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We study the evolution of a passive scalar subject to molecular diffusion and advected by an incompressible velocity field on a 2D bounded domain. The velocity field is $u = \nabla^\perp H$, where H is an autonomous Hamiltonian whose level…

Analysis of PDEs · Mathematics 2024-07-10 Michele Dolce , Carl Johan Peter Johansson , Massimo Sorella

This paper develops the geometry and analysis of the averaged Euler equations for ideal incompressible flow in domains in Euclidean space and on Riemannian manifolds, possibly with boundary. The averaged Euler equations involve a parameter…

We consider a multidimensional monostable reaction-diffusion equation whose nonlinearity involves periodic heterogeneity. This serves as a model of invasion for a population facing spatial heterogeneities. As a rescaling parameter tends to…

Analysis of PDEs · Mathematics 2015-03-16 Matthieu Alfaro , Thomas Giletti

In this paper, we consider the adaptive Eulerian--Lagrangian method (ELM) for linear convection-diffusion problems. Unlike the classical a posteriori error estimations, we estimate the temporal error along the characteristics and derive a…

Numerical Analysis · Mathematics 2012-09-07 Xiaozhe Hu , Young-Ju Lee , Jinchao Xu , Chensong Zhang

In this paper we introduce the hyperbolic mean curvature flow and prove that the corresponding system of partial differential equations are strictly hyperbolic, and based on this, we show that this flow admits a unique short-time smooth…

Differential Geometry · Mathematics 2010-04-19 Chun-Lei He , De-Xing Kong , Kefeng Liu

We consider a class of multiscale parabolic problems with diffusion coefficients oscillating in space at a possibly small scale $\varepsilon$. Numerical homogenization methods are popular for such problems, because they capture efficiently…

Numerical Analysis · Mathematics 2016-08-18 Nicolas Crouseilles , Mohammed Lemou , Gilles Vilmart

We perform an exhaustive study of the simplest, nontrivial problem in advection-diffusion -- a finite absorber of arbitrary cross section in a steady two-dimensional potential flow of concentrated fluid. This classical problem has been…

Soft Condensed Matter · Physics 2009-11-10 Jaehyuk Choi , Dionisios Margetis , Todd M. Squires , Martin Z. Bazant

We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…

Probability · Mathematics 2021-06-14 Charles-Edouard Bréhier , Shmuel Rakotonirina-Ricquebourg

We analyze numerical approximations for axisymmetric two-phase flow in the arbitrary Lagrangian-Eulerian (ALE) framework. We consider a parametric formulation for the evolving fluid interface in terms of a one-dimensional generating curve.…

Numerical Analysis · Mathematics 2023-12-25 Harald Garcke , Robert Nürnberg , Quan Zhao

In this paper, we investigate a system coupled by nonhomogeneous incompressible Navier-Stokes equations and Allen-Cahn equations describing a diffuse interface for two-phase flow of viscous fluids with different densities in a bounded…

Analysis of PDEs · Mathematics 2025-03-06 Yinghua Li , Wenlin Ye

We propose an algorithm for approximating the solution of a strongly oscillating SDE, that is, a system in which some ergodic state variables evolve quickly with respect to the other variables. The algorithm profits from homogenization…

Probability · Mathematics 2015-03-19 Camilo Andrés García Trillos

A Type-I model of a multicomponent system of fluids with non-constant temperature is derived as the high-friction limit of a Type-II model via a Chapman-Enskog expansion. The asymptotic model is shown to fit into the general theory of…

Analysis of PDEs · Mathematics 2022-08-10 Stefanos Georgiadis , Athanasios E. Tzavaras

This brief pedagogical note re-proves a simple theorem on the convergence, in $L_2$ and in probability, of time averages of non-stationary time series to the mean of expectation values. The basic condition is that the sum of covariances…

Probability · Mathematics 2022-03-22 Cosma Rohilla Shalizi

In this paper, we develop a general homogenization theory for elliptic equations with coefficients that oscillate periodically at infinitely many scales $\varepsilon = (\varepsilon_1, \varepsilon_2, \cdots) \in (0,1)^\infty$, with…

Analysis of PDEs · Mathematics 2026-05-05 Zhongwei Shen , Yao Xu , Jinping Zhuge

The asymptotic expansion method is generalized from the periodic setting to stationary ergodic stochastic geometries. This will demonstrate that results from periodic asymptotic expansion also apply to non-periodic structures of a certain…

Mathematical Physics · Physics 2015-03-17 Martin Heida

We construct and justify leading order weakly nonlinear geometric optics expansions for nonlinear hyperbolic initial value problems, including the compressible Euler equations. The technique of simultaneous Picard iteration is employed to…

Analysis of PDEs · Mathematics 2012-07-18 Matthew Hernandez

Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…

Methodology · Statistics 2017-04-03 Nina Munkholt Jakobsen , Michael Sørensen

A class of parabolic cross-diffusion systems modeling the interaction of an arbitrary number of population species is analyzed in a bounded domain with no-flux boundary conditions. The equations are formally derived from a random-walk…

Analysis of PDEs · Mathematics 2015-02-20 Nicola Zamponi , Ansgar Jüngel

We compute, using matched asymptotic expansions, the long-time asymptotics of homoenergetic solutions to the nonlinear Boltzmann equation, in presence of a shear term, in the hyperbolic dominated regime, for homogeneous collision kernels…

Analysis of PDEs · Mathematics 2026-05-28 Alessia Nota , Juan J. L. Velázquez

This work develops Monte Carlo Euler adaptive time stepping methods for the weak approximation problem of jump diffusion driven stochastic differential equations. The main result is the derivation of a new expansion for the omputational…

Numerical Analysis · Mathematics 2007-05-23 E. Mordecki , A. Szepessy , R. Tempone , G. E. Zouraris
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