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Stochasticity is one of the most extensively researched topics in laboratory and space plasmas since it has been successful in explaining the various anomalous processes like transport, particle heating, particle loss etc. Since there is a…

Plasma Physics · Physics 2007-11-27 Ramesh Narayanan , Md. Nurujjaman , A. N. Sekar Iyengar

Kinetically-constrained models are lattice-gas models that are used for describing glassy systems. By construction, their equilibrium state is trivial and there are no equal-time correlations between the occupancy of different sites. We…

Statistical Mechanics · Physics 2017-03-01 Eial Teomy , Yair Shokef

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

Statistical Mechanics · Physics 2024-02-08 Ying Tang , Jing Liu , Jiang Zhang , Pan Zhang

We study steady-state properties of inelastic gases in two-dimensions in the presence of an energy source. We generalize previous hydrodynamic treatments to situations where high and low density regions coexist. The theoretical predictions…

Condensed Matter · Physics 2009-10-28 E. L. Grossman , T. Zhou , E. Ben-Naim

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…

Fluid Dynamics · Physics 2023-08-30 Darryl D. Holm , Erwin Luesink

It is known that a finite-size homogeneous granular fluid develops an hydrodynamic-like instability when dissipation crosses a threshold value. This instability is analyzed in terms of modified hydrodynamic equations: first, a source term…

Statistical Mechanics · Physics 2009-10-31 R. Soto , M. Mareschal , M. Malek Mansour

This paper considers uncertainty quantification in systems perturbed by stochastic disturbances, in particular, Gaussian white noise. The main focus of this work is on describing the time evolution of statistical moments of certain…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Anant A. Joshi , Kamesh Subbarao

Quantum computing holds great promise to accelerate scientific computations in fluid dynamics and other classical physical systems. While various quantum algorithms have been proposed for linear flows, developing quantum algorithms for…

Fluid Dynamics · Physics 2025-02-25 Boyuan Wang , Zhaoyuan Meng , Yaomin Zhao , Yue Yang

In this paper, we are concerned with the quantification of uncertainties that arise from intra-day oscillations in the demand for natural gas transported through large-scale networks. The short-term transient dynamics of the gas flow is…

Numerical Analysis · Mathematics 2020-12-08 Jens Lang , Pia Domschke , Elisa Strauch

Stochastic fluctuations of molecule numbers are ubiquitous in biological systems. Important examples include gene expression and enzymatic processes in living cells. Such systems are typically modelled as chemical reaction networks whose…

Quantitative Methods · Quantitative Biology 2017-01-13 David Schnoerr , Guido Sanguinetti , Ramon Grima

The study of uncertainty propagation is of fundamental importance in plasma physics simulations. To this end, in the present work we propose a novel stochastic Galerkin (sG) particle {method} for collisional kinetic models of plasmas under…

Numerical Analysis · Mathematics 2023-03-22 Andrea Medaglia , Lorenzo Pareschi , Mattia Zanella

Continuous-time random disturbances (also called stochastic excitations) due to increasing renewable generation have an increasing impact on power system dynamics; However, except from the Monte Carlo simulation, most existing methods for…

Optimization and Control · Mathematics 2020-07-07 Yiwei Qiu , Jin Lin , Xiaoshuang Chen , Feng Liu , Yonghua Song

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

We study long-range interacting systems perturbed by external stochastic forces. Unlike the case of short-range systems, where stochastic forces usually act locally on each particle, here we consider perturbations by external stochastic…

Statistical Mechanics · Physics 2013-12-04 Cesare Nardini , Shamik Gupta , Stefano Ruffo , Thierry Dauxois , Freddy Bouchet

The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…

Fluid Dynamics · Physics 2009-07-01 Boris Arcen , Anne Tanière

Uncertainty propagation in non-linear dynamical systems has become a key problem in various fields including control theory and machine learning. In this work we focus on discrete-time non-linear stochastic dynamical systems. We present a…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Eduardo Figueiredo , Andrea Patane , Morteza Lahijanian , Luca Laurenti

A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to…

Analysis of PDEs · Mathematics 2022-02-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams , Shouhong Wang

Stochastic hydrodynamics provides a dynamical framework for the evolution of fluctuations in heavy-ion collisions, but poses significant challenges in numerical simulations. We present an algorithm for the simulation of non-relativistic…

Nuclear Theory · Physics 2026-02-03 Mattis Harhoff , Sören Schlichting , Lorenz von Smekal

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

We propose a simple stochastic model of cascading transport in wave number space to clarify the origin of intermittent behavior of fully-developed fluid turbulence. In spite of lack of nonlinearity and viscosity the model gives non-Gaussian…

chao-dyn · Physics 2008-02-03 Hideki Takayasu , Y-h. Taguchi , Tomoo Katsuyama
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