Related papers: Stochastic Evolution of Augmented Born--Infeld Equ…
A stochastic free-boundary problem for the three-dimensional barotropic compressible Navier--Stokes equations is studied. The main feature of the model is that the free boundary is transported by a Stratonovich stochastic flow, so that the…
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…
In this paper, we study the contractivity of nonlinear stochastic differential equations (SDEs) driven by deterministic inputs and Brownian motions. Given a weighted $\ell_2$-norm for the state space, we show that an SDE is incrementally…
Holm (Proc. Roy. Soc 2015) introduced a variational framework for stochastically parametrising unresolved scales of hydrodynamic motion. This variational framework preserves fundamental features of fluid dynamics, such as Kelvin's…
A novel stochastic fluid model is proposed with non-ideal structure factor consistent with compressibility, and adjustable transport coefficients. This Stochastic Hard Sphere Dynamics (SHSD) algorithm is a modification of the Direct…
The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…
We formulate a class of stochastic partial differential equations based on Kelvin's circulation theorem for ideal fluids. In these models, the velocity field is randomly transported by white-noise vector fields, as well as by its own…
We study the compressible Navier-Stokes system driven by physically relevant transport noise, where the noise influences both the continuity and momentum equations. Our approach is based on transforming the system into a partial…
A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…
We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension we numerically simulate singular solutions (peakons)…
A study of the non-dissipative Brownian motion in vacuum is presented. The noise source associated to the stochastic process assumed in this work is vacuum fluctuations of some quantum field capable of interact with a massive particle. For…
In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…
An integrator for a class of stochastic Lie-Poisson systems driven by Stratonovich noise is developed. The integrator is suited for Lie-Poisson systems that also admit an isospectral formulation, which enables scalability to…
Traditional models of wormlike chains in shear flows at finite temperature approximate the equation of motion via finite difference discretization (bead and rod models). We introduce here a new method based on a spectral representation in…
Collective modes propagating in a moving superfluid are known to satisfy wave equations in a curved space time, with a metric determined by the underlying superflow. We use the Keldysh technique in a curved space-time to develop a quantum…
Port-Hamiltonian systems are pertinent representations of many nonlinear physical systems. In this study, we formulate and analyse a general class of stochastic car-following models with a systematic port-Hamiltonian structure. The model…
The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…
A dynamical method for inelastic transport simulations in nanostructures is compared with a steady-state method based on non-equilibrium Green's functions. A simplified form of the dynamical method produces, in the steady state in the…
We systematically derived hydrodynamic equations and transport coefficients for a class of multi-speed lattice Boltzmann models in D dimensions, using the multi-scale technique. The constitutive relation of physical fluid is recovered by a…
Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity…