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We prove that the statistical properties of random perturbations of a nonuniformly hyperbolic diffeomorphism are described by a finite number of stationary measures. We also give necessary and sufficient conditions for the stochastic…

Dynamical Systems · Mathematics 2011-11-10 Jose F. Alves , Vitor Araujo , Carlos H. Vasquez

In this paper, we investigate a nonlocal traffic flow model based on a scalar conservation law, where a stochastic velocity function is assumed. In addition to the modeling, theoretical properties of the stochastic nonlocal model are…

Numerical Analysis · Mathematics 2024-07-04 Timo Böhme , Simone Göttlich , Andreas Neuenkirch

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…

Statistical Mechanics · Physics 2013-06-11 Stefano Lepri

The Richards' equation is a model for flow of water in unsaturated soils. The coefficients of this (nonlinear) partial differential equation describe the permeability of the medium. Insufficient or uncertain measurements are commonly…

Numerical Analysis · Mathematics 2020-03-10 Andrea Barth , Andreas Stein

This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…

Spectral Theory · Mathematics 2024-12-10 Tareq Alodat , Quoc T. Le Gia

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…

Numerical Analysis · Mathematics 2020-08-24 Junlong Lyu , Zhongjian Wang , Jack Xin , Zhiwen Zhang

We study the evolution of interacting groups of agents in two-dimensional geometries. We introduce a microscopic stochastic model that includes floor fields modeling the global flow of individual groups as well as local interaction rules.…

Physics and Society · Physics 2019-10-03 William Ott , Ilya Timofeyev , Thomas Weber

We develop a Lagrangian approach to conservation-law anomalies in weak solutions of inviscid Burgers equation, motivated by previous work on the Kraichnan model of turbulent scalar advection. We show that the entropy solutions of Burgers…

Mathematical Physics · Physics 2017-10-06 Gregory L. Eyink , Theodore D. Drivas

We consider a class of nonlocal conservation laws with an interaction kernel supported on the negative real half-line and featuring a decreasing jump at the origin. We provide, for the first time, an existence and uniqueness theory for said…

Analysis of PDEs · Mathematics 2024-06-07 M. Di Francesco , S. Fagioli , E. Radici

Under an hypothesis of non-degeneracy of the flux, we study the long-time behaviour of periodic scalar first-order conservation laws with stochastic forcing in any space dimension. For sub-cubic fluxes, we show the existence of an invariant…

Analysis of PDEs · Mathematics 2013-10-15 Arnaud Debussche , Julien Vovelle

We study a class of nonlinear nonlocal conservation laws with discontinuous flux, modeling crowd dynamics and traffic flow, without any additional conditions on finiteness/discreteness of the set of discontinuities or on the monotonicity of…

Numerical Analysis · Mathematics 2023-07-31 Aekta Aggarwal , Ganesh Vaidya

In this article we consider one-dimensional random systems of hyperbolic conservation laws. We first establish existence and uniqueness of random entropy admissible solutions for initial value problems of conservation laws which involve…

Numerical Analysis · Mathematics 2020-03-16 Jan Giesselmann , Fabian Meyer , Christian Rohde

This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…

Probability · Mathematics 2024-03-05 T. Alodat , Q. T. Le Gia , I. H. Sloan

Wave propagation problems for heterogeneous media are known to have many applications in physics and engineering. Recently, there has been an increasing interest in stochastic effects due to the uncertainty, which may arise from impurities…

Numerical Analysis · Mathematics 2019-02-20 Ching-Shan Chou , Yukun Li , Dongbin Xiu

This paper aims to investigate the diffusion behavior of particles moving in stochastic flows under a structure-preserving scheme. We compute the effective diffusivity for normal diffusive random flows and establish the power law between…

Numerical Analysis · Mathematics 2024-05-30 Tan Zhang , Zhongjian Wang , Jack Xin , Zhiwen Zhang

For finite element approximations of transport phenomena, it is often necessary to apply a form of limiting to ensure that the discrete solution remains well-behaved and satisfies physical constraints. However, these limiting procedures are…

Numerical Analysis · Mathematics 2024-04-12 Tarik Dzanic

This paper describes a class of scheme named "residual distribution schemes" or "fluctuation splitting schemes". They are a generalization of Roe's numerical flux in fluctuation form. The so-called multidimensional fluctuation schemes have…

Numerical Analysis · Mathematics 2021-09-20 Remi Abgrall , Mario Ricchiuto

We investigate a stochastic model hierarchy for pedestrian flow. Starting from a microscopic social force model, where the pedestrians switch randomly between the two states stop-or-go, we derive an associated macroscopic model of…

Probability · Mathematics 2019-12-13 Simone Göttlich , Stephan Knapp , Peter Schillen

Motivated by considering partial differential equations arising from conservation laws posed on evolving surfaces, a new numerical method for an advection problem is developed and simple numerical tests are performed. The method is based on…

Numerical Analysis · Mathematics 2016-02-03 Christian Engwer , Thomas Ranner , Sebastian Westerheide

There have been many attempts to derive continuum models for dense granular flow, but a general theory is still lacking. Here, we start with Mohr-Coulomb plasticity for quasi-2D granular materials to calculate (average) stresses and slip…

Soft Condensed Matter · Physics 2015-06-25 Ken Kamrin , Martin Z. Bazant