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We consider a problem of statistical estimation of an unknown drift parameter for a stochastic differential equation driven by fractional Brownian motion. Two estimators based on discrete observations of solution to the stochastic…

Probability · Mathematics 2013-09-26 Yuliya Mishura , Kostiantyn Ral'chenko , Oleg Seleznev , Georgiy Shevchenko

Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…

Machine Learning · Statistics 2026-05-08 Yu Wang , Arnab Ganguly

A non-local slender body approximation for slender flexible fibers in Stokes flow can be derived, yielding an integral equation along the center lines of the fibers that involves a slenderness parameter. The formulation contains a so-called…

Numerical Analysis · Mathematics 2020-12-24 Anna-Karin Tornberg

In this paper, we propose Stoch-IDENT, a novel framework for identifying stochastic partial differential equations (SPDEs) from observational data. Our method can handle linear and nonlinear high-order SPDEs driven by time-dependent Wiener…

Numerical Analysis · Mathematics 2026-04-07 Jianbo Cui , Roy Y. He

In this paper we investigate the interaction of fluid flow with a thin porous elastic layer. We consider two fluid-filled bulk domains which are separated by a thin periodically perforated layer consisting of a fluid and an elastic solid…

Analysis of PDEs · Mathematics 2021-12-08 Markus Gahn , Maria Neuss-Radu , Willi Jäger

In this study, a new set of fifth-order Stokes wave solutions, incorporating the effects of a linear shear current, is derived by utilizing the perturbation method originally proposed for pure waves that was recently published. The present…

Fluid Dynamics · Physics 2023-08-08 Haiqi Fang , Philip L. -F. Liu , Lian Tang , Pengzhi Lin

Two-dimensional potential flow of the ideal incompressible fluid with free surface and infinite depth can be described by a conformal map of the fluid domain into the complex lower half-plane. Stokes wave is the fully nonlinear gravity wave…

Fluid Dynamics · Physics 2014-07-03 S. A. Dyachenko , P. M. Lushnikov , A. O. Korotkevich

This work considers a Stokes flow in a deformable fracture interacting with a linear elastic medium. To this end, we employ a phase-field model to approximate the crack dynamics. Phase-field methods belong to interface-capturing approaches…

Numerical Analysis · Mathematics 2024-04-15 Henry von Wahl , Thomas Wick

The second Stokes problem about behaviour of the rarefied gas filling half-space is formulated. A plane, limiting half-space, makes harmonious oscillations in the plane. The kinetic equation with modelling integral of collisions in the form…

Mathematical Physics · Physics 2011-11-16 V. A. Akimova , A. V. Latyshev , A. A. Yushkanov

Irrotational and monochromatic surface gravity waves possess a mean Lagrangian drift which transports mass and enhances mixing in the upper ocean. In the ocean, where many surface waves are present, it is commonly assumed that the mean…

Fluid Dynamics · Physics 2026-05-20 Aidan Blaser , Luc Lenain , Nick Pizzo

Explicit expressions are derived for the matrices determining the mean translational and rotational swimming velocities and the mean rate of dissipation for Stokesian swimming at low Reynolds number of a distorting sphere in a viscous…

Fluid Dynamics · Physics 2016-02-04 B. U. Felderhof , R. B. Jones

Boundary integral numerical methods are among the most accurate methods for interfacial Stokes flow, and are widely applied. They have the advantage that only the boundary of the domain must be discretized, which reduces the number of…

Numerical Analysis · Mathematics 2021-05-18 David M. Ambrose , Michael Siegel , Keyang Zhang

In this paper, a stabilized extended finite element method is proposed for Stokes interface problems on unfitted triangulation elements which do not require the interface align with the triangulation. The velocity solution and pressure…

Numerical Analysis · Mathematics 2021-01-19 Xiaoxiao He , Fei Song , Weibing Deng

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

Optimization and Control · Mathematics 2023-05-30 Joshua Cutler , Dmitriy Drusvyatskiy , Zaid Harchaoui

It is a commonly observed phenomenon that spherical particles with inertia in an incompressible fluid do not behave as ideal tracers. Due to the inertia of the particle, the dynamics are described in a four dimensional phase space and thus…

Chaotic Dynamics · Physics 2009-11-13 Phanindra Tallapragada , Shane. D. Ross

The ability of new instruments for providing accurate inferences of vector magnetic fields and line-of-sight velocities of the solar plasma depends a great deal on the sensitivity to these physical quantities of the spectral lines chosen to…

Solar and Stellar Astrophysics · Physics 2010-02-16 J. C. del Toro Iniesta , D. Orozco Suárez , L. R. Bellot Rubio

Fluid and solute transfer in X-junctions between straight channels is shown to depend critically on the junction angle in the Stokes flow regime. Experimentally, water and a water-dye solution are injected at equal flow rates in two facing…

Fluid Dynamics · Physics 2015-06-04 Mario Cachile , Laurent Talon , Juan M. Gomba , Jean-Pierre Hulin , Harold Auradou

This paper aims at developing a systematic study for the weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with very irregular drift and constant diffusion coefficients. We apply our method to…

Probability · Mathematics 2017-04-27 Hoang-Long Ngo , Dai Taguchi

We provide exact solutions of the Stokes equations for a squirming sphere close to a no-slip surface, both planar and spherical, and for the interactions between two squirmers, in three dimensions. These allow the hydrodynamic interactions…

Fluid Dynamics · Physics 2017-04-05 Dario Papavassiliou , Gareth P. Alexander

This paper is devoted to the well-posedness analysis of a nonstationary Stokes hemivariational inequality for an incompressible fluid flow described by the Stokes equations subject to a nonsmooth boundary condition of friction type…

Numerical Analysis · Mathematics 2026-03-31 Weimin Han , Shengda Zeng