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Exponential stochastic compression is the process when every second cell of an infinite chain may increase its weight merging randomly with left, right, or both neighboring cells. The total mass conservation is assumed. After that, merged…

Functional Analysis · Mathematics 2022-04-13 Anton A Kutsenko

The Ebin-Marsden theory is a powerful geometric framework for many PDEs from fluid dynamics. In this paper we provide a toolbox to apply the Ebin-Marsden approach to stochastic PDEs, combining tools from infinite-dimensional geometry and…

Probability · Mathematics 2023-12-08 Zdzisław Brzeźniak , Mario Maurelli , Alexander Schmeding

We present a linear, second order fully discrete numerical scheme on a staggered grid for a thermodynamically consistent hydrodynamic phase field model of binary compressible fluid flow mixtures derived from the generalized Onsager…

Numerical Analysis · Mathematics 2019-07-24 Xueping Zhao , Qi Wang

In this work the issue of whether key energetic properties (nonlinear, exponential-type dissipation in the abscence of forcing and long-term stability under conditions of time dependent loading) are automatically inherited by deforming…

Fluid Dynamics · Physics 2015-06-26 S. J. Childs

We investigate the influence of elastic turbulence on mixing of a scalar concentration field within a viscoelastic fluid in a two-dimensional Taylor-Couette geometry using numerical solutions of the Oldroyd-B model. The flow state is…

Fluid Dynamics · Physics 2025-01-03 Reinier van Buel , Holger Stark

Assuming an exponential power distribution is one way to deal with outliers in regression and clustering, which can increase the robustness of the analysis. Gaussian distribution is a special case of an exponential distribution. And an…

Methodology · Statistics 2020-12-22 Xiao Chen

This paper considers a family of distributions constructed by a stochastic mixture of the order statistics of a sample of size two. Various properties of the proposed model are studied. We apply the model to extend the exponential and…

Statistics Theory · Mathematics 2019-04-10 S. M. Mirhoseini , A. Dolati , M. Amini

In this paper, we introduce the second-order Esscher pricing notion for continuous-time models. Depending whether the stock price $S$ or its logarithm is the main driving noise/shock in the Esscher definition, we obtained two classes of…

Mathematical Finance · Quantitative Finance 2024-07-08 Tahir Choulli , Ella Elazkany , Michèle Vanmaele

This paper is concerned with the incompressible limit problem for strong solutions of compressible two-phase flow models under periodic boundary conditions, where the Navier-Stokes equations are nonlinearly coupled with either Cahn-Hilliard…

Analysis of PDEs · Mathematics 2025-03-04 Yinghua Li , Manrou Xie

In this survey, we address mixing from the point of view of partial differential equations, motivated by applications that arise in fluid dynamics. We give an account of optimal mixing, loss of regularity for transport equations, enhanced…

Analysis of PDEs · Mathematics 2023-08-03 Michele Coti Zelati , Gianluca Crippa , Gautam Iyer , Anna L. Mazzucato

We present a systematic derivation of thermodynamically consistent hydrodynamic phase field models for compressible viscous fluid mixtures using the generalized Onsager principle. By maintaining momentum conservation while enforcing mass…

Numerical Analysis · Mathematics 2018-09-25 Xueping Zhao , Tiezheng Qian , Qi Wang

This paper deals with the exponential separation of type II, an important concept for random systems of differential equations with delay, introduced in \JM\ et al.~\cite{MiNoOb1}. Two different approaches to its existence are presented.…

Dynamical Systems · Mathematics 2025-03-05 Marek Kryspin , Janusz Mierczynski , Sylvia Novo , Rafael Obaya

We develop a new setting for the exponential principle in the context of multisort species, where indecomposable objects are generated intrinsically instead of being given in advance. Our approach uses the language of functors and natural…

Combinatorics · Mathematics 2011-02-01 Peter Cameron , Christian Krattenthaler , Thomas W. Müller

We construct an ensemble distribution to describe steady immiscible two-phase flow of two incompressible fluids in a porous medium. The system is found to be ergodic. The distribution is used to compute macroscopic flow parameters. In…

Fluid Dynamics · Physics 2017-03-08 Isha Savani , Dick Bedeaux , Signe Kjelstrup , Morten Vassvik , Santanu Sinha , Alex Hansen

In the variational principle leading to the Euler equation for a perfect fluid, we can use the method of undetermined multiplier for holonomic constraints representing mass conservation and adiabatic condition. For a dissipative fluid, the…

Fluid Dynamics · Physics 2012-06-03 Hiroki Fukagawa , Youhei Fujitani

In these lecture notes, we provide an introduction to the theory of mixing for incompressible flows from a PDE perspective. We discuss both the Lagrangian (ODE) and Eulerian (PDE, continuity equation) viewpoints, and introduce suitable…

Analysis of PDEs · Mathematics 2026-02-12 Gianluca Crippa

Stochastic parametrisations of the interactions among disparate scales of motion in fluid convection are often used for estimating prediction uncertainty, which can arise due to inadequate model resolution, or incomplete observations,…

Fluid Dynamics · Physics 2022-12-14 Darryl D. Holm , Wei Pan

We introduce a diffuse interface model describing the evolution of a mixture of two different viscous incompressible fluids of equal density. The main novelty of the present contribution consists in the fact that the effects of temperature…

Analysis of PDEs · Mathematics 2014-01-15 Michela Eleuteri , Elisabetta Rocca , Giulio Schimperna

We give simple criteria to identify the exponential order of magnitude of the absolute value of the determinant for wide classes of random matrix models, not requiring the assumption of invariance. These include Gaussian matrices with…

Probability · Mathematics 2023-02-22 Gérard Ben Arous , Paul Bourgade , Benjamin McKenna

We give sufficient criteria for the Dol\'eans-Dade exponential of a stochastic integral with respect to a counting process local martingale to be a true martingale. The criteria are adapted particularly to the case of counting processes and…

Probability · Mathematics 2015-09-09 Alexander Sokol , Niels Richard Hansen
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