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Some recent developments in the analysis of long-time behaviors of stochastic solutions of nonlinear conservation laws driven by stochastic forcing are surveyed. The existence and uniqueness of invariant measures are established for…

Analysis of PDEs · Mathematics 2019-11-12 Gui-Qiang G. Chen , Peter H. C. Pang

In this note, we establish optimal lower and upper Gaussian bounds for the density of the solution to a class of stochastic integral equations driven by an additive spatially homogeneous Gaussian random field. The proof is based on the…

Probability · Mathematics 2009-12-21 David Nualart , Lluis Quer-Sardanyons

We consider the Navier-Stokes equations in vorticity form in $\mathbb{R}^2$ with a white noise forcing term of multiplicative type, whose spatial covariance is not regular enough to apply the It\^o calculus in $L^q$ spaces, $1<q<\infty$. We…

Probability · Mathematics 2018-03-06 Benedetta Ferrario , Margherita Zanella

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…

Chaotic Dynamics · Physics 2009-11-13 Jeremie Bec , Massimo Cencini , Rafaela Hillerbrand , Konstantin Turitsyn

We study the effect of surface gravity waves on the motion of inertial particles in an incompressible fluid. Using the multiple-scale technique, we perform an analytical calculation which allows us to predict the dynamics of such particles;…

Fluid Dynamics · Physics 2013-01-25 G. Boffetta , M. Martins Afonso , A. Mazzino , M. Onorato , F. Santamaria

We study the dynamics and clustering of dust particles with inertia in shock-dominated compressible turbulence using the two-dimensional, stochastically forced Burgers equation. At small Stokes numbers, shock trapping leads to extreme…

Fluid Dynamics · Physics 2025-12-09 Anikat Kankaria , Samriddhi Sankar Ray

Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…

Numerical Analysis · Mathematics 2017-11-07 Max Gunzburger , Buyang Li , Jilu Wang

A flowing pair of particles in inertial microfluidics gives important insights into understanding and controlling the collective dynamics of particles like cells or droplets in microfluidic devices. They are applied in medical cell analysis…

Fluid Dynamics · Physics 2018-05-25 Christian Schaaf , Felix Rühle , Holger Stark

Acoustic traps use forces exerted by sound waves to confine and transport small objects. The dynamics of an object moving in the force landscape of an acoustic trap can be significantly influenced by the inertia of the surrounding fluid…

Soft Condensed Matter · Physics 2024-03-19 Mia C. Morrell , David G. Grier

Martingale solutions of stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains, driven by the L\'evy noise consisting of the compensated time homogeneous Poisson random measure and the Wiener process are considered.…

Probability · Mathematics 2012-09-03 Elżbieta Motyl

Finding a quantitative description of the rate of collisions between small particles suspended in mixing flows is a long-standing problem. Here we investigate the validity of a parameterisation of the collision rate for identical particles…

Fluid Dynamics · Physics 2016-06-01 K. Gustavsson , B. Mehlig

We study the Navier-Stokes equations governing the motion of isentropic compressible fluid in three dimensions driven by a multiplicative stochastic forcing. In particular, we consider a stochastic perturbation of the system as a function…

Analysis of PDEs · Mathematics 2017-01-03 Dominic Breit , Martina Hofmanová

This paper considers uncertainty quantification in systems perturbed by stochastic disturbances, in particular, Gaussian white noise. The main focus of this work is on describing the time evolution of statistical moments of certain…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Anant A. Joshi , Kamesh Subbarao

A system of two biased, mutually exclusive random walkers on an infinite 1D lattice is studied whereby the intrinsic bias of one particle is equal and opposite to that of the other. The propogator for this system is solved exactly and…

Mathematical Physics · Physics 2011-11-16 Jonathan R Potts , Stephen Harris , Luca Giuggioli

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

The large-scale/long-time transport of inertial particles of arbitrary mass density under gravity is investigated by means of a formal multiple-scale perturbative expansion in the scale-separation parametre between the carrier flow and the…

Fluid Dynamics · Physics 2019-02-13 Marco Martins Afonso , Andrea Mazzino , Paolo Muratore-Ginanneschi

White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical and biological systems in space dimensions d = 1,2,3. Whereas existence and uniqueness of weak solutions…

Numerical Analysis · Mathematics 2015-05-27 Marc D. Ryser , Nilima Nigam , Paul F. Tupper

We study the compressible Navier-Stokes system driven by physically relevant transport noise, where the noise influences both the continuity and momentum equations. Our approach is based on transforming the system into a partial…

Analysis of PDEs · Mathematics 2025-04-15 D. Breit , E. Feireisl , M. Hofmanova , P. B. Mucha

Stochastic resonance is a phenomenon where a noise of appropriate intensity enhances the input signal strength. In this work, by employing the recently developed convex optimization methods in the context of dynamical systems and stochastic…

Dynamical Systems · Mathematics 2023-09-22 Minjae Cho

We study through numerical simulation the Vicsek model for very low speeds and densities. We consider scalar noise in 2-d and 3-d, and vector noise in 3-d. We focus on the behavior of the critical noise with density and speed, trying to…

Statistical Mechanics · Physics 2019-05-08 M. Leticia Rubio Puzzo , Andres De Virgiliis , Tomas S. Grigera