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The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…

Probability · Mathematics 2023-11-28 Paul Gassiat , Benjamin Gess , Pierre-Louis Lions , Panagiotis E. Souganidis

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's `Global Drifter Program', this paper develops data-driven…

Chaotic Dynamics · Physics 2018-10-19 François Gay-Balmaz , Darryl D. Holm

Smoothed Particle Hydrodynamics (SPH_ is a mesh-free Lagrangian method renowned for modeling large deformations and free-surface flows, yet classical formulations remain confined to deterministic systems. We introduce Stochastic SPH…

Computational Engineering, Finance, and Science · Computer Science 2026-05-14 Mridul Tiwari , Sawan Kumar , Md Rushdie Ibne Islam , Souvik Chakraborty

A semi-implicit Lax-Wendroff kinetic scheme is developed for hydrodynamic phonon transport in solid materials based on the Boltzmann transport equation under the double relaxation time approximation, in which both the normal and resistive…

Computational Physics · Physics 2026-01-30 Shijie Li , Hong Liang , Songze Chen , Chuang Zhang

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

In this paper we study a nonlinear stochastic fluid-structure interaction problem with a multiplicative, white-in-time noise. The problem consists of the Navier-Stokes equations describing the flow of an incompressible, viscous fluid in a…

Analysis of PDEs · Mathematics 2024-03-14 Krutika Tawri , Suncica Canic

This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…

Probability · Mathematics 2025-01-28 Jiaohui Xu , Tomás Caraballo , José Valero

We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…

Quantum Physics · Physics 2009-11-11 V. P. Belavkin , O. Melsheimer

This article is concerned with the time evolution of the oblique laminar-turbulent bands of transitional plane Couette flow under the influence of turbulent noise. Our study is focused on the amplitude of modulation of turbulence. In order…

Fluid Dynamics · Physics 2015-11-24 Joran Rolland

We investigate the profound relation between the equations of biological evolution and quantum mechanics by writing a biologically inspired equation for the stochastic dynamics of an ensemble of particles. Interesting behavior is observed…

Statistical Mechanics · Physics 2015-05-20 Ginestra Bianconi , Christoph Rahmede

In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…

Probability · Mathematics 2021-04-21 Lidan Wang , Guoli Zhou

We study the flow dynamics inside a high-speed rotating cylinder after introducing strong symmetry-breaking disturbance factors at cylinder wall motion. We propose and formulate a mathematically robust stochastic model for the rotational…

Fluid Dynamics · Physics 2021-03-04 Ali Akhavan-Safaei , S. Hadi Seyedi , Mohsen Zayernouri

We introduce a stochastic version of Proudman-Taylor model, a 2D-3C fluid approximation of the 3D Navier-Stokes equations, with the small-scale turbulence modeled by a transport-stretching noise. For this model we may rigorously take a…

Probability · Mathematics 2024-06-12 Franco Flandoli , Dejun Luo

Hydrodynamic-like electron flows are typically modeled using the Stokes-Ohm equation or a kinetic description that is based on a dual-relaxation time approximation. Such models assume a short intrinsic mean free path $\ell_e$ due to…

Mesoscale and Nanoscale Physics · Physics 2025-03-19 Nitay Ben-Shachar , Johannes Hofmann

The Euler and Navier-Stokes fluid mechanics equations are derived using a modified statistical mechanical approach using theory taken from the Chapman-Enskog perturbation analysis used to support the lattice Boltzmann method. Additional…

Fluid Dynamics · Physics 2021-07-06 Charles Cook

A generic approach to stochastic climate modelling is developed for the example of an idealized Atmosphere-Ocean model that rests upon Hasselmann's paradigm for stochastic climate models. Namely, stochasticity is incorporated into the fast…

Analysis of PDEs · Mathematics 2023-08-16 D. Crisan , D. D. Holm , P. Korn

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

Hydrodynamic equations for a binary mixture of inelastic hard spheres are derived from the Boltzmann kinetic theory. A normal solution is obtained via the Chapman-Enskog method for states near the local homogeneous cooling state. The mass,…

Soft Condensed Matter · Physics 2009-11-07 Vicente Garzó , J. W. Dufty

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

Statistical Mechanics · Physics 2025-12-16 Timothée Herbeau , Leonid Pastur , Pascal Viot , Gleb Oshanin