Related papers: Stochastic Modelling in Fluid Dynamics: It\^o vs S…
Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…
The barotropic ideal fluid with step and delta-function discontinuities coupled to Einstein's gravity is studied. The discontinuities represent star surfaces and thin shells; only non-intersecting discontinuity hypersurfaces are considered.…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…
Fast and stable fluid simulations are an essential prerequisite for applications ranging from computer-generated imagery to computer-aided design in research and development. However, solving the partial differential equations of…
Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…
The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…
In the one-dimensional stationary case, we construct a mechanical Lagrangian describing the quantum motion of a non-relativistic spinless system. This Lagrangian is written as a difference between a function $T$, which represents the…
We generalize the results of Ambrosio [Invent. Math. 158 (2004), 227--260] on the existence, uniqueness and stability of regular Lagrangian flows of ordinary differential equations to Stratonovich stochastic differential equations with BV…
A simple generalization of the MHD model accounting for the fluctuations of the configurations due to kinetic effects in plasmas in short times small scales is considered. The velocity of conductive fluid and the magnetic field are…
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…
A numerical experiment of ideal stochastic motion of a particle subject to conservative forces and Gaussian noise reveals that the path probability depends exponentially on action. This distribution implies a fundamental principle…
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…
Relativistic hydrodynamics of an isentropic fluid in a gravitational field is considered as the particular example from the family of Lagrangian hydrodynamic-type systems which possess an infinite set of integrals of motion due to the…
Physical scenarios that require a relativistic treatment are ubiquitous in nature, ranging from cosmological objects to charge carriers in Dirac materials. Interestingly all of these situations have in common that the systems typically…
In recent years, many difficulties appeared when taking into account the inherent stochastic behavior of neurons and voltage-dependent ion channels in Hodgking-Huxley type models. In particular, an open problem for a stochastic model of…
Modeling statistical properties of motion of a Lagrangian particle advected by a high-Reynolds-number flow is of much practical interest and complement traditional studies of turbulence made in Eulerian framework. The strong and nonlocal…
We show that, simultaneous local scaling of coordinate and time keeping the velocity unaltered is a symmetry of an It\^o-process. Using this symmetry, any It\^o-process can be mapped to a universal additive Gaussian-noise form. We use this…
A Lagrangian relativistic approach to the non--linear dynamics of cosmological perturbations of an irrotational collisionless fluid is considered. Solutions are given at second order in perturbation theory for the relevant fluid and…
In this paper, we study the homogenization of the distribution-dependent stochastic abstract fluid models by combining the $two\!-\!scale$ convergence and martingale representative approach. A general framework of the homogenization…
The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…