Related papers: Computing effective diffusivity of chaotic and sto…
We introduce novel finite element schemes for curve diffusion and elastic flow in arbitrary codimension. The schemes are based on a variational form of a system that includes a specifically chosen tangential motion. We derive optimal $L^2$-…
Turbulent suspensions of heavy particles in incompressible flows have gained much attention in recent years. A large amount of work focused on the impact that the inertia and the dissipative dynamics of the particles have on their dynamical…
The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…
The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large time-series datasets. I present a method for estimating…
We provide a numerical algorithm for the model characterizing anomalous diffusion in expanding media, which is derived in [F. Le Vot, E. Abad, and S. B. Yuste, Phys. Rev. E {\bf96} (2017) 032117]. The Sobolev regularity for the equation is…
A novel algorithm for the direct numerical simulation of the variable-density, low-Mach Navier-Stokes equations extending the method of Kim, Moin, and Moser (1987) for incompressible flow is presented here. A Fourier representation is…
We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…
A deterministic multi-scale dynamical system is introduced and discussed as prototype model for relative dispersion in stationary, homogeneous and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and…
We study the scale dependence of effective diffusion of fluid tracers, specifically, its dependence on the P\'{e}clet number, a dimensionless parameter of the ratio between advection and molecular diffusion. Here, we address the case that…
Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…
The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…
We present a derivation of a stochastic model of Navier Stokes equations that relies on a decomposition of the velocity fields into a differentiable drift component and a time uncorrelated uncertainty random term. This type of decomposition…
The present work considers diffusive shock acceleration at non-relativistic shocks using a system of stochastic differential equations (SDE) equivalent to the Fokker-Planck equation. We compute approximate solutions of the transport of…
In this paper, we describe a stable finite element formulation for advection-diffusion-reaction problems that allows for robust automatic adaptive strategies to be easily implemented. We consider locally vanishing, heterogeneous, and…
In this work, we investigate the dynamics of the number density fluctuations of a dilute suspension of active particles in a linear viscoelastic fluid. We propose a model for the frequency-dependent diffusion coefficient of the active…
We present efficient deep learning techniques for approximating flow and transport equations for both single phase and two-phase flow problems. The proposed methods take advantages of the sparsity structures in the underlying discrete…
Convection-diffusion equations arise in a variety of applications such as particle transport, electromagnetics, and magnetohydrodynamics. Simulation of the convection-dominated regime for these problems, even with high-fidelity techniques,…
This paper presents a geometric variational discretization of compressible fluid dynamics. The numerical scheme is obtained by discretizing, in a structure preserving way, the Lie group formulation of fluid dynamics on diffeomorphism groups…
In this paper we study jump-diffusion stochastic differential equations (SDEs) with a discontinuous drift coefficient and a possibly degenerate diffusion coefficient. Such SDEs appear in applications such as optimal control problems in…
This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…