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We present a volume penalization technique for simulating acoustically-actuated flows in geometrically complex microchannels. Using a perturbation approach, the nonlinear response of an acoustically-actuated compressible Newtonian fluid…

Fluid Dynamics · Physics 2026-02-10 Khemraj Gautam Kshetri , Amneet Pal Singh Bhalla , Nitesh Nama

Inertial particles in 2D driven by a Gaussian white noise forcing are considered. For two examples of the forcing (compressible and incompressible) upper and lower bounds are found for the mean number of caustics as a function of Stokes…

Mathematical Physics · Physics 2019-07-05 Leonid Piterbarg

A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…

Statistical Mechanics · Physics 2026-04-01 O. Politano , Alejandro L. Garcia , F. Baras , M. Malek Mansour

For a class of evolution equations that possibly have only local solutions, we introduce a stochastic component that ensures that the solutions of the corresponding stochastically perturbed equations are global. The class of partial…

Analysis of PDEs · Mathematics 2024-03-12 Dan Crisan , Oana Lang

A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type…

Probability · Mathematics 2009-06-25 W. Liu , S. V. Lototsky

We present an innovating sensitivity analysis for stochastic differential equations: We study the sensitivity, when the Hurst parameter~$H$ of the driving fractional Brownian motion tends to the pure Brownian value, of probability…

Probability · Mathematics 2017-02-14 Alexandre Richard , Denis Talay

We consider a stochastic partial differential equation (SPDE) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force. Here the extra stress tensor of the fluid is given by a polynomial…

Probability · Mathematics 2012-01-05 Yutaka Terasawa , Nobuo Yoshida

In this paper we consider the stochastic primitive equation for geophysical flows subject to transport noise and turbulent pressure. Admitting very rough noise terms, the global existence and uniqueness of solutions to this stochastic…

Analysis of PDEs · Mathematics 2022-10-26 Antonio Agresti , Matthias Hieber , Amru Hussein , Martin Saal

We compute the entropy production engendered in the environment from a single Brownian particle which moves in a mean flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding…

Statistical Mechanics · Physics 2014-05-06 Yueheng Lan , Erik Aurell

We study the stochastic viscous nonlinear wave equations (SvNLW) on $\mathbb T^2$, forced by a fractional derivative of the space-time white noise $\xi$. In particular, we consider SvNLW with the singular additive forcing $D^\frac{1}{2}\xi$…

Analysis of PDEs · Mathematics 2022-05-31 Ruoyuan Liu , Tadahiro Oh

We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…

Probability · Mathematics 2008-06-26 Krzysztof Burdzy

Stochastic linear modelling proposed in Tissot, M\'emin & Cavalieri (J. Fluid Mech., vol. 912, 2021, A51) is based on classical conservation laws subject to a stochastic transport. Once linearised around the mean flow and expressed in the…

Fluid Dynamics · Physics 2022-07-27 Gilles Tissot , André Cavalieri , Etienne Mémin

The aim of this paper is to analyse a WIS-stochastic differential equation driven by fractional Brownian motion with $H>\tfrac{1}{2}$. For this, we summarise the theory of fractional white noise and prove a fundamental $L^2$-estimate for…

Probability · Mathematics 2026-05-25 Jasmina Đorđević , Bernt Øksendal

In this work, we deal with the stochastic counterpart of the nonlocal Cahn-Hilliard equation with regular potential in a smooth bounded one-, two- or three-dimensional domain. The problem is endowed with homogeneous Neumann boundary…

Analysis of PDEs · Mathematics 2026-04-29 Andrea Di Primio , Christoph Hurm

We study the equations of a two dimensional incompressible Newtonian fluid coupled with a dispersive parabolic-elliptic system on bounded domains. Global in time weak solutions are shown to exist and converge with a rate to the stationary…

Analysis of PDEs · Mathematics 2008-10-14 Rolf J. Ryham

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

We present in this note the existence and uniqueness results for the Stokes and Navier-Stokes equations which model the laminar flow of an incompressible fluid inside a two-dimensional channel of periodic sections. The data of the pressure…

Analysis of PDEs · Mathematics 2007-05-23 Chérif Amrouche , Macaire Batchi , Jean Batina

In this paper, we establish large deviation principle for the strong solution of a doubly nonlinear PDE driven by small multiplicative Brownian noise. Motononicity arguments and the weak convergence approach have been exploited in the…

Probability · Mathematics 2022-12-27 Ananta K Majee

We establish new asymptotic results for the solutions of the second-grade fluids equations and characterize their decay rate in terms of the behavior of the initial data. Moreover, assuming more regularity for the initial data, we study the…

Analysis of PDEs · Mathematics 2025-03-05 Felipe W. Cruz , César J. Niche , Cilon F. Perusato , Marko Rojas-Medar

We consider the barotropic Navier--Stokes system driven by a physically well-motivated transport noise in both continuity as well as momentum equation. We focus on three different situations: (i) the noise is smooth in time and the…

Analysis of PDEs · Mathematics 2021-12-13 Dominic Breit , Eduard Feireisl , Martina Hofmanova , Ewelina Zatorska