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The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…

Mathematical Physics · Physics 2008-12-11 Wei Wang , A. J. Roberts

Non-stationary extremal dependence, whereby the relationship between the extremes of multiple variables evolves over time, is commonly observed in many environmental and financial data sets. However, most multivariate extreme value models…

Methodology · Statistics 2025-09-29 C. J. R. Murphy-Barltrop , J. L. Wadsworth , M. de Carvalho , B. D. Youngman

The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…

Analysis of PDEs · Mathematics 2016-11-03 Martin Burger , Jan-Frederik Pietschmann

In this paper, we construct and analyze a multiscale (finite element) method for parabolic problems with heterogeneous dynamic boundary conditions. As origin, we consider a reformulation of the system in order to decouple the discretization…

Numerical Analysis · Mathematics 2020-09-16 Robert Altmann , Barbara Verfürth

We study boundary conditions applied to the macroscopic dynamics of Newtonian liquids from the view of microscopic particle systems. We assume the existence of microscopic boundary conditions that are uniquely determined from a microscopic…

Statistical Mechanics · Physics 2019-03-28 Hiroyoshi Nakano , Shin-ichi Sasa

Long simulation times in climate sciences typically require coarse grids due to computational constraints. Nonetheless, unresolved subscale information significantly influences the prognostic variables and can not be neglected for reliable…

Numerical Analysis · Mathematics 2018-02-22 Konrad Simon , Jörn Behrens

The conventional no-slip boundary condition leads to a non-integrable stress singularity at a moving contact line. This makes numerical simulations challenging, especially when capillary effects are essential for the dynamics of the flow.…

Fluid Dynamics · Physics 2017-09-18 Hanna Holmgren , Gunilla Kreiss

The boundary integral method is extended to derive closed integro-differential equations applicable to computation of the shape and propagation speed of a steadily moving spot and to the analysis of dynamic instabilities in the sharp…

Pattern Formation and Solitons · Physics 2016-09-07 L. M. Pismen

The identification of nonlinear dynamics from observations is essential for the alignment of the theoretical ideas and experimental data. The last, in turn, is often corrupted by the side effects and noise of different natures, so…

Machine Learning · Computer Science 2020-06-08 Anna Shalova , Ivan Oseledets

Systems of reaction-diffusion equations are commonly used in biological models of food chains. The populations and their complicated interactions present numerous challenges in theory and in numerical approximation. In particular,…

Numerical Analysis · Mathematics 2015-10-28 Matthew Beauregard , Joshua Padgett , Rana Parshad

Diffusion preserves the positivity of concentrations, therefore, multicomponent diffusion should be nonlinear if there exist non-diagonal terms. The vast variety of nonlinear multicomponent diffusion equations should be ordered and special…

Materials Science · Physics 2015-03-17 A. N. Gorban , H. P. Sargsyan , H. A. Wahab

A generalized multibaker map with periodic boundary conditions is shown to model boundary-driven transport, when the driving is applied by a ``perturbation'' of the dynamics localised in a macroscopically small region. In this case there…

Chaotic Dynamics · Physics 2015-06-26 Juergen Vollmer , Tamas Tel , Laszlo Matyas

Absorbing-boundary-condition method and its applications to nuclear responses and breakup reactions are reported. The method facilitates calculations of the continuum states in the coordinate space of many degrees of freedom. Properties of…

Nuclear Theory · Physics 2017-08-23 Takashi Nakatsukasa , Manabu Ueda , Kazuhiro Yabana

We consider parabolic systems with nonlinear dynamic boundary conditions, for which we give a rigorous derivation. Then, we give them several physical interpretations which includes an interpretation for the porous-medium equation, and for…

Analysis of PDEs · Mathematics 2012-10-30 Ciprian G. Gal

We discuss a multiscale Galerkin approximation scheme for a system of coupled quasilinear parabolic equations. These equations arise from the upscaling of a pore scale filtration combustion model under the assumptions of large Damkh\"oler…

Analysis of PDEs · Mathematics 2018-04-06 Ekeoma R. Ijioma , Stephen E. Moore

Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…

Analysis of PDEs · Mathematics 2010-03-12 Wei Wang , A. J. Roberts

For reaction-diffusion processes without exclusion, in which the particles can exist in the same site of a one-dimensional lattice, we study all the integrable models which can be obtained by imposing a boundary condition on the master…

Statistical Mechanics · Physics 2009-11-11 M. Alimohammadi

The boundary treatment is fundamental for modeling fluid flows; especially, in the lattice Boltzmann method, the curved boundary conditions effectively improve the accuracy of single-phase simulations with complex-geometry boundaries.…

Fluid Dynamics · Physics 2022-07-22 Yichen Yao , Yangsha Liu , Xingguo Zhong , Binghai Wen

The development of chemical reaction models aids understanding and prediction in areas ranging from biology to electrochemistry and combustion. A systematic approach to building reaction network models uses observational data not only to…

Computational Engineering, Finance, and Science · Computer Science 2019-01-23 Nikhil Galagali , Youssef M. Marzouk

We present an novel framework for efficiently and effectively extending the powerful continuous diffusion processes to discrete modeling. Previous approaches have suffered from the discrepancy between discrete data and continuous modeling.…

Machine Learning · Computer Science 2024-10-31 Yuxuan Gu , Xiaocheng Feng , Lei Huang , Yingsheng Wu , Zekun Zhou , Weihong Zhong , Kun Zhu , Bing Qin