Related papers: Convergence Implications via Dual Flow Method
This paper is based on a formulation of the Navier-Stokes equations developed by P. Constantin and the first author (\texttt{arxiv:math.PR/0511067}, to appear), where the velocity field of a viscous incompressible fluid is written as the…
The computation of electrical flows is a crucial primitive for many recently proposed optimization algorithms on weighted networks. While typically implemented as a centralized subroutine, the ability to perform this task in a fully…
We study the enhanced dissipation for the two-jet Kolmogorov type flow which is a stationary solution to the Navier-Stokes equations on the two-dimensional unit sphere given by the zonal spherical harmonic function of degree two. Based on…
In this paper, we construct a simple and robust two-point finite volume discretization applicable to isotropic linearized elasticity, valid in also in the incompressible Stokes' limit. The discretization is based only on co-located,…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
We study the limit of the stochastic model for two dimensional second grade fluids subjected to the periodic boundary conditions as the stress modulus tends to zero. We show that under suitable conditions on the data the whole sequence of…
The strong convergence of Euler approximations of stochastic delay differential equations is proved under general conditions. The assumptions on drift and diffusion coefficients have been relaxed to include polynomial growth and only…
Three algorithms are developed for uncertainty quantification in modeling coupled Stokes and Darcy flows. The porous media may consist of multiple regions with different properties. The permeability is modeled as a non-stationary stochastic…
Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…
We study exact solutions for the slow viscous flow of an infinite liquid caused by two rigid spheres approaching each either along or parallel to their line of centres, valid at all separations. This goes beyond the applicable range of…
We study the strong rates of the Euler-Maruyama approximation for one dimensional stochastic differential equations whose drift coefficient may be neither continuous nor one-sided Lipschitz and diffusion coefficient is H\"older continuous.…
By using the Onsager principle as an approximation tool, we give a novel derivation for the moving finite element method for gradient flow equations. We show that the discretized problem has the same energy dissipation structure as the…
We study average flow properties in porous media using a two-dimensional network simulator. It models the dynamics of two-phase immiscible bulk flow where film flow can be neglected. The boundary conditions are biperiodic which provide a…
Motivated by studies of indirect measurements in quantum mechanics, we investigate stochastic differential equations with a fixed point subject to an additional infinitesimal repulsive perturbation. We conjecture, and prove for an important…
We present and analyze in a unified setting two schemes for the numerical discretization of a Darcy-Forchheimer fluid flow model coupled with an advection-diffusion equation modeling the temperature distribution in the fluid. The first…
The one-dimensional Navier-Stokes equations are used to derive analytical expressions for the relation between pressure and volumetric flow rate in capillaries of five different converging-diverging axisymmetric geometries for Newtonian…
We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a…
We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…
Accelerated gradient descent iterations are widely used in optimization. It is known that, in the continuous-time limit, these iterations converge to a second-order differential equation which we refer to as the accelerated gradient flow.…
The numerical modelling of convection dominated high density ratio two-phase flow poses several challenges, amongst which is resolving the relatively thin shear layer at the interface. To this end we propose a sharp discretisation of the…