Related papers: A stochastic approach to enhanced diffusion
Various bias-correction methods such as EXTRA, gradient tracking methods, and exact diffusion have been proposed recently to solve distributed {\em deterministic} optimization problems. These methods employ constant step-sizes and converge…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…
Here we study the long time behavior of an advection-diffusion equation with a general time varying (including random) shear flow imposing no-flux boundary conditions on channel walls. We derive the asymptotic approximation of the scalar…
We present a backward diffusion flow (i.e. a backward-in-time stochastic differential equation) whose marginal distribution at any (earlier) time is equal to the smoothing distribution when the terminal state (at a latter time) is…
This work deals with mixing and dissipation ehancement for the solution of advection-diffusion equation driven by a Ornstein-Uhlenbeck velocity field. We are able to prove a quantitative mixing result, uniform in the diffusion parameter,…
This paper proposes an adaptive time-stepping mothods for stochastic diffusion systems whose drift and diffusion coefficients are locally Lipschitz continuous and may exhibit polynomial growth. By controlling the growth of both the drift…
The paper starts by giving a motivation for this research and justifying the considered stochastic diffusion models for cosmic microwave background radiation studies. Then it derives the exact solution in terms of a series expansion to a…
We develop a powerful and general method to provide rigorous and accurate upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
We consider the advection-diffusion equation describing the evolution of a passive scalar in a background shear flow. We prove the optimal uniform-in-diffusivity mixing rate $\| f \|_{H^{-1}} \lesssim \langle t \rangle^{-1/(N+1)}$, $t \geq…
In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…
We consider stochastic diffusion processes absorbed at the boundary of a domain. It is shown that there exist initial distributions which ensure a given decreasing of density of the absorbed process.
In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…
The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…
We study mixing and diffusion properties of passive scalars driven by $generic$ rough shear flows. Genericity is here understood in the sense of prevalence and (ir)regularity is measured in the Besov-Nikolskii scale $B^{\alpha}_{1,…
We consider absorbing chemical reactions in a fluid flow modeled by the coupled advection-reaction-diffusion equations. In these systems, the interplay between chemical diffusion and fluid transportation causes the enhanced dissipation…
Motivated by mixing processes in analytical laboratories, this work investigates enhanced dissipation in non-autonomous flows. We study the evolution of concentrations governed by the advection-diffusion equation, where the velocity field…
Explicit examples of scalar enhanced diffusion due to resonances between different transport mechanisms are presented. Their signature is provided by the sharp and narrow peaks observed in the effective diffusivity coefficients and, in the…
We consider the advection equation on $\mathbb{T}^2$ with a real analytic and time-periodic velocity field that alternates between two Hamiltonian shears. Randomness is injected by alternating the vector field randomly in time between just…