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We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the…

Probability · Mathematics 2007-05-23 Dmitry Dolgopyat , Vadim Kaloshin , Leonid Koralov

We address the statistical theory of fields that are transported by a turbulent velocity field, both in forced and in unforced (decaying) experiments. We propose that with very few provisos on the transporting velocity field, correlation…

Chaotic Dynamics · Physics 2009-11-07 I. Arad , L. Biferale , A. Celani , I. Procaccia , M. Vergassola

A variational representation for functionals of G-Brownian motion is established by a finite-dimensional approximate technique. As an application of the variational representation, we obtain a large deviation principle for stochastic flows…

Probability · Mathematics 2012-04-23 Fuqing Gao

We propose a method for developing the flows of stochastic dynamical systems, posed as Ito's stochastic differential equations, on a Riemannian manifold identified through a suitably constructed metric. The framework used for the stochastic…

Mathematical Physics · Physics 2020-07-24 Mariya Mamajiwala , Debasish Roy

The hydrodynamics of viscoelastic materials (for example polymer melts and solutions) presents interesting and complex phenomena, for example instabilities and turbulent flow at very low Reynolds numbers due to normal stress effects and the…

Soft Condensed Matter · Physics 2007-05-23 Ellak Somfai , Alexander N. Morozov , Wim van Saarloos

We investigate an undamped random phase-space dynamics in deterministic external force fields (conservative and magnetic ones). By employing the hydrodynamical formalism for those stochastic processes we analyze microscopic kinetic-type…

Statistical Mechanics · Physics 2009-11-07 R. Czopnik , P. Garbaczewski

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

Systems and Control · Computer Science 2014-07-15 Yongxin Chen , Tryphon Georgiou

We develop an analytic formalism and derive new exact relations that express the short-time dispersion of fluid particles via the single-time velocity correlation functions in homogeneous isotropic and incompressible turbulence. The…

Chaotic Dynamics · Physics 2015-08-04 Gregory Falkovich , Anna Frishman

Fluids can behave in a highly irregular, turbulent way. It has long been realised that, therefore, some weak notion of solution is required when studying the fundamental partial differential equations of fluid dynamics, such as the…

Analysis of PDEs · Mathematics 2023-06-14 Dennis Gallenmüller , Raphael Wagner , Emil Wiedemann

Considered herein is a particular nonlinear dispersive stochastic equation. It was introduced recently in [3], as a model describing surface water waves under location uncertainty. The corresponding noise term is introduced through a…

Analysis of PDEs · Mathematics 2023-05-10 Evgueni Dinvay

A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction…

Statistical Mechanics · Physics 2018-06-06 Jiayin Gu , Pierre Gaspard

At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…

Adaptation and Self-Organizing Systems · Physics 2022-04-12 Jeremy Worsfold , Tim Rogers , Paul Milewski

Mixing and transport of passive particles are studied in a simple kinematic model of a meandering jet flow motivated by the problem of lateral mixing and transport in the Gulf Stream. We briefly discuss a model streamfunction, Hamiltonian…

Chaotic Dynamics · Physics 2012-05-29 S. V. Prants , M. V. Budyansky , M. Yu. Uleysky , G. M. Zaslavsky

Modeling of phenomena such as anomalous transport via fractional-order differential equations has been established as an effective alternative to partial differential equations, due to the inherent ability to describe large-scale behavior…

Analysis of PDEs · Mathematics 2021-10-25 Jorge Suzuki , Mamikon Gulian , Mohsen Zayernouri , Marta D'Elia

The nonequilibrium steady state of a granular fluid, driven by a random external force, is demonstrated to exhibit long range correlations, which behave as $\sim 1/r$ in three and $\sim \ln(L/r)$ in two dimensions. We calculate the…

Statistical Mechanics · Physics 2009-10-31 T. P. C. van Noije , M. H. Ernst , E. Trizac , I. Pagonabarraga

Representing turbulent flow fields in a compact yet physically faithful form remains a central challenge in computational fluid dynamics. We propose a continuous parametric representation based on localized Gaussian primitives, in which the…

Fluid Dynamics · Physics 2026-04-21 Dhanush Vittal Shenoy , Steven H. Frankel

The predictive power of mean-field theory is emphasized by comparing theory with simulations under controlled conditions. The recently developed test-field method is used to extract turbulent transport coefficients both in kinematic as well…

Solar and Stellar Astrophysics · Physics 2011-01-04 A. Brandenburg , P. Chatterjee , F. Del Sordo , A. Hubbard , P. J. Käpylä , M. Rheinhardt

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

Machine Learning · Statistics 2026-05-12 Anan Saha , Arnab Ganguly

We use confocal microscopy to directly visualize the spatial fluctuations in fluid flow through a three-dimensional porous medium. We find that the velocity magnitudes and the velocity components both along and transverse to the imposed…

Soft Condensed Matter · Physics 2013-08-07 Sujit S. Datta , Harry Chiang , T. S. Ramakrishnan , David A. Weitz

In analogy with similar effects in adiabatic compressible fluid dynamics, the effects of buoyancy gradients on incompressible stratified flows are said to be `thermal'. The thermal rotating shallow water (TRSW) model equations contain three…

Fluid Dynamics · Physics 2021-04-13 Darryl D. Holm , Erwin Luesink , Wei Pan
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