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This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

In this paper, we consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ with multiplicative noise. We first show that the solutions to the stochastic equations of second…

Probability · Mathematics 2018-04-17 Shijie Shang

We consider a statistical limit of solutions to the compressible Navier--Stokes system in the high Reynolds number regime in a domain exterior to a rigid body. We investigate to what extent this highly turbulent regime can be modeled by an…

Analysis of PDEs · Mathematics 2022-02-09 Eduard Feireisl , Martina Hofmanova

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

In recent years, stochastic effects have become increasingly relevant for describing fluid behaviour, particularly in the context of turbulence. The most important model for inviscid fluids in computational fluid dynamics are the Euler…

Numerical Analysis · Mathematics 2024-12-11 Dominic Breit , Thamsanqa Castern Moyo , Philipp Öffner

Analytical non-perturbative study of the three-dimensional nonlinear stochastic partial differential equation with additive thermal noise, analogous to that proposed by V.N. Nikolaevskii [1]-[5]to describe longitudinal seismic waves, is…

Fluid Dynamics · Physics 2015-03-31 Jaykov Foukzon

ODE solvers with randomly sampled timestep sizes appear in the context of chaotic dynamical systems, differential equations with low regularity, and, implicitly, in stochastic optimisation. In this work, we propose and study the stochastic…

Numerical Analysis · Mathematics 2024-08-05 Jonas Latz

The fate of small particles in turbulent flows depends strongly on the surrounding fluid's velocity gradient properties such as rotation and strain-rates. For non-inertial (fluid) particles, the Restricted Euler model provides a simple,…

Fluid Dynamics · Physics 2017-04-05 Perry L. Johnson , Charles Meneveau

The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just…

Plasma Physics · Physics 2017-04-05 D. A. St-Onge , J. A. Krommes

Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…

Soft Condensed Matter · Physics 2022-12-27 Lorenzo Campana , Mireille Bossy , Jeremie Bec

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

Statistical Mechanics · Physics 2019-05-29 Joseph W. Baron , Tobias Galla

Coherent structures/motions in turbulence inherently give rise to intermittent signals with sharp peaks, heavy-skirt, and skewed distributions of velocity increments, highlighting the non-Gaussian nature of turbulence. That suggests that…

Computational Engineering, Finance, and Science · Computer Science 2019-09-24 Mehdi Samiee , Ali Akhavan-Safaei , Mohsen Zayernouri

The proposed universality of small scale turbulence is investigated for a set of measurements in a cryogenic free jet with a variation of the Reynolds number (Re) from 8500 to 10^6. The traditional analysis of the statistics of velocity…

Fluid Dynamics · Physics 2009-11-07 Ch. Renner , J. Peinke , R. Friedrich , O. Chanal , B. Chabaud

The development of turbulence closure models, parametrizing the influence of small non-resolved scales on the dynamics of large resolved ones, is an outstanding theoretical challenge with vast applicative relevance. We present a closure,…

Fluid Dynamics · Physics 2024-06-26 Giulio Ortali , Alessandro Corbetta , Gianluigi Rozza , Federico Toschi

It is shown that the Truncated Euler Equations, i.e. a finite set of ordinary differential equations for the amplitude of the large-scale modes, can correctly describe the complex transitional dynamics that occur within the turbulent regime…

Chaotic Dynamics · Physics 2016-12-07 Vishwanath Shukla , Stephan Fauve , Marc Brachet

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…

Fluid Dynamics · Physics 2025-03-21 Arnaud Debussche , Etienne Mémin

We present a stochastic method for reconstructing missing spatial and velocity data along the trajectories of small objects passively advected by turbulent flows with a wide range of temporal or spatial scales, such as small balloons in the…

Fluid Dynamics · Physics 2024-11-14 Tianyi Li , Luca Biferale , Fabio Bonaccorso , Michele Buzzicotti , Luca Centurioni

The quantum wave-function of a massive particle with small initial uncertainties (consistent with the uncertainty relation) is believed to spread very slowly, so that the dynamics is deterministic. This assumes that the classical motions…

Quantum Physics · Physics 2015-09-18 Gregory L. Eyink , Theodore D. Drivas

Turbulence is ubiquitous in nature yet even for the case of ordinary Newtonian fluids like water our understanding of this phenomenon is limited. Many liquids of practical importance however are more complicated (e.g. blood, polymer melts…