Related papers: (S)-convergence and approximation of oscillatory s…
Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical…
The strong convergence of numerical methods for stochastic differential equations (SDEs) for $t\in[0,\infty)$ is proved. The result is applicable to any one-step numerical methods with Markov property that have the finite time strong…
This paper represents the full version of a paper published earlier in Physica A [246 (1997), 275]. The present paper includes argumentation, proofs and details omitted in the shortened version. The papers are a further development of the…
The gauge invariant electromagnetic Wigner equation is taken as the basis for a fluid-like system describing quantum plasmas, derived from the moments of the gauge invariant Wigner function. The use of the standard, gauge dependent Wigner…
In this thesis we study field theoretic viewpoints on certain fluid mechanical phenomena. In the Higgs mechanism, the weak gauge bosons acquire masses by interacting with a scalar field, leading to a vector boson mass matrix. On the other…
A numerical method is presented to simulate gas-liquid-solid flows with bubble-particle interaction, including particle collision, sliding, and attachment. Gas-liquid flows are simulated in an Eulerian framework using a volume-of-fluid…
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…
We prove a general criterion providing sufficient conditions under which a time-discretiziation of a given Stochastic Differential Equation (SDE) is a uniform in time approximation of the SDE. The criterion is also, to a certain extent,…
This work gathers new results concerning the semi-geostrophic equations: existence and stability of measure valued solutions, existence and uniqueness of solutions under certain continuity conditions for the density, convergence to the…
Diffusivity, a measure for how rapidly a fluid self-mixes, shows an intimate, but seemingly fragmented, connection to thermodynamics. On one hand, the "configurational" contribution to entropy (related to the number of mechanically-stable…
Stochastic geometric mechanics (SGM) is known for its potential utility in quantifying uncertainty in global climate modelling of the Earth's ocean and atmosphere while also preserving the fundamental advective transport properties of ideal…
An Euler-type framework with equidistant step sizes is proposed for a class of time-changed stochastic differential equations.We establish the strong convergence rate of the standard Euler--Maruyama method under the global Lipschitz…
We consider a finite dimensional approximation of the stochastic nonlinear Schr\"odinger equation driven by multiplicative noise, which is derived by applying a symplectic method to the original equation in spatial direction. Both the…
Anomaly, a generic feature of relativistic quantum field theory, is shown to be present in non-relativistic classical ideal fluid. A new result is the presence of anomalous terms in current algebra, an obvious analogue of Schwinger terms…
The Lie point symmetries and corresponding invariant solutions are obtained for a Gaussian, irrotational, compressible fluid flow. A supersymmetric extension of this model is then formulated through the use of a superspace and superfield…
We study the convergence and error estimates of a finite volume method for the compressible Navier-Stokes-Fourier system with Dirichlet boundary conditions. Physical fluid domain is typically smooth and needs to be approximated by a…
We give a new proof of the large deviation principle from the hydrodynamic limit for the Ginzberg-Landau model studied in Donsker and Varadhan (1989) using techniques from the theory of stochastic control and weak convergence methods. The…
A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…
The secant method, as an important approach for solving nonlinear equations, is introduced in nearly all numerical analysis textbooks. However, most textbooks only briefly address the Q-order of convergence of this method, with few…
We propose a nonconforming finite element method for isentropic viscous gas flow in situations where convective effects may be neglected. We approximate the continuity equation by a piecewise constant discontinuous Galerkin method. The…