Related papers: Computing effective diffusivity of chaotic and sto…
We describe a new method for computing coherent Lagrangian vortices in two-dimensional flows according to any of the following approaches: black-hole vortices [Haller & Beron-Vera, 2013], objective Eulerian Coherent Structures (OECSs)…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
We propose two closely--related Lagrangian numerical methods for the simulation of physical processes involving advection, reaction and diffusion. The methods are intended to be used in settings where the flow is nearly incompressible and…
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…
This paper presents a new resolution strategy for multi-scale streamer discharge simulations based on a second order time adaptive integration and space adaptive multiresolution. A classical fluid model is used to describe plasma…
A Lagrangian numerical scheme for solving nonlinear degenerate Fokker-Planck equations in space dimensions $d\ge2$ is presented. It applies to a large class of nonlinear diffusion equations, whose dynamics are driven by internal energies…
Split form schemes for Euler and Navier-Stokes equations are useful for computation of turbulent flows due to their better robustness. This is because they satisfy additional conservation properties of the governing equations like kinetic…
We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…
Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
A low diffusive flux difference splitting based kinetic scheme is developed based on a discrete velocity Boltzmann equation, with a novel three velocity model. While two discrete velocities are used for upwinding, the third discrete…
We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…
In this paper, we investigate numerically a diffuse interface model for the Navier-Stokes equation with fluid-fluid interface when the fluids have different densities \cite{Lowengrub1998}. Under minor reformulation of the system, we show…
We develop numerical schemes for solving the isothermal compressible and incompressible equations of fluctuating hydrodynamics on a grid with staggered momenta. We develop a second-order accurate spatial discretization of the diffusive,…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…
In probability density function (PDF) methods of turbulent flows, the joint PDF of several flow variables is computed by numerically integrating a system of stochastic differential equations for Lagrangian particles. A set of parallel…
We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…
We present a numerical formulation for the solution of non-isothermal, compressible, Navier-Stokes equations with thermal fluctuations to describe mesoscale transport phenomena in multispecies fluid mixtures. The novelty of our numerical…