Related papers: A stochastic approach to enhanced diffusion
In many situations, the combined effect of advection and diffusion greatly increases the rate of convergence to equilibrium -- a phenomenon known as enhanced dissipation. Here we study the situation where the advecting velocity field…
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…
We analyze the decay and instant regularization properties of the evolution semigroups generated by two-dimensional drift-diffusion equations in which the scalar is advected by a shear flow and dissipated by full or partial diffusion. We…
We show that by "accelerating" relaxation enhancing flows, one can construct a flow that is smooth on $[0,1) \times \mathbb{T}^d$ but highly singular at $t=1$ so that for any positive diffusivity, the advection-diffusion equation associated…
We consider the advection-diffusion equation \[ \phi_t + Au \cdot \nabla \phi = \Delta \phi, \qquad \phi(0,x)=\phi_0(x) \] on $\bbR^2$, with $u$ a periodic incompressible flow and $A\gg 1$ its amplitude. We provide a sharp characterization…
In this paper, we first present a Gearhardt-Pr\"uss type theorem with a sharp bound for m-accretive operators. Then we give two applications: (1) give a simple proof of the result proved by Constantin et al. on relaxation enhancement…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
We study the mixing and dissipation properties of the advection-diffusion equation with diffusivity $0 < \kappa \ll 1$ and advection by a class of random velocity fields on $\mathbb T^d$, $d=\{2,3\}$, including solutions of the 2D…
Shear flows are naturally expected to occur in astrophysical environments and potential sites of continuous non-thermal Fermi-type particle acceleration. Here we investigate the efficiency of expanding relativistic outflows to facilitate…
We present several results on smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…
Enhanced diffusion, which describes the accelerated spread of passive scalars due to the interaction between advection and molecular diffusion, has been extensively studied in simplified geometries, such as uniform shear and radial flows.…
We obtain new estimates for the solution of both the porous medium and the fast diffusion equations by studying the evolution of suitable Lipschitz norms. Our results include instantaneous regularization for all positive times, long-time…
We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…
We investigate stochastic interpolation, a recently introduced framework for high dimensional sampling which bears many similarities to diffusion modeling. Stochastic interpolation generates a data sample by first randomly initializing a…
Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…
Recent experimental results indicate that mixing is enhanced by a reciprocal flow induced inside a levitated droplet with an oscillatory deformation [T. Watanabe et al. Sci. Rep. 8, 10221 (2018)]. Generally, reciprocal flow cannot convect…
The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…
Diffusion models have made rapid progress in generating high-quality samples across various domains. However, a theoretical understanding of the Lipschitz continuity and second momentum properties of the diffusion process is still lacking.…