Related papers: Convergence Implications via Dual Flow Method
In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…
A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…
We study a one dimensional model for two-phase flows in heterogeneous media, in which the capillary pressure functions can be discontinuous with respect to space. We first give a model, leading to a system of degenerated non-linear…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
We re-derive the equations of motion of dissipative relativistic fluid dynamics from kinetic theory. In contrast to the derivation of Israel and Stewart, which considered the second moment of the Boltzmann equation to obtain equations of…
We report on generic relations between fractional flow and pressure in steady two-phase flow in porous media. The main result is a differential equation for fractional flow as a function of phase saturation. We infer this result from two…
We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the…
We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…
A one-way wave equation is an evolution equation in one of the space directions that describes (approximately) a wave field. The exact wave field is approximated in a high frequency, microlocal sense. Here we derive the pseudodifferential…
Conditioning diffusion and flow models have proven effective for super-resolving small-scale details in natural images.However, in physical sciences such as weather, super-resolving small-scale details poses significant challenges due to:…
In this paper we prove an approximate continuity result for stochastic differential equations with normal reflections in domains satisfying Saisho's conditions, which together with the Wong-Zakai approximation result completes the support…
This paper contributes to the exploration of a recently introduced computational paradigm known as second-order flows, which are characterized by novel dissipative hyperbolic partial differential equations extending accelerated gradient…
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…
We prove the existence of a solution to an equation governing the number density within a compact domain of a discrete particle system for a prescribed class of particle interactions taking into account the effects of the diffusion and…
A succesful method to describe the asymptotic behavior of a discrete time stochastic process governed by some recursive formula is to relate it to the limit sets of a well chosen mean differential equation. Under an attainability condition,…
We consider properties of one-dimensional diffusive dichotomous flow and discuss effects of resonant activation in the presence of statistically independent random resetting mechanism. Resonant activation and stochastic resetting are two…
Energy distributions of high frequency linear wave fields are often modelled in terms of flow or transport equations with ray dynamics given by a Hamiltonian vector field in phase space. Applications arise in underwater and room acoustics,…
In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…
We consider two implicit approximation schemes of the one-dimensional supercooled Stefan problem and prove their convergence, even in the presence of finite time blow-ups. All proofs are based on a probabilistic reformulation recently…