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In this paper we study jump-diffusion stochastic differential equations (SDEs) with a discontinuous drift coefficient and a possibly degenerate diffusion coefficient. Such SDEs appear in applications such as optimal control problems in…

Numerical Analysis · Mathematics 2021-01-15 Paweł Przybyłowicz , Michaela Szölgyenyi

We prove that there exists a weak solution to a system governing an unsteady flow of a viscoelastic fluid in three dimensions, for arbitrarily large time interval and data. The fluid is described by the incompressible Navier-Stokes…

Analysis of PDEs · Mathematics 2020-07-22 Michal Bathory , Miroslav Bulíček , Josef Málek

We show that the only flow solving the stochastic differential equation (SDE) on $\RR$ $$dX_t = 1_{\{X_t>0\}}W_+(dt) + 1_{\{X_t<0\}}dW_-(dt),$$ where $W^+$ and $W^-$ are two independent white noises, is a coalescing flow we will denote…

Probability · Mathematics 2011-11-09 Yves Le Jan , Olivier Raimond

In this paper we study the following stochastic differential equation (SDE) in ${\mathbb R}^d$: $$ \mathrm{d} X_t= \mathrm{d} Z_t + b(t, X_t)\mathrm{d} t, \quad X_0=x, $$ where $Z$ is a L\'evy process. We show that for a large class of…

Probability · Mathematics 2015-01-21 Zhen-Qing Chen , Renming Song , Xicheng Zhang

A set of exact integrals of motion is found for systems driven by homogenous isotropic stochastic flow. The integrals of motion describe the evolution of (hyper-)surfaces of different dimensions transported by the flow, and can be expressed…

Fluid Dynamics · Physics 2026-01-29 V. A. Sirota , A. S. Il'yn , A. V. Kopyev , K. P. Zybin

In this article we consider weak solutions of the three-dimensional incompressible fluid flow equations with initial data admitting a one-dimensional symmetry group. We examine both the viscous and inviscid cases. For the case of viscous…

Cauchy invariants are now viewed as a powerful tool for investigating the Lagrangian structure of three-dimensional (3D) ideal flow (Frisch & Zheligovsky, Commun. Math. Phys., vol. 326, 2014, pp. 499-505, Podvigina et al., J. Comput. Phys.,…

Fluid Dynamics · Physics 2017-08-01 Nicolas Besse , Uriel Frisch

Following the previous part of our study on unsteady non-New\-to\-nian fluid flows with boundary conditions of friction type we consider in this paper the case of pseudo-plastic (shear thinning) fluids. The problem is described by a…

Analysis of PDEs · Mathematics 2021-12-16 Mahdi Boukrouche , Hanene Debbiche , Laetitia Paoli

We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…

In this paper we study the following stochastic Hamiltonian system in ${\mathbb R}^{2d}$ (a second order stochastic differential equation), $$ d \dot X_t=b(X_t,\dot X_t)d t+\sigma(X_t,\dot X_t)d W_t,\ \ (X_0,\dot X_0)=(x,v)\in{\mathbb…

Probability · Mathematics 2017-02-08 Xicheng Zhang

We investigate a steady flow of compressible fluid with inflow boundary condition on the density and slip boundary conditions on the velocity in a square domain in $\mathbf{R^2}$. We show existence of a strong solution $(v,\rho) \in…

Mathematical Physics · Physics 2009-01-27 Tomasz Piasecki

We consider a full Navier-Stokes and $Q$-tensor system for incompressible liquid crystal flows of nematic type. In the two dimensional periodic case, we prove the existence and uniqueness of global strong solutions that are uniformly…

Analysis of PDEs · Mathematics 2023-07-28 Cecilia Cavaterra , Elisabetta Rocca , Hao Wu , Xiang Xu

We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…

Probability · Mathematics 2018-12-27 Jie Xiong , Jiayu Zheng , Xiaowen Zhou

We prove regularity, global existence, and convergence of Lagrangian mean curvature flows in the two-convex case. Such results were previously only known in the convex case, of which the current work represents a significant improvement.…

Differential Geometry · Mathematics 2023-12-22 Chung-Jun Tsai , Mao-Pei Tsui , Mu-Tao Wang

A dynamic procedure for the Lagrangian Averaged Navier-Stokes-$\alpha$ (LANS-$\alpha$) equations is developed where the variation in the parameter $\alpha$ in the direction of anisotropy is determined in a self-consistent way from data…

Fluid Dynamics · Physics 2009-11-10 Hongwu Zhao , Kamran Mohseni

We study the statistical properties of stationary, isotropic and homogeneous turbulence in two-dimensional (2D) flows, focusing on the direct cascade, that is on wave-numbers large compared to the integral scale, where both energy and…

Statistical Mechanics · Physics 2024-08-29 Malo Tarpin , Léonie Canet , Carlo Pagani , Nicolás Wschebor

In this paper, we investigate the incompressible steady Navier-Stokes system with Navier slip boundary condition in a two-dimensional channel. As long as the width of cross-section of the channel grows more slowly than the linear growth,…

Analysis of PDEs · Mathematics 2022-11-23 Kaijian Sha , Yun Wang , Chunjing Xie

A fully discrete Lagrangian scheme for numerical solution of the nonlinear fourth order DLSS equation in one space dimension is analyzed. The discretization is based on the equation's gradient flow structure in the $L^2$-Wasserstein metric.…

Numerical Analysis · Mathematics 2014-10-08 Daniel Matthes , Horst Osberger

A proof of existence, uniqueness and smoothness of the Navier-Stokes equations is an actual problem, which solution is important for different branches of science. The subject of this study is obtaining the smooth and unique solutions of…

Fluid Dynamics · Physics 2016-08-30 Alexey V. Zhirkin

The Lagrangian derivatives of finite-time Lyapunov exponents and the corresponding characteristic directions are shown to satisfy time-asymptotic differential constraints in chaotic flows. The constraints are valid for any metric tensor,…

Chaotic Dynamics · Physics 2007-05-23 Jean-Luc Thiffeault
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