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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

The Eulerian-Lagrangian approach based on Large-Eddy Simulation (LES) is one of the most promising and viable numerical tools to study turbulent dispersed flows when the computational cost of Direct Numerical Simulation (DNS) becomes too…

Fluid Dynamics · Physics 2017-06-02 Alessio Innocenti , Cristian Marchioli , Sergio Chibbaro

The notion of periodic two-scale convergence and the method of periodic unfolding are prominent and useful tools in multiscale modeling and analysis of PDEs with rapidly oscillating periodic coefficients. In this paper we are interested in…

Analysis of PDEs · Mathematics 2021-05-28 Martin Heida , Stefan Neukamm , Mario Varga

We have developed a simulation technique of multiscale Lagrangian fluid dynamics to tackle hierarchical problems relating to historical dependency of polymeric fluid. We investigate flow dynamics of dilute polymeric fluid by using the…

Computational Physics · Physics 2010-04-09 Takahiro Murashima , Takashi Taniguchi

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…

Mathematical Physics · Physics 2020-02-19 Theodore D. Drivas , Darryl D. Holm , James-Michael Leahy

Motivated from time-inconsistent stochastic control problems, we introduce a new type of coupled forward-backward stochastic systems, namely, flows of forward-backward stochastic differential equations. They are systems consisting of a…

Probability · Mathematics 2020-04-28 Yushi Hamaguchi

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

We derive here Lagrangian fluctuation-dissipation relations for advected scalars in wall-bounded flows. The relations equate the dissipation rate for either passive or active scalars to the variance of scalar inputs from the initial values,…

Fluid Dynamics · Physics 2017-10-13 Theodore D. Drivas , Gregory L. Eyink

We show that volume-preserving diffomorphisms and the chemical shift symmetry defining relativistic lagrangian ideal fluid dynamics can be derived as an emerging symmetry when ergodicity is assumed to apply locally in a way that is…

High Energy Physics - Theory · Physics 2024-03-11 Giorgio Torrieri

In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…

Probability · Mathematics 2018-05-15 Oussama Amine , David R. Baños , Frank Proske

We devise a stochastic Hamiltonian formulation of the water wave problem. This stochastic representation is built within the framework of the modelling under location uncertainty. Starting from restriction to the free surface of the general…

Analysis of PDEs · Mathematics 2022-05-19 Evgueni Dinvay , Etienne Memin

Starting from the microscopic description of a normal fluid in terms of any kind of local interacting many-particle theory we present a well defined step by step procedure to derive the hydrodynamic equations for the macroscopic phenomena.…

Statistical Mechanics · Physics 2022-02-10 Rudolf Haussmann

Fractional equations appear in the description of the dynamics of various physical systems. For Lagrangian systems, the embedding theory developped by Cresson ["Fractional embedding of differential operators and Lagrangian systems", J.…

Dynamical Systems · Mathematics 2008-08-14 Pierre Inizan

We review recent developments of slow/fast stochastic differential equations, and also present a new result on Diffusion Homogenisation Theory with fractional and non-strong-mixing noise and providing new examples. The emphasise of the…

Probability · Mathematics 2023-03-07 Johann Gehringer , Xue-Mei Li

We study the Lagrangian flow associated to velocity fields arising from various models of fluid mechanics subject to white-in-time, $H^s$-in-space stochastic forcing in a periodic box. We prove that in many circumstances, these flows are…

Analysis of PDEs · Mathematics 2018-09-19 Jacob Bedrossian , Alex Blumenthal , Samuel Punshon-Smith

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

We consider the homogenization problem for the stochastic porous-medium type equation $\p_{t} u^\epsilon =\Delta f\left(T\left(\frac{x}{\ep}\right)\om,u^\ep\right)$, with a well-prepared initial datum, where $f(T(y)\om,u)$ is a stationary…

Analysis of PDEs · Mathematics 2022-09-15 Stefania Patrizi

We propose a formalization for dissipative fluids with interfaces in an inhomogeneous temperature field from the viewpoint of a variational principle. Generally, the Lagrangian of a fluid is given by the kinetic energy density minus the…

Fluid Dynamics · Physics 2015-07-10 Hiroki Fukagawa , Chun Liu , Takeshi Tsuji

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this…

Classical Physics · Physics 2018-10-23 Darryl D Holm , Vakhtang Putkaradze

A set of exact integrals of motion is found for systems driven by homogenous isotropic stochastic flow. The integrals of motion describe the evolution of (hyper-)surfaces of different dimensions transported by the flow, and can be expressed…

Fluid Dynamics · Physics 2026-01-29 V. A. Sirota , A. S. Il'yn , A. V. Kopyev , K. P. Zybin