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A Bayesian approach is developed for the inference of an eddy-diffusivity field from Lagrangian trajectory data. The motion of Lagrangian particles is modelled by a stochastic differential equation associated with the advection-diffusion…

Atmospheric and Oceanic Physics · Physics 2019-09-04 Y. K. Ying , J. R. Maddison , J. Vanneste

This work investigates the convergence behavior of augmented Lagrangian methods (ALMs) when applied to convex optimization problems that may be infeasible. ALMs are a popular class of algorithms for solving constrained optimization…

Optimization and Control · Mathematics 2026-03-17 Roland Andrews , Justin Carpentier , Adrien Taylor

We perform a numerical simulation of Faraday waves forced with two-frequency oscillations using a level-set method with Lagrangian-particle corrections (particle level-set method). After validating the simulation with the linear stability…

Fluid Dynamics · Physics 2015-03-30 Kentaro Takagi , Takeshi Matsumoto

In this paper we propose and test the validity of simple and easy-to-implement algorithms within the immersed boundary framework geared towards large scale simulations involving thousands of deformable bodies in highly turbulent flows.…

Computational Physics · Physics 2018-09-26 Vamsi Spandan , Detlef Lohse , Marco D. de Tullio , Roberto Verzicco

This paper reviews different numerical methods for specific examples of Wasserstein gradient flows: we focus on nonlinear Fokker-Planck equations,but also discuss discretizations of the parabolic-elliptic Keller-Segel model and of the…

Numerical Analysis · Mathematics 2020-03-10 Jose A. Carrillo , Daniel Matthes , Marie-Therese Wolfram

A combination of reaction-diffusion models with moving-boundary problems yields a system in which the diffusion (spreading and penetration) and reaction (transformation) evolve the system's state and geometry over time. These systems can be…

Computational Engineering, Finance, and Science · Computer Science 2020-08-26 Mojtaba Barzegari , Liesbet Geris

We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…

Numerical Analysis · Mathematics 2013-10-31 V. A. Bokil , N. L. Gibson , S. L. Nguyen , E. A. Thomann , E. Waymire

In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…

Numerical Analysis · Mathematics 2024-11-11 Clarissa Astuto

Obtaining a detailed understanding of the physical interactions between a cell and its environment often requires information about the flow of fluid surrounding the cell. Cells must be able to effectively absorb and discard material in…

Biological Physics · Physics 2017-09-04 Nathaniel J. Fuller , Nicholas A. Licata

We consider a class of multiscale parabolic problems with diffusion coefficients oscillating in space at a possibly small scale $\varepsilon$. Numerical homogenization methods are popular for such problems, because they capture efficiently…

Numerical Analysis · Mathematics 2016-08-18 Nicolas Crouseilles , Mohammed Lemou , Gilles Vilmart

We develop computational methods that incorporate shear into fluctuating hydrodynamics methods. We are motivated by the rheological responses of complex fluids and soft materials. Our approach is based on continuum stochastic hydrodynamic…

Soft Condensed Matter · Physics 2023-02-28 Paul J. Atzberger

We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…

Fluid Dynamics · Physics 2018-01-17 Changho Kim , Andy Nonaka , John B. Bell , Alejandro L. Garcia , Aleksandar Donev

Nudging is an important data assimilation technique where partial field measurements are used to control the evolution of a dynamical system and/or to reconstruct the entire phase-space configuration of the supplied flow. Here, we apply it…

Fluid Dynamics · Physics 2020-02-12 P. Clark Di Leoni , A. Mazzino , L. Biferale

Lagrangian stochastic models are widely used to predict and analyze turbulent dispersion in complex environments, such as in various terrestrial and marine canopy flows. However, due to a lack of empirical data, it is still not understood…

Fluid Dynamics · Physics 2020-09-09 Ron Shnapp , Yardena Bohbot-Raviv , Alex Liberzon , Eyal Fattal

This work aims at introducing model methodology and numerical studies related to a Lagrangian stochastic approach applied to the computation of the wind circulation around mills. We adapt the Lagrangian stochastic downscaling method that we…

Computational Engineering, Finance, and Science · Computer Science 2016-11-15 Mireille Bossy , Jose Espina , Jacques Morice , Cristian Paris , Antoine Rousseau

In this note we aim at a characterisation of the discretisation of viscous dissipation which allows to distinguish `physical' (also frequently called `molecular', or `resolved') from `numerical' dissipation in DG-discretised incompressible…

Numerical Analysis · Mathematics 2019-04-12 Christoph Lehrenfeld , Gert Lube , Philipp W. Schroeder

Lagrangian motions of fluid particles in a general velocity field oscillating in time are studied with the use of the two-timing method. Our aims are: (i) to calculate systematically the most general and practically usable asymptotic…

Fluid Dynamics · Physics 2015-09-22 Vladimir A. Vladimirov

We investigate the aggregation kinetics of sedimenting particles theoretically and numerically, using the advection-diffusion equation. Agglomeration, caused by both transport mechanisms (diffusion and advection), is important for small…

Statistical Mechanics · Physics 2022-11-07 Rishat R. Zagidullin , Alexander P. Smirnov , Sergey A. Matveev , Nikolai V. Brilliantov

This paper proposes stochastic models for the analysis of ocean surface trajectories obtained from freely-drifting satellite-tracked instruments. The proposed time series models are used to summarise large multivariate datasets and infer…

Applications · Statistics 2017-03-16 Adam M. Sykulski , Sofia C. Olhede , Jonathan M. Lilly , Eric Danioux

We introduce a new framework of numerical multiscale methods for advection-dominated problems motivated by climate sciences. Current numerical multiscale methods (MsFEM) work well on stationary elliptic problems but have difficulties when…

Computational Engineering, Finance, and Science · Computer Science 2019-05-28 Konrad Simon , Jörn Behrens