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We propose a one-way coupled model that tracks individual primary particles in a conceptually simple cellular flow setup to predict flocculation in turbulence. This computationally efficient model accounts for Stokes drag, lubrication,…

Fluid Dynamics · Physics 2020-04-22 K. Zhao , B. Vowinckel , T. -J. Hsu , T. Köllner , B. Bai , E. Meiburg

We consider a mathematical model for the interactions of an elastic body fully immersed in a viscous, incompressible fluid. The corresponding composite PDE system comprises a linearized Navier-Stokes system and a dynamic system of…

Analysis of PDEs · Mathematics 2009-12-23 Francesca Bucci , Irena Lasiecka

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

We consider here a two-dimensional incompressible fluid in a periodic channel, whose density is advected by pure transport, and whose velocity is given by the Stokes equation with gravity source term. Dirichlet boundary conditions are taken…

Analysis of PDEs · Mathematics 2025-08-27 Anne-Laure Dalibard , Julien Guillod , Antoine Leblond

Forecasting ocean drift trajectories are important for many applications, including search and rescue operations, oil spill cleanup and iceberg risk mitigation. In an operational setting, forecasts of drift trajectories are produced based…

Computation · Statistics 2020-03-26 Håvard Heitlo Holm , Martin Lilleeng Sætra , Peter Jan van Leeuwen

We consider the Stokes system in $\mathbb R^3,$ deprived of $N$ spheres of radius $1/N,$ completed by constant boundary conditions on the spheres. This problem models the instantaneous response of a viscous fluid to an immersed cloud of…

Analysis of PDEs · Mathematics 2020-01-08 Kleber Carrapatoso , Matthieu Hillairet

We consider the problem of estimating the roughness of the volatility process in a stochastic volatility model that arises as a nonlinear function of fractional Brownian motion with drift. To this end, we introduce a new estimator that…

Statistical Finance · Quantitative Finance 2026-04-17 Xiyue Han , Alexander Schied

We formulate a method for computing Stokes flow past a highly deformed sphere with arbitrarily defined surface velocity. The fundamental ingredient is an explicit extrapolation operator extending a velocity field from the surface of a…

Soft Condensed Matter · Physics 2018-01-25 Amir Nourhani , Paul E. Lammert

We compute profile likelihoods for a stochastic model of diffusive transport motivated by experimental observations of heat conduction in layered skin tissues. This process is modelled as a random walk in a layered one-dimensional material,…

Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…

Numerical Analysis · Mathematics 2023-12-06 David Cohen , Annika Lang

A simple procedure to approximate the noncommutation terms that arise whenever it is necessary to use a variable scale filtering of the motion equations and to compensate directly the flow solutions from the commutation error is here…

Fluid Dynamics · Physics 2012-11-29 Michele Iovieno , Daniela Tordella

We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…

Probability · Mathematics 2016-02-04 Ioannis Karatzas , Johannes Ruf

The major challenges for a fully polarized radiative transfer driven approach to Zeeman-Doppler imaging are still the enormous computational requirements. In every cycle of the iterative interplay between the forward process (spectral…

Astrophysics · Physics 2008-07-25 T. A. Carroll , M. Kopf , K. G. Strassmeier

The system describing the dynamics of a compressible isentropic fluid exhibiting viscosity and internal capillarity in one space dimension and in Lagrangian coordinates, is considered. It is assumed that the viscosity and the capillarity…

Analysis of PDEs · Mathematics 2026-04-07 R. Folino , C. Lattanzio , R. G. Plaza

We survey recent developments in the field of complexity of pathwise approximation in $p$-th mean of the solution of a stochastic differential equation at the final time based on finitely many evaluations of the driving Brownian motion.…

Probability · Mathematics 2024-03-04 T. Müller-Gronbach , L. Yaroslavtseva

We study the spectral stability of small-amplitude Stokes waves in a family of weakly nonlinear, unidirectional models of the form $u_t + L u + (u^2)_x = 0$. We introduce a perturbation method to expand the spectral data in wave amplitude…

Analysis of PDEs · Mathematics 2026-03-17 Benjamin Akers , Ryan P. Creedon

Recently, a new paradigm named \emph{drifting model} has been proposed for mapping distributions, which achieves the SOTA image generation performance over ImageNet via one-step neural functional evaluation (NFE). The basic idea is to…

Machine Learning · Computer Science 2026-05-07 Guoqiang Zhang , Kenta Niwa , W. Bastiaan Kleijn

Various methods for numerically solving Stokes Flow, where a small Reynolds number is assumed to be zero, are investigated. If pressure, horizontal velocity, and vertical velocity can be decoupled into three different equations, the…

Computational Engineering, Finance, and Science · Computer Science 2017-12-21 Ryan Hermle

Our knowledge of the lower solar atmosphere is mainly obtained from spectropolarimetric observations, which are often carried out in the red or infrared spectral range and almost always cover only a single or a few spectral lines. Here we…

Instrumentation and Methods for Astrophysics · Physics 2019-01-30 T. L. Riethmüller , S. K. Solanki

Systems of spherical particles moving in Stokes flow are studied for a different particle internal structure and boundaries, including the Navier-slip model. It is shown that their hydrodynamic interactions are well described by treating…

Soft Condensed Matter · Physics 2015-06-18 Bogdan Cichocki , Maria L. Ekiel-Jezewska , Eligiusz Wajnryb