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In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…

Probability · Mathematics 2009-08-18 Xicheng Zhang

A minimal Lagragian two-phase model to study turbulent bedload transport focusing on the granular phase is presented, and validated with experiments. The model intends to describe bedload transport of massive particles in fully rough flows…

Geophysics · Physics 2016-05-20 Raphael Maurin , Julien Chauchat , Bruno Chareyre , Philippe Frey

Domain decomposition has been shown to be a computationally efficient distributed method for solving large scale entropic optimal transport problems. However, a naive implementation of the algorithm can freeze in the limit of very fine…

Numerical Analysis · Mathematics 2025-03-28 Ismael Medina , Bernhard Schmitzer

This article performs a unified convergence analysis of a variety of numerical methods for a model of the miscible displacement of one incompressible fluid by another through a porous medium. The unified analysis is enabled through the…

Numerical Analysis · Mathematics 2018-03-07 Jérôme Droniou , Robert Eymard , Alain Prignet , Kyle S. Talbot

The vortex method is a common numerical and theoretical approach used to implement the motion of an ideal flow, in which the vorticity is approximated by a sum of point vortices, so that the Euler equations read as a system of ordinary…

Analysis of PDEs · Mathematics 2020-04-03 Diogo Arsénio , Emmanuel Dormy , Christophe Lacave

In this paper, we consider the development of efficient numerical methods for linear transport equations with random parameters and under the diffusive scaling. We extend to the present case the bi-fidelity stochastic collocation method…

Numerical Analysis · Mathematics 2022-05-25 Liu Liu , Lorenzo Pareschi , Xueyu Zhu

Moist thermodynamics is a fundamental driver of atmospheric dynamics across all scales, making accurate modeling of these processes essential for reliable weather forecasts and climate change projections. However, atmospheric models often…

Atmospheric and Oceanic Physics · Physics 2024-11-18 Kieran Ricardo , David Lee , Kenneth Duru

We explore the potential of a formulation of the Navier-Stokes equations incorporating a random description of the small-scale velocity component. This model, established from a version of the Reynolds transport theorem adapted to a…

Fluid Dynamics · Physics 2016-11-11 S. Kadri Harouna , E. Mémin

We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusive coefficient is uniformly elliptic, H\"older…

Probability · Mathematics 2025-02-03 Khoa Lê , Chengcheng Ling

We study an approach to simulating the stochastic relativistic advection-diffusion equation based on the Metropolis algorithm. We show that the dissipative dynamics of the boosted fluctuating fluid can be simulated by making random…

Nuclear Theory · Physics 2025-02-18 Gokce Basar , Jay Bhambure , Rajeev Singh , Derek Teaney

This thesis deals with the investigation of a H(div)-conforming hybrid discontinuous Galerkin discretization for incompressible turbulent flows. The discretization method provides many physical and solving-oriented properties, which may be…

Computational Engineering, Finance, and Science · Computer Science 2020-09-25 Xaver Mooslechner

We introduce a finite-volume numerical scheme for solving stochastic gradient-flow equations. Such equations are of crucial importance within the framework of fluctuating hydrodynamics and dynamic density functional theory. Our proposed…

Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…

Computational Physics · Physics 2015-06-12 S. Delong , B. E. Griffith , E. Vanden-Eijnden , A. Donev

Mathematical modeling of fluid dynamics for computer graphics requires high levels of theoretical rigor to ensure visually plausible and computationally efficient simulations. This paper presents an in-depth theoretical framework analyzing…

Fluid Dynamics · Physics 2024-11-05 Rômulo Damasclin Chaves dos Santos

In this study, we consider the simulation of subsurface flow and solute transport processes in the stationary limit. In the convection-dominant case, the numerical solution of the transport problem may exhibit non-physical diffusion and…

Numerical Analysis · Mathematics 2023-07-19 A. Q. T. Ngo , P. Bastian , O. Ippisch

We analyse the multiscale properties of energy-conserving upwind-stabilised finite element discretisations of the two-dimensional incompressible Euler equations. We focus our attention on two particular methods: the Lie derivative…

Numerical Analysis · Mathematics 2017-08-02 Andrea Natale , Colin J. Cotter

This work develops a quantitative homogenization theory for random suspensions of rigid particles in a steady Stokes flow, and completes recent qualitative results. More precisely, we establish a large-scale regularity theory for this…

Analysis of PDEs · Mathematics 2021-03-12 Mitia Duerinckx , Antoine Gloria

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

Machine Learning · Statistics 2026-05-12 Anan Saha , Arnab Ganguly

We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…

Optimization and Control · Mathematics 2019-08-08 Kenneth F. Caluya , Abhishek Halder

We investigate fluid transport in random velocity fields with unsteady drift. First, we propose to quantify fluid transport between flow regimes of different characteristic motion, by escape probability and mean residence time. We then…

chao-dyn · Physics 2007-05-23 Jinqiao Duan , James Brannan , Vincent Ervin