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Related papers: Dynamical Fractional and Multifractal Fields

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Stochastic differential equations (SDEs), which models uncertain phenomena as the time evolution of random variables, are exploited in various fields of natural and social sciences such as finance. Since SDEs rarely admit analytical…

Quantum Physics · Physics 2021-05-26 Kenji Kubo , Yuya O. Nakagawa , Suguru Endo , Shota Nagayama

In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…

Probability · Mathematics 2009-08-18 Xicheng Zhang

Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…

Numerical Analysis · Mathematics 2026-04-03 Yi Bing , Liu Jia , Fu Jinyang , Peng Xiang

Understanding the interaction between turbulence and zonal flows is critical for modeling turbulence transport in fusion plasmas, often described through predator-prey dynamics. However, traditional deterministic models like the…

Plasma Physics · Physics 2025-08-15 J. C. Huang , Z. S. Qu , R. Varennes , Y. W. Cho , X. Garbet , C. G. Wan , C. Guet , D. Niyato , V. Grandgirard

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

Fractal grids generate turbulence by exciting many length scales of different sizes simultaneously rather than using the nonlinear cascade mechanism to obtain multi-scale structures, as it is the case for regular grids. The interest in…

Fluid Dynamics · Physics 2022-10-13 André Fuchs , Wided Medjroubi , Hannes Hochstein , Gerd Gülker , Joachim Peinke

This article is focused on two related topics within the study of partial differential equations (PDEs) that illustrate a beautiful connection between dynamics, topology, and analysis: stability and spatial dynamics. The first is a property…

Dynamical Systems · Mathematics 2019-10-18 Margaret Beck

This study explores a formulation of the Navier Stokes equations (NSE) using fractional calculus in modeling turbulence. By generalizing the stress strain constitutive relation to incorporate nonlocal spatial interactions and memory…

Fluid Dynamics · Physics 2025-08-05 Siamak Kazemzadeh Hannani , Ehsan Ghaderi

We present an extensive direct numerical simulation of statistically steady, homogeneous, isotropic turbulence in two-dimensional, binary-fluid mixtures with air-drag-induced friction by using the Cahn-Hilliard-Navier-Stokes equations. We…

Fluid Dynamics · Physics 2016-11-16 Nairita Pal , Prasad Perlekar , Anupam Gupta , Rahul Pandit

We consider a class of dissipative stochastic differential equations (SDE's) with time-periodic coefficients in finite dimension, and the response of time-asymptotic probability measures induced by such SDE's to sufficiently regular, small…

Probability · Mathematics 2022-01-04 Michal Branicki , Kenneth Uda

In this paper a new approach for constructing \emph{multivariate} Gaussian random fields (GRFs) using systems of stochastic partial differential equations (SPDEs) has been introduced and applied to simulated data and real data. By solving a…

Methodology · Statistics 2013-07-08 Xiangping Hu , Daniel Simpson , Finn Lindgren , Håvard Rue

By analogy with the kinetic theory of gases, most turbulence modeling strate- gies rely on an eddy viscosity to model the unresolved turbulent fluctuations. How- ever, the ratio of unresolved to resolved scales - very much like a degree of…

Fluid Dynamics · Physics 2016-08-24 Marcello Righi

We propose a novel Skew Gradient Embedding (SGE) framework for systematically reformulating thermodynamically consistent partial differential equation (PDE) models-capturing both reversible and irreversible processes-as generalized gradient…

Numerical Analysis · Mathematics 2025-09-24 Xuelong Gu , Qi Wang

Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as for example the energy dissipation field of fully developed turbulence. A dynamical generalisation of these models is…

Statistical Mechanics · Physics 2007-05-23 Juergen Schmiegel , Hans C. Eggers , Martin Greiner

This paper is concerned with the processes of spatial propagation and penetration of turbulence from the regions where it is locally excited into initially laminar regions. The phenomenon has come to be known as "turbulence spreading" and…

Pattern Formation and Solitons · Physics 2023-12-22 Alexander V. Milovanov , Jens Juul Rasmussen

This article develops a stochastic differential equation (SDE) for modeling the temporal evolution of queue length dynamics at signalized intersections. Inspired by the observed quasiperiodic and self-similar characteristics of the queue…

Systems and Control · Electrical Eng. & Systems 2025-06-18 Shakib Mustavee , Shaurya Agarwal , Arvind Singh

Stochastic differential equations (SDEs) are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to…

Methodology · Statistics 2017-11-08 Philipp Frank , Theo Steininger , Torsten A. Enßlin

In this work, we study the well-posedness of a system of partial differential equations that model the dynamics of a two-dimensional Stokes bubble immersed in two-dimensional ambient Stokes fluid of the same viscosity that extends to…

Analysis of PDEs · Mathematics 2024-06-13 Jae Ho Choi

Traditional models of wormlike chains in shear flows at finite temperature approximate the equation of motion via finite difference discretization (bead and rod models). We introduce here a new method based on a spectral representation in…

Soft Condensed Matter · Physics 2007-05-23 Chris H. Wiggins , Alberto Montesi , Matteo Pasquali

We develop, simulate and extend an initial proposition by Chaves et al. concerning a random incompressible vector field able to reproduce key ingredients of three-dimensional turbulence in both space and time. In this article, we focus on…

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