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This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…

Probability · Mathematics 2024-03-05 T. Alodat , Q. T. Le Gia , I. H. Sloan

In recent years, Rectified flow (RF) has gained considerable popularity largely due to its generation efficiency and state-of-the-art performance. In this paper, we investigate the degree to which RF automatically adapts to the intrinsic…

Machine Learning · Statistics 2026-02-24 Saptarshi Roy , Alessandro Rinaldo , Purnamrita Sarkar

Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…

Analysis of PDEs · Mathematics 2010-03-12 Wei Wang , A. J. Roberts

Dynamic Mode Decomposition (DMD) is a data-driven and model-free decomposition technique. It is suitable for revealing spatio-temporal features of both numerically and experimentally acquired data. Conceptually, DMD performs a…

Fluid Dynamics · Physics 2020-12-18 Tim Krake , Stefan Reinhardt , Marcel Hlawatsch , Bernhard Eberhardt , Daniel Weiskopf

This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…

Probability · Mathematics 2021-02-11 Michel Mandjes , Jaap Storm

This article presents an original methodology for the prediction of steady turbulent aerodynamic fields. Due to the important computational cost of high-fidelity aerodynamic simulations, a surrogate model is employed to cope with the…

Fluid Dynamics · Physics 2019-12-05 Romain Dupuis , Jean-Christophe Jouhaud , Pierre Sagaut

The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…

Fluid Dynamics · Physics 2009-07-01 Boris Arcen , Anne Tanière

Building on recent advances in scientific machine learning and generative modeling for computational fluid dynamics, we propose a conditional score-based diffusion model designed for multi-scenarios fluid flow prediction. Our model…

Machine Learning · Computer Science 2025-06-02 Wilfried Genuist , Éric Savin , Filippo Gatti , Didier Clouteau

We propose new limiting dynamics for stochastic gradient descent in the small learning rate regime called stochastic modified flows. These SDEs are driven by a cylindrical Brownian motion and improve the so-called stochastic modified…

Probability · Mathematics 2023-02-15 Benjamin Gess , Sebastian Kassing , Vitalii Konarovskyi

This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…

Fluid Dynamics · Physics 2025-03-21 Arnaud Debussche , Etienne Mémin

Coherent structures/motions in turbulence inherently give rise to intermittent signals with sharp peaks, heavy-skirt, and skewed distributions of velocity increments, highlighting the non-Gaussian nature of turbulence. That suggests that…

Computational Engineering, Finance, and Science · Computer Science 2019-09-24 Mehdi Samiee , Ali Akhavan-Safaei , Mohsen Zayernouri

Inhomogeneities in the aortic wall can lead to localized stress accumulations, possibly initiating dissection. In many cases, a dissection results from pathological changes such as fragmentation or loss of elastic fibers. But it has been…

Turbulent suspensions of heavy particles in incompressible flows have gained much attention in recent years. A large amount of work focused on the impact that the inertia and the dissipative dynamics of the particles have on their dynamical…

Chaotic Dynamics · Physics 2009-11-13 Jeremie Bec , Massimo Cencini , Rafaela Hillerbrand , Konstantin Turitsyn

We introduce a variational multiscale closure modeling strategy for the numerical stabilization of proper orthogonal decomposition reduced-order models of convection-dominated equations. As a first step, the new model is analyzed and tested…

Numerical Analysis · Mathematics 2015-03-19 Traian iliescu , Zhu Wang

Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…

In this paper, we investigate the wave solutions of a stochastic rotating shallow water model. This approximate model provides an interesting simple description of the interplay between waves and random forcing ensuing either from the wind…

Fluid Dynamics · Physics 2023-05-02 Etienne Mémin , Long Li , Noé Lahaye , Gilles Tissot , Bertrand Chapron

We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…

Recent theoretical progress using multiscale asymptotic analysis has revealed various possible regimes of stratified turbulence. Notably, buoyancy transport can either be dominated by advection or diffusion, depending on the effective…

Fluid Dynamics · Physics 2024-11-20 Pascale Garaud , Greg P. Chini , Laura Cope , Kasturi Shah , Colm-cille P. Caulfield

Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…

Machine Learning · Computer Science 2019-09-05 Yuanyuan Feng , Tingran Gao , Lei Li , Jian-Guo Liu , Yulong Lu

Microfluidics proved to be a key technology in various applications, allowing to reproduce large-scale laboratory settings at a more sustainable small-scale. The current effort is focused on enhancing the mixing process of different passive…