and Lagrangian reference frames. We establish general conditions for…

Soft Condensed Matter · Physics 2023-02-28 Paul J. Atzberger

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

Probability · Mathematics 2021-12-24 Gabriel B. Apolinário , Laurent Chevillard , Jean-Christophe Mourrat

The theoretical study of the self-organization of two-dimensional and geophysical turbulent flows is addressed based on statistical mechanics methods. This review is a self-contained presentation of classical and recent works on this…

Fluid Dynamics · Physics 2011-10-31 Freddy Bouchet , Antoine Venaille

This contribution investigates an original stochastic approach for the emergence of stop-and-go waves in traffic flow, a collective phenomenon with significant safety and environmental implications. Using a stable nonlinear car-following…

Physics and Society · Physics 2025-12-04 Raphael Korbmacher , Parthib Khound , Antoine Tordeux , Frank Gronwald

We investigate the ergodicity of 2D large scale quasigeostrophic flows under random wind forcing. We show that the quasigeostrophic flows are ergodic under suitable conditions on the random forcing and on the fluid domain, and under no…

Analysis of PDEs · Mathematics 2016-09-07 Jinqiao Duan , Beniamin Goldys

We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we…

Probability · Mathematics 2021-05-12 Cheuk Yin Lee

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

Probability · Mathematics 2024-12-17 Zimo Hao , Michael Röckner , Xicheng Zhang

This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The Legendre transform of the Lagrangian formulation of these SPDEs yields their Lie-Poisson Hamiltonian…

Mathematical Physics · Physics 2015-08-19 Darryl D. Holm