Related papers: Stochastic partial differential fluid equations as…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…
We consider the homogenization of parabolic equations with large spatially-dependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit of vanishing correlation length of the random potential. We…
Fluid deformation and strain history are central to wide range of fluid mechanical phenomena ranging from fluid mixing and particle transport to stress development in complex fluids and the formation of Lagrangian coherent structures…
In this paper, we develop a variational foundation for stochastic thermodynamics of finite-dimensional, continuous-time systems. Requiring the second law (non-negative average total entropy production) systematically yields a consistent…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…
We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
Given a fluid equation with reduced Lagrangian $l$ which is a functional of velocity $\MM{u}$ and advected density $D$ given in Eulerian coordinates, we give a general method for semidiscretising the equations to give a canonical…
We study the stochastic homogenization and obtain a random fluctuation theory for semilinear elliptic equations with a rapidly varying random potential. To first order, the effective potential is the average potential and the nonlinearity…
In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…
We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…
In this article, we introduce the notion of stochastic symmetry of a differential equation. It consists in a stochastic flow that acts over a solution of a differential equation and produces another solution of the same equation. In the…
We consider the hydrodynamic origin of anomalous current fluctuations in a family of stochastic charged cellular automata. Using ballistic macroscopic fluctuation theory, we study both typical and large fluctuations of the charge current…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…
We consider a multicontinuum model in porous media applications, which is described as a system of coupled flow equations. The coupling between different continua depends on many factors and its modeling is important for porous media…
We here exploit a rigorous mathematical theory of vorticity dynamics for Navier-Stokes solutions in terms of stochastic Lagrangian flows and their stochastic Cauchy invariants, that are conserved on average backward in time. This theory…
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…