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A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…

Probability · Mathematics 2007-10-18 Nawaf Bou-Rabee , Houman Owhadi

Motivated by uncertainty quantification in natural transport systems, we investigate an individual-based transport process involving particles undergoing a random walk along a line of point sinks whose strengths are themselves independent…

Statistical Mechanics · Physics 2016-10-26 Matthew J. Russell , Oliver E. Jensen , Tobias Galla

In this paper, we introduce and study the primitive equations with $\textit{non}$-isothermal turbulent pressure and transport noise. They are derived from the Navier-Stokes equations by employing stochastic versions of the Boussinesq and…

Analysis of PDEs · Mathematics 2024-11-04 Antonio Agresti , Matthias Hieber , Amru Hussein , Martin Saal

In this paper we present a general framework in which one can rigorously study the effect of spatio-temporal noise on traveling waves, stationary patterns and oscillations that are invariant under the action of a finite-dimensional set of…

Dynamical Systems · Mathematics 2020-06-24 James MacLaurin

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…

Fluid Dynamics · Physics 2023-01-26 D. Eeltink , R. Calvert , J. E. Swagemakers , Qian Xiao , T. S. van den Bremer

By examining both the divergence of the velocity vector in orthogonal Cartesian coordinate space $\mathbf{\Gamma} $ of dimension $\R^{\textrm {2fN}}$ and the structure of the Hamiltonian determining a system trajectory, it is shown that the…

Chaotic Dynamics · Physics 2007-05-23 Christopher G. Jesudason

We analyze a system of nonlinear stochastic partial differential equations (SPDEs) of mixed elliptic-parabolic type that models the propagation of electric signals and their effect on the deformation of cardiac tissue. The system governs…

Analysis of PDEs · Mathematics 2024-05-29 Mostafa Bendahmane , Kenneth H. Karlsen , Fatima Mroue

We formulate and prove a {\it Local Stable Manifold Theorem\/} for stochastic differential equations (sde's) that are driven by spatial Kunita-type semimartingales with stationary ergodic increments. Both Stratonovich and It\^o-type…

Probability · Mathematics 2016-09-07 Salah-Eldin A. Mohammed , Michael K. R. Scheutzow

Simulation and experimental studies have demonstrated non-equilibrium ordering in driven colloidal suspensions: with increasing driving force, a uniform colloidal mixture transforms into a locally demixed state characterized by the lane…

Soft Condensed Matter · Physics 2024-07-16 Hiroshi Frusawa

The spatial version of the fourth-order Dysthe equations describe the evolution of weakly nonlinear narrowband wave trains in deep waters. For unidirectional waves, the hidden Hamiltonian structure and new invariants are unveiled by means…

Classical Physics · Physics 2012-04-13 Francesco Fedele , Denys Dutykh

We deal with a class of abstract nonlinear stochastic models with multiplicative noise, which covers many 2D hydrodynamical models including the 2D Navier-Stokes equations, 2D MHD models and 2D magnetic B\'enard problems as well as some…

Probability · Mathematics 2011-09-19 Igor Chueshov , Annie Millet

We present a variational solution of the Langevin field equation describing the nonequilibrium dynamics of a harmonically trapped Bose-Einstein condensate. If the thermal cloud remains in equilibrium at all times, we find that the equation…

Statistical Mechanics · Physics 2009-11-07 R. A. Duine , H. T. C. Stoof

We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a…

Fluid Dynamics · Physics 2017-09-20 Valentin Resseguier , Etienne Mémin , Dominique Heitz , Bertrand Chapron

In this more pedagogical study we want to elucidate on stochastic aspects inherent to the (non-)equilibrium real time Green's function description (or `closed time path Green's function' -- CTPGF) of transport equations, the so called…

High Energy Physics - Phenomenology · Physics 2014-11-17 Carsten Greiner , Stefan Leupold

We investigate the previously unexplored quantum dynamics of non-relativistic, spinless particles propagating in curved spaces with torsion. Our findings demonstrate that while torsion has been predominantly associated with spin, it can…

General Relativity and Quantum Cosmology · Physics 2025-11-19 Tomoi Koide , Armin van de Venn

A new type of instability - electrokinetic instability - and an unusual transition to chaotic motion near a charge-selective surface was studied by numerical integration of the Nernst-Planck-Poisson-Stokes system and a weakly nonlinear…

Fluid Dynamics · Physics 2014-02-17 E. A. Demekhin , N. V. Nikitin , V. S. Shelistov

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

In this paper, we consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ with multiplicative noise. We first show that the solutions to the stochastic equations of second…

Probability · Mathematics 2018-04-17 Shijie Shang

Quantum stochastic methods based on effective wave functions form a framework for investigating the generally non-Markovian dynamics of a quantum-mechanical system coupled to a bath. They promise to be computationally superior to the…

Statistical Mechanics · Physics 2014-10-15 Robert Biele , Carsten Timm , Roberto D'Agosta

Casimir preserving integrators for stochastic Lie-Poisson equations with Stratonovich noise are developed extending Runge-Kutta Munthe-Kaas methods. The underlying Lie-Poisson structure is preserved along stochastic trajectories. A related…

Numerical Analysis · Mathematics 2023-07-19 Erwin Luesink , Sagy Ephrati , Paolo Cifani , Bernard Geurts
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