Related papers: A Stokes drift approximation based on the Phillips…
This paper deals with a Skorokhod's integral based least squares type estimator $\widehat\theta_N$ of the drift parameter $\theta_0$ computed from $N\in\mathbb N^*$ (possibly dependent) copies $X^1,\dots,X^N$ of the solution $X$ of $dX_t…
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 model integral of collisions in the form $…
Finite-amplitude gravity waves at the air-water interface induce net fluid and particle transport, known as Stokes drift. While this mechanism is well understood for steady waves, transport under unsteady, evolving conditions remains poorly…
A matrix representation of the evolution operator associated with a nonlinear stochastic flow with additive noise is used to compute its spectrum. In the weak noise limit a perturbative expansion for the spectrum is formulated in terms of…
We study the two-phase Stokes flow driven by surface tension for two fluids of different viscosities, separated by an asymptotically flat interface representable as graph of a differentiable function. The flow is assumed to be…
Problems of particle dynamics involving unsteady Stokes flows in confined geometries are typically harder to solve than their steady counterparts. Approximation techniques are often the only resort. Felderhof (see e.g. 2005, 2009b) has…
The aim of this study is to address the effects of wind-induced drift on a floating sea objects using high--resolution ocean forecast data and atmospheric data. Two applications of stochastic Leeway model for prediction of trajectories…
We apply the boundary-element method to Stokes flows with helical symmetry, such as the flow driven by an immersed rotating helical flagellum. We show that the two-dimensional boundary integral method can be reduced to one dimension using…
Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…
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…
In order to describe the dynamics of monochromatic surface waves in deep water, we derive a nonlinear and dispersive system of equations for the free surface elevation and the free surface velocity from the Euler equations in infinite…
We consider non-parametric Bayesian estimation of the drift coefficient of a one-dimensional stochastic differential equation from discrete-time observations on the solution of this equation. Under suitable regularity conditions that are…
Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…
Spectropolarimetric inversions are routinely used in the field of Solar Physics for the extraction of physical information from observations. The application to two-dimensional fields of view often requires the use of supercomputers with…
Interfaces in two-dimensional systems exhibit unexpected complex dynamical behaviors, the dynamics of a border connecting a stripe pattern and a uniform state is studied. Numerical simulations of a prototype isotropic model, the subcritical…
Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are…
Recent data-driven efforts have utilized spectral decomposition techniques to uncover the geometric self-similarity of dominant motions in the logarithmic layer, and thereby validate the attached eddy model. In this paper, we evaluate the…
We present a method how to estimate from experimental data of a turbulent velocity field the drift and the diffusion coefficient of a Fokker-Planck equation. It is shown that solutions of this Fokker-Planck equation reproduce with high…
We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variational formulation of the Fokker-Planck equation. The…
The splitting scheme (the Kato-Trotter formula) is applied to stochastic flows with common noise of the type introduced by Th.E.~Harris. The case of possibly coalescing flows with continuous infinitesimal covariance is considered and the…