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We utilize the externally forced linearized Navier-Stokes equations to study the receptivity of pre-transitional boundary layers to persistent sources of stochastic excitation. Stochastic forcing is used to model the effect of free-stream…

Fluid Dynamics · Physics 2019-09-09 Wei Ran , Armin Zare , M. J. Philipp Hack , Mihailo R. Jovanović

In this study, we introduce a sensitivity analysis methodology for stochastic systems in chemistry, where dynamics are often governed by random processes. Our approach is based on gradient estimation via finite differences, averaging…

Quantitative Methods · Quantitative Biology 2026-01-12 Erika M. Herrera Machado , Jakob L. Andersen , Rolf Fagerberg , Daniel Merkle

We extend stochastic basis adaptation and spatial domain decomposition methods to solve time varying stochastic partial differential equations (SPDEs) with a large number of input random parameters. Stochastic basis adaptation allows the…

Numerical Analysis · Mathematics 2021-03-08 Ramakrishna Tipireddy , Panos Stinis , Alexandre M. Tartakovsky

Astrochemical models are essential to bridge the gap between the timescales of reactions, experiments, and observations. Ice chemistry in these models experiences a large computational complexity as a result of the many parameters required…

Astrophysics of Galaxies · Physics 2026-02-18 Tobias M. Dijkhuis , Thanja Lamberts , Serena Viti , Herma M. Cuppen

We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…

Pricing of Securities · Quantitative Finance 2010-10-07 Wolfgang Putschoegl

Adsorption to a surface, reversible-binding, and trapping are all prevalent scenarios where particles exhibit "stickiness". Escape and first-passage times are known to be drastically affected, but detailed understanding of this phenomenon…

Statistical Mechanics · Physics 2023-12-06 Yuval Scher , Shlomi Reuveni , Denis S. Grebenkov

We investigate the heterogeneity of dynamics, the breakdown of the Stokes-Einstein relation and fragility in a model glass forming liquid, a binary mixture of soft spheres with a harmonic interaction potential, for spatial dimensions from 3…

Soft Condensed Matter · Physics 2021-08-20 Monoj Adhikari , Smarajit Karmakar , Srikanth Sastry

The interactions between parameters, model structure, and outputs can determine what inferences, predictions, and control strategies are possible for a given system. Parameter space reduction and parameter estimation---and, more generally,…

Dynamical Systems · Mathematics 2018-02-16 Andrew F. Brouwer , Marisa C. Eisenberg

This work studies the parameter-dependent diffusion equation in a two-dimensional domain consisting of locally mirror symmetric layers. It is assumed that the diffusion coefficient is a constant in each layer. The goal is to find…

Numerical Analysis · Mathematics 2024-12-20 Antti Autio , Antti Hannukainen

The sensitivity parameter is widely used for quantifying fine tuning. However, examples show it fails to give correct results under certain circumstances. We argue that these problems only occur when calculating the sensitivity of a…

High Energy Physics - Phenomenology · Physics 2007-10-24 Su Yan

This monograph reviews our current understanding of the physical dynamics of ice crystal growth, focusing on the spontaneous formation of complex structures from water vapor (called snow crystals) as a function of temperature,…

Materials Science · Physics 2021-12-10 Kenneth G. Libbrecht

Jamming is a phenomenon shared by a wide variety of systems, such as granular materials, foams, and glasses in their high density regime. This has motivated the development of a theoretical framework capable of explaining many of their…

Statistical Mechanics · Physics 2021-06-24 Rafael Díaz Hernández Rojas , Giorgio Parisi , Federico Ricci-Tersenghi

The problem of measuring nontrivial static correlations in deeply supercooled liquids made recently some progress thanks to the introduction of amorphous boundary conditions, in which a set of free particles is subject to the effect of a…

Disordered Systems and Neural Networks · Physics 2015-06-11 G. Gradenigo , R. Trozzo , A. Cavagna , T. S. Grigera , P. Verrocchio

Accurate predictions of basal melt rates on ice shelves are necessary for precise projections of the future behaviour of ice sheets. The computational expense associated with completely resolving the cavity circulation using an ocean model…

Fluid Dynamics · Physics 2022-03-17 Alexander T Bradley , C. Rosie Williams , Adrian Jenkins , Robert Arthern

The formation and accretion of ice on the leading edge of an airfoil can be detrimental to aerodynamic performance. Furthermore, the geometric shape of leading edge ice profiles can vary significantly depending on a wide range of physical…

Fluid Dynamics · Physics 2015-06-01 Anthony M. DeGennaro , Clarence W. Rowley , Luigi Martinelli

We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…

Statistical Mechanics · Physics 2016-08-31 Umberto Marini Bettolo Marconi , Pedro Tarazona

A complex system comprises multiple interacting entities whose interdependencies form a unified whole, exhibiting emergent behaviours not present in individual components. Examples include the human brain, living cells, soft matter, Earth's…

We examine the dynamics of hard spheres and discs at high packing fractions in two and three dimensions, modeling the simplest systems exhibiting a glass transition. As it is well known, cooperativity and dynamic heterogeneity arise as…

Soft Condensed Matter · Physics 2007-05-23 Burkhard Doliwa , Andreas Heuer

We obtain the full equations of motion for a wide, pivoted, slider bearing. These are used to review the choice of the optimal position for the pivot point, to discuss its response to time-dependent sliding velocity, and to determine the…

Fluid Dynamics · Physics 2023-12-06 Andrew Wilkinson , Marc Pradas , Michael Wilkinson

We analyze the theoretical framework of a shape optimization problem for a microchannel cooling system. To this end, a cost functional based on the tracking of absorbed energy by the cooler as well as some desired flow on a subdomain of the…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth , Christian Leithäuser , René Pinnau
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