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The study gives a brief overview of existing modifications of the method of functional separation of variables for nonlinear PDEs. It proposes a more general approach to the construction of exact solutions to nonlinear equations of applied…
We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
The probabilistic approach to turbulence is applied to investigate density fluctuations in supersonic turbulence. We derive kinetic equations for the probability distribution function (PDF) of the logarithm of the density field, $s$, in…
The explicit semi-Lagrangian method method for solution of Lagrangian transport equations as developed in [Natarajan and Jacobs, Computer and Fluids, 2020] is adopted for the solution of stochastic differential equations that is consistent…
The Lagrangian approach is natural to study issues of turbulent dispersion and mixing. We propose in this work a general Lagrangian stochastic model including velocity and acceleration as dynamical variables for inhomogeneous turbulent…
We develop a numerical a framework to study phoretic particle dynamics in two dimensions. The particles are modeled as chemically active rigid circles, which can emit or absorb a solute into surrounding fluid. The interaction between…
This paper describes a novel numerical model aiming at solving moving-boundary problems such as free-surface flows or fluid-structure interaction. This model uses a moving-grid technique to solve the Navier--Stokes equations expressed in…
This paper describes a class of scheme named "residual distribution schemes" or "fluctuation splitting schemes". They are a generalization of Roe's numerical flux in fluctuation form. The so-called multidimensional fluctuation schemes have…
In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…
The upwind conservation element and solution element (CESE) scheme is an alternative discontinuity-capturing numerical approach to solving hyperbolic conservation laws. To evaluate the numerical properties of this spatiotemporal coupled…
In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…
Simulations of elastic turbulence, the chaotic flow of highly elastic and inertialess polymer solutions, are plagued by numerical difficulties: The chaotically advected polymer conformation tensor develops extremely large gradients and can…
Particle flow (PFL) is an effective method for overcoming particle degeneracy, the main limitation of particle filtering. In PFL, particles are migrated towards regions of high likelihood based on the solution of a partial differential…
In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…
Discrete particle simulations are widely used to study large-scale particulate flows in complex geometries where particle-particle and particle-fluid interactions require an adequate representation but the computational cost has to be kept…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
We study the transport properties of dilute electrolyte solutions on the basis of the fluctuating hydrodynamic equation, which is a set of nonlinear Langevin equations for the ion densities and flow velocity. The nonlinearity of the…
Shallow water surface flows commonly entrain sediments, resulting in scouring and/or deposition of the underlying substrate that may strongly influence the pattern of subsequent flow. These coupled phenomena, which can be investigated…
This article investigates the velocity dispersion and the spurious reflection of the viscoelastic wave that occur in the numerical integration of the viscoelastic wave equation. For this purpose, the classic finite element of two nodes,…