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A diffuse interface model for surfactants in multi-phase flow with three or more fluids is derived. A system of Cahn-Hilliard equations is coupled with a Navier-Stokes system and an advection-diffusion equation for the surfactant ensuring…

Numerical Analysis · Mathematics 2018-10-30 Oliver R. A. Dunbar , Kei Fong Lam , Bjorn Stinner

In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…

Probability · Mathematics 2025-08-05 Grigorios A. Pavliotis , Andrea Zanoni

A quasistatic nonlinear model for finite-strain poro-visco-elasticity is considered in the Lagrangian frame using Kelvin-Voigt rheology. The model consists of a mechanical equation which is coupled to a diffusion equation with a degenerate…

Analysis of PDEs · Mathematics 2024-08-28 Willem J. M. van Oosterhout

The Quantum Lattice Boltzmann Method (QLBM) has emerged as one of the most promising quantum computing approaches for the numerical simulation of problems in computational fluid dynamics (CFD). The dynamics is formulated in terms of…

Diffusions are a fundamental class of models in many fields, including finance, engineering, and biology. Simulating diffusions is challenging as their sample paths are infinite-dimensional and their transition functions are typically…

Methodology · Statistics 2021-06-11 Paul A. Jenkins , Murray Pollock , Gareth O. Roberts , Michael Sørensen

We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…

Machine Learning · Statistics 2016-12-21 Botond Cseke , David Schnoerr , Manfred Opper , Guido Sanguinetti

We consider reaction-diffusion equations of KPP type in a presence of a line of fast diffusion with non-local exchange terms between the line and the framework. Our study deals with the infimum of the spreading speed depending on the…

Analysis of PDEs · Mathematics 2015-04-22 Antoine Pauthier

This work extends quantum optical models of high harmonic generation by considering a quantum stochastic analysis of the field modes coupled to an environment. In particular, we study the open system dynamics by solving the quantum Langevin…

Quantum Physics · Physics 2025-08-19 Philipp Stammer

Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…

Chemical Physics · Physics 2017-11-15 Dezhang Li , Xu Han , Yichen Chai , Cong Wang , Zifei Chen , Zhijun Zhang , Jian Liu , Jiushu Shao

Kinetic Monte-Carlo (KMC) simulations are a well-established numerical tool to investigate the time-dependent surface morphology in molecular beam epitaxy (MBE) experiments. In parallel, simplified approaches such as limited mobility (LM)…

Computational Physics · Physics 2019-09-18 Thomas Martynec , Sabine H. L. Klapp

The covariant form of the multivariable diffusion-drift process is described by the covariant Fokker--Planck equation using the standard toolbox of Riemann geometry. The covariant form of the equivalent Langevin stochastic differential…

Statistical Mechanics · Physics 2024-10-24 Lajos Diósi

A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…

Statistical Mechanics · Physics 2019-06-26 Emilio N. M. Cirillo , Matteo Colangeli , Lamberto Rondoni

We investigate a hydrodynamic system of Navier--Stokes/Cahn--Hilliard type, which describes the motion of a two-phase flow of two incompressible fluids with unmatched densities coupled with a soluble chemical species. Derived from Onsager's…

Analysis of PDEs · Mathematics 2025-12-30 Andrea Giorgini , Jingning He , Hao Wu

Starting from a classical-mechanics stochastic model encoded in a Langevin equation, we derive the natural diffusion equation associated with three classes of multiscale spacetimes (with weighted, ordinary, and "q-Poincar\'e" symmetries).…

Mathematical Physics · Physics 2013-12-11 Gianluca Calcagni , Giuseppe Nardelli

A numerical study is presented to analyze the thermal mechanisms of unsteady, supersonic granular flow, by means of hydrodynamic simulations of the Navier-Stokes granular equations. For this purpose a paradigmatic problem in granular…

Fluid Dynamics · Physics 2015-06-04 Lidia Almazán , José A. Carrillo , Clara Salueña , Vicente Garzó , Thorsten Poeschel

We study the dynamics of a dilute spherical model with two body interactions and random exchanges. We analyze the Langevin equations and we introduce a functional variational method to study generic dilute disordered models. A crossover…

Condensed Matter · Physics 2009-11-07 Guilhem Semerjian , Leticia F. Cugliandolo

We investigate the influence of a self-propelling, out-of-equilibrium active particle on generalized elastic systems, including flexible and semiflexible polymers, fluid membranes, and fluctuating interfaces, while accounting for…

Soft Condensed Matter · Physics 2024-01-25 Alessandro Taloni

In this study, we consider the simulation of subsurface flow and solute transport processes in the stationary limit. In the convection-dominant case, the numerical solution of the transport problem may exhibit non-physical diffusion and…

Numerical Analysis · Mathematics 2023-07-19 A. Q. T. Ngo , P. Bastian , O. Ippisch

In this paper we derive a higher-order KdV equation (HKdV) as a model to describe the unidirectional propagation of waves on an internal interface separating two fluid layers of varying densities. Our model incorporates underlying currents…

Exactly Solvable and Integrable Systems · Physics 2025-06-13 David Henry , Rossen I. Ivanov , Zisis N. Sakellaris

We investigate a new diffuse-interface model that describes creeping two-phase flows (i.e., flows exhibiting a low Reynolds number), especially flows that permeate a porous medium. The system of equations consists of a Brinkman equation for…

Analysis of PDEs · Mathematics 2025-09-15 Pierluigi Colli , Patrik Knopf , Giulio Schimperna , Andrea Signori