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In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart

We present a formalism for Newtonian multi-fluid hydrodynamics derived from an unconstrained variational principle. This approach provides a natural way of obtaining the general equations of motion for a wide range of hydrodynamic systems…

Fluid Dynamics · Physics 2009-11-07 Reinhard Prix

We analyse the non-linear gravitational dynamics of a pressure-less fluid in the Newtonian limit of General Relativity in both the Eulerian and Lagrangian pictures. Starting from the Newtonian metric in the Poisson gauge, we transform to…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-19 Eleonora Villa , Sabino Matarrese , Davide Maino

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…

Geophysics · Physics 2017-05-31 Valentin Resseguier , Etienne Mémin , Bertrand Chapron

The Schr\"odinger bridge problem is concerned with finding a stochastic dynamical system bridging two marginal distributions that minimises a certain transportation cost. This problem, which represents a generalisation of optimal transport…

Machine Learning · Computer Science 2026-03-03 Kirill Tamogashev , Nikolay Malkin

For stochastic systems driven by continuous semimartingales an explicit formula for the logarithm of the Ito flow map is given. A similar formula is also obtained for solutions of linear matrix-valued SDEs driven by arbitrary…

Probability · Mathematics 2015-11-24 Kurusch Ebrahimi-Fard , Simon J. A. Malham , Frederic Patras , Anke Wiese

Stochastic thermodynamics is an important development in the direction of finding general thermodynamic principles for non-equilibrium systems. We believe stochastic thermodynamics has the potential to benefit from the measure-theoretic…

Statistical Mechanics · Physics 2023-07-06 Annwesha Dutta , Saikat Sarkar

Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…

Probability · Mathematics 2017-08-01 Davide Gabrielli , Ida Germana Minelli

At the heart of any method for computational fluid dynamics lies the question of how the simulated fluid should be discretized. Traditionally, a fixed Eulerian mesh is often employed for this purpose, which in modern schemes may also be…

Fluid Dynamics · Physics 2011-09-13 Volker Springel

In this paper we consider the stochastic primitive equation for geophysical flows subject to transport noise and turbulent pressure. Admitting very rough noise terms, the global existence and uniqueness of solutions to this stochastic…

Analysis of PDEs · Mathematics 2022-10-26 Antonio Agresti , Matthias Hieber , Amru Hussein , Martin Saal

Standard Eulerian--Lagrangian (EL) methods generally employ drag force models that only represent the mean hydrodynamic force acting upon a particle-laden suspension. Consequently, higher-order drag force statistics, arising from…

Fluid Dynamics · Physics 2021-03-22 Aaron M. Lattanzi , Vahid Tavanashad , Shankar Subramaniam , Jesse Capecelatro

When expressed in Lagrangian variables, the equations of motion for compressible (barotropic) fluids have the structure of a classical Hamiltonian system in which the potential energy is given by the internal energy of the fluid. The…

Analysis of PDEs · Mathematics 2021-12-21 Thomas Gallouët , Quentin Merigot , Andrea Natale

A variational principle for two-fluid mixtures is proposed. The Lagrangian is constructed as the difference between the kinetic energy of the mixture and a thermodynamic potential conjugated to the internal energy with respect to the…

Classical Physics · Physics 2008-02-06 Sergey Gavrilyuk , Henri Gouin , Yurii Perepechko

The connection is established between two different action principles for perfect fluids in the context of general relativity. For one of these actions, $S$, the fluid four--velocity is expressed as a sum of products of scalar fields and…

General Relativity and Quantum Cosmology · Physics 2008-02-03 J. David Brown

This paper is based on a formulation of the Navier-Stokes equations developed by P. Constantin and the first author (\texttt{arxiv:math.PR/0511067}, to appear), where the velocity field of a viscous incompressible fluid is written as the…

Probability · Mathematics 2010-03-16 Gautam Iyer , Jonathan Mattingly

We present a new application of Lagrangian Perturbation Theory (LPT): the stability analysis of fluid flows. As a test case that demonstrates the framework we focus on the plane Couette flow. The incompressible Navier-Stokes equation is…

Fluid Dynamics · Physics 2018-05-01 Sharvari Nadkarni-Ghosh , Jayanta K. Bhattacharjee

Stellar streams retain a memory of their gravitational interactions with small-scale perturbations. While perturbative models for streams have been formulated in action-angle coordinates, a direct transformation to these coordinates is only…

Hamilton variational principle for special type of statistical ensemble of deterministic dynamical systems is derived. Thie form of variational principle allows one to describe the statistical ensemble in terms of wave functions and…

Mathematical Physics · Physics 2007-05-23 Yuri A. Rylov

Consider a fast-slow system of ordinary differential equations of the form $\dot x=a(x,y)+\varepsilon^{-1}b(x,y)$, $\dot y=\varepsilon^{-2}g(y)$, where it is assumed that $b$ averages to zero under the fast flow generated by $g$. We give…

Probability · Mathematics 2017-09-01 David Kelly , Ian Melbourne