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We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
We consider both the effect of particle inertia on stochastic Stokes' drift, and also a related process which could be considered as a crude model of stochastic Stokes' drift driven by an eddy diffusivity. In the latter, the stochastic…
We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…
Faraday and resonant density waves emerge in Bose-Einstein condensates as a result of harmonic driving of the system. They represent nonlinear excitations and are generated due to the interaction-induced coupling of collective oscillation…
In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…
Having a priori knowledge of the force acting on a noisy system it is possible to solve the issue relative to the interpretation of multiplicative noise terms (aka Ito-Stratonovich dilemma). We experimentally show that for a Brownian…
We study inviscid limits of invariant measures for the 2D Stochastic Navier-Stokes equations. As shown in \cite{Kuksin2004} the noise scaling $\sqrt{{\nu}}$ is the only one which leads to non-trivial limiting measures, which are invariant…
We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…
We consider systems of particles coupled with fluids. The particles are described by the evolution of their density, and the fluid is described by the Navier-Stokes equations. The particles add stress to the fluid and the fluid carries and…
A mass transport directed from low to high density region in an inhomogeneous medium is modeled as a limiting case of a two-component lattice gas with excluded volume constraint and one of the components fixed. In the long-wavelength…
This short article sets out some of the basic considerations that go into detecting the mass of quasiparticles with effective magnetic charge in solids. Effective magnetic charges may be appear as defects in particular magnetic textures. A…
We study the stochastic viscous nonlinear wave equations (SvNLW) on $\mathbb T^2$, forced by a fractional derivative of the space-time white noise $\xi$. In particular, we consider SvNLW with the singular additive forcing $D^\frac{1}{2}\xi$…
Periodic travelling waves at the free surface of an incompressible inviscid fluid in two dimensions under gravity are numerically computed for an arbitrary vorticity distribution. The fluid domain over one period is conformally mapped from…
We study the long-time behavior of solutions to a stochastically driven Navier-Stokes system describing the motion of a compressible viscous fluid driven by a temporal multiplicative white noise perturbation. The existence of stationary…
Numerical algorithms for the integration of stochastic differential equations in the presence of white noise are introduced and compared. Algorithms for the integration of stochastic correlated forces are also briefly reviewed. Finally, a…
We report an interesting phenomenon of noise-induced vortex reversal in a two-dimensional system of self-propelled particles (SPP) with soft-core interactions. With the aid of forward flux sampling, we analyze the configurations along the…
We present a generalization of the inertial coupling (IC) [Usabiaga et al. J. Comp. Phys. 2013] which permits the resolution of radiation forces on small particles with arbitrary acoustic contrast factor. The IC method is based on a…
In this article, we consider the hyperbolic and parabolic Anderson models in arbitrary space dimension $d$, with constant initial condition, driven by a Gaussian noise which is white in time. We consider two spatial covariance structures:…
We consider the vorticity form of the 2D Euler equations which is perturbed by a suitable transport type noise and has white noise initial condition. It is shown that, under certain conditions, this equation converges to the 2D…
Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…