Related papers: Computing effective diffusivity of chaotic and sto…
This article presents a high order conservative flux optimization (CFO) finite element method for the elliptic diffusion equations. The numerical scheme is based on the classical Galerkin finite element method enhanced by a flux…
Mixing a passive scalar field by stirring can be measured in a variety of ways including tracer particle dispersion, via the flux-gradient relationship, or by suppression of scalar concentration variations in the presence of inhomogeneous…
We present a stochastic method for reconstructing missing spatial and velocity data along the trajectories of small objects passively advected by turbulent flows with a wide range of temporal or spatial scales, such as small balloons in the…
We discuss the effective diffusion constant $D_{{\it eff}}$ for stochastic processes with spatially-dependent noise. Starting from a stochastic process given by a Langevin equation, different drift-diffusion equations can be derived…
This paper proposes a numerical upscaling procedure for elliptic boundary value problems with diffusion tensors that vary randomly on small scales. The resulting effective deterministic model is given through a quasilocal discrete integral…
This paper proposes a new non-oscillatory {\em energy-splitting} conservative algorithm for computing multi-fluid flows in the Eulerian framework. In comparison with existing multi-fluid algorithms in literatures, it is shown that the mass…
In this work, we discuss some points relevant for stochastic modelling of one- and two-phase turbulent flows. In the framework of stochastic modelling, also referred to PDF approach, we propose a new Langevin model including all viscosity…
We develop a numerical algorithm for computing the effective drift and diffusivity of the steady-state behavior of an overdamped particle driven by a periodic potential whose amplitude is modulated in time by multiplicative noise and forced…
We study uncertainty in the dynamics of time-dependent flows by identifying barriers and enhancers to stochastic transport. This topological segmentation is closely related to the theory of Lagrangian coherent structures and is based on a…
Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…
This paper aims at developing a systematic study for the weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with very irregular drift and constant diffusion coefficients. We apply our method to…
We present a more accurate numerical scheme for the calculation of diffusive shock acceleration of cosmic rays using Stochastic Differential Equations. The accuracy of this scheme is demonstrated using a simple analytical flow profile that…
In this paper, we will provide the the finite element method for the electro-osmotic flow in micro-channels, in which a convection-diffusion type equation is given for the charge density $\rho^e$. A time-discrete method based on the…
Using Stokesian dynamics simulations, we examine the flow of a monodisperse, neutrally buoyant, homogeneous suspension of non-Brownian solid spheres in simple shear, starting from a large number of independent hard-sphere distributions and…
Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…
Conditioning diffusion and flow models have proven effective for super-resolving small-scale details in natural images.However, in physical sciences such as weather, super-resolving small-scale details poses significant challenges due to:…
Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…
We propose certain approach of solving two-dimensional non-stationary and stationary advection-diffusion-reaction boundary value problems through their reduction to the set of corresponding one-dimensional problems. This method leverages…