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By means of rather general arguments, based on an approach due to Derrida that makes use of samples of finite size, we analyse the effective diffusivity and drift tensors in certain types of random medium in which the motion of the…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
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…
Slow and dense granular flows often exhibit narrow shear bands, making them ill-suited for a continuum description. However, smooth granular flows have been shown to occur in specific geometries such as linear shear in the absence of…
Beyond estimating parameters of interest from data, one of the key goals of statistical inference is to properly quantify uncertainty in these estimates. In Bayesian inference, this uncertainty is provided by the posterior distribution, the…
We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
We propose a novel, highly efficient, mean-reverting-SAV-BDF2-based, long-time unconditionally stable numerical scheme for a class of finite-dimensional nonlinear models important in geophysical fluid dynamics. The scheme is highly…
A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…
The effect of shear flow on mode selection and the length scale of patterns formed in a nonlinear auto-catalytic reaction-diffusion model is investigated. We predict analytically the existence of transverse and longitudinal modes. The type…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…
Diffusion models for continuous state spaces based on Gaussian noising processes are now relatively well understood from both practical and theoretical perspectives. In contrast, results for diffusion models on discrete state spaces remain…
This paper explores the phenomena of enhanced dissipation and Taylor dispersion in solutions to the passive scalar equations subject to time-dependent shear flows. The hypocoercivity functionals with carefully tuned time weights are applied…
Numerical simulations are used to test the kinetic theory constitutive relations of inertial granular shear flow. These predictions are shown to be accurate in the dilute regime, where only binary collisions are relevant, but underestimate…
We probe the diffusive motion of particles in slowly sheared three dimensional granular suspensions. For sufficiently large strains, the particle dynamics exhibits diffusive Gaussian statistics, with the diffusivity proportional to the…
Over three decades ago the advection-diffusion equation for a steady fluid velocity field was homogenized, leading to a Stieltjes integral representation for the effective diffusivity, which is given in terms of a spectral measure of a…
We consider a passive scalar field under the action of pumping, diffusion and advection by a smooth flow with a Lagrangian chaos. We present theoretical arguments showing that scalar statistics is not conformal invariant and formulate new…
We analyze the decay and instant regularization properties of the evolution semigroups generated by two-dimensional drift-diffusion equations in which the scalar is advected by a shear flow and dissipated by full or partial diffusion. We…
We perform molecular dynamics simulations to characterize the occurrence of inhomogeneous shear flows in soft jammed materials. We use rough walls to impose a simple shear flow and study the athermal motion of jammed assemblies of soft…