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By viewing a velocity gradient in a fluid as an internal disturbance and treating it as a constraint on the wave function of a system, a linear evolution equation for the wave function is obtained from the Lagrange multiplier method. It…

Statistical Mechanics · Physics 2012-11-13 M. -L. Zhang , D. A. Drabold

We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…

Analysis of PDEs · Mathematics 2024-12-12 Abhishek Chaudhary

We give a new and constructive proof of the existence of global-in-time weak solutions of the 3-dimensional incompressible semi-geostrophic equations (SG) in geostrophic coordinates, for arbitrary initial measures with compact support. This…

Analysis of PDEs · Mathematics 2022-01-19 David P. Bourne , Charlie P. Egan , Beatrice Pelloni , Mark Wilkinson

We propose a novel formulation for parametric finite element methods to simulate surface diffusion of closed curves, which is also called as the curve diffusion. Several high-order temporal discretizations are proposed based on this new…

Numerical Analysis · Mathematics 2024-08-27 Harald Garcke , Wei Jiang , Chunmei Su , Ganghui Zhang

We investigate the well-posedness of a coupled Navier-Stokes-Fokker-Planck system with a time-fractional derivative. Such systems arise in the kinetic theory of dilute solutions of polymeric liquids, where the motion of noninteracting…

Analysis of PDEs · Mathematics 2026-04-10 Marvin Fritz , Endre Süli , Barbara Wohlmuth

We consider a dynamical elasto-plasticity system with Kelvin--Voigt viscosity and linear kinematic hardening of Melan--Prager type. The model is formulated in a variational framework in which a constraint set for the stress evolves in time…

Analysis of PDEs · Mathematics 2026-03-02 Yoshiho Akagawa , Kazunori Matsui

We build surrogate models for dynamic 3D subsurface single-phase flow problems with multiple vertical producing wells. The surrogate model provides efficient pressure estimation of the entire formation at any timestep given a stochastic…

Computational Engineering, Finance, and Science · Computer Science 2021-11-17 Rui Xu , Dongxiao Zhang , Nanzhe Wang

A space-discretization for the elastic flow of inextensible curves is devised and quasi-optimal convergence of the corresponding semi-discrete problem is proved for a suitable discretization of the nonlinear inextensibility constraint.…

Numerical Analysis · Mathematics 2025-04-07 Sören Bartels , Klaus Deckelnick , Dominik Schneider

This study explores the dynamics of finite-size fibers suspended freely in a viscoelastic turbulent flow. For a fiber suspended in Newtonian flows, two different flapping regimes were identified previously by Rosti et al (2018). Here we…

Fluid Dynamics · Physics 2024-03-08 M. S. Aswathy , Marco E Rosti

It is shown that the kinematic system describing planar non-steady motions of ideal fibre-reinforced fluids may be reduced to a single two-dimensional third-order partial differential equation in which time enters parametrically. A…

Exactly Solvable and Integrable Systems · Physics 2021-11-18 Dmitry K. Demskoi , Wolfgang K. Schief

We present a discrete space-time stochastic partial differential equation (SPDE) model to describe the dynamics of a weakly self-avoiding polymer with intrinsic length $J$. By introducing a penalty factor tailored to the discrete setting,…

Probability · Mathematics 2025-07-31 Jiaming Chen

Turbulent compressible flows are traditionally simulated using explicit time integrators applied to discretized versions of the Navier-Stokes equations. However, the associated Courant-Friedrichs-Lewy condition severely restricts the…

Computational Physics · Physics 2021-08-11 Dominik Wilde , Andreas Krämer , Dirk Reith , Holger Foysi

This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…

Analysis of PDEs · Mathematics 2024-10-31 Rômulo Damasclin Chaves dos Santos , Jorge Henrique de Oliveira Sales

We present a simple and efficient variational finite difference method for simulating time-dependent Stokes flow in the presence of irregular free surfaces and moving solid boundaries. The method uses an embedded boundary approach on…

Computational Physics · Physics 2011-05-25 Christopher Batty , Robert Bridson

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

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…

Numerical Analysis · Mathematics 2019-03-05 Ilona Ambartsumyan , Eldar Khattatov , ChangQing Wang , Ivan Yotov

A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…

Numerical Analysis · Mathematics 2021-05-04 Xing Liu

We present new approaches for solving constrained multicomponent nonlinear Schr\"odinger equations in arbitrary dimensions. The idea is to introduce an artificial time and solve an extended damped second order dynamic system whose…

Computational Physics · Physics 2021-06-16 M Gulliksson , M Ogren

This paper considers the Cauchy problem for the nonlinear dynamic string equation of Kirchhoff-type with time-varying coefficients. The objective of this work is to develop a time domain discretization algorithm capable of approximating a…

Analysis of PDEs · Mathematics 2024-04-09 Jemal Rogava , Zurab Vashakidze

In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…

Numerical Analysis · Mathematics 2022-11-10 Guoliang Zhang , Hongqiang Zhu , Tao Xiong
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