Related papers: Stochastic Hydrodynamics of Complex Fluids: Discre…
In this work, we develop a new compatible finite element formulation of the thermal shallow water equations that conserves energy and mathematical entropies given by buoyancy-related quadratic tracer variances. Our approach relies on…
Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…
Common techniques for the spatial discretisation of PDEs on a macroscale grid include finite difference, finite elements and finite volume methods. Such methods typically impose assumed microscale structures on the subgrid fields, so…
The second law of thermodynamics governs that nonequilibrium systems evolve towards states of higher entropy over time. However, it does not specify the rate of this evolution and the role of fluctuations that impact the system's dynamics.…
We consider a stochastic heat equation with nonlinear finite-rank space-coloured multiplicative noise that admits a unique nonnegative solution when given nonnegative initial data. Inspired by existing results for fully discrete finite…
The development of surrogate models to study uncertainties in hydrologic systems requires significant effort in the development of sampling strategies and forward model simulations. Furthermore, in applications where prediction time is…
Semiclassical stochastic gravity is aimed at studying extended structure formation in the early universe. Rigorous developments in this area include the semiclassical noise and dissipation kernels which are obtained in terms of quantum…
A typical strategy of realizing an adiabatic change of a many-particle system is to vary parameters very slowly on a time scale $t_\text{r}$ much larger than intrinsic equilibration time scales. In the ideal case of adiabatic state…
Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…
We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$)…
We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…
Stochastic field theories are often constructed phenomenologically, without a systematic assessment of thermodynamic consistency or local detailed balance. This may hinder a physical description of irreversibility at the field-theoretic…
The entropy production is one of the most essential features for systems operating out of equilibrium. The formulation for discrete-state systems goes back to the celebrated Schnakenberg's work and hitherto can be carried out when for each…
In this paper we focus on nonlinear SPDEs with singularities included in both drift and noise coefficients, for which the Gelfand-triple argument developed for (local) monotone SPDEs turns out to be invalid. We propose a general framework…
Stochastic parametrisations of the interactions among disparate scales of motion in fluid convection are often used for estimating prediction uncertainty, which can arise due to inadequate model resolution, or incomplete observations,…
We study irreversible processes for nonlinear oscillators networks described by complex-valued Langevin equations that account for coupling to different thermo-chemical baths. Dissipation is introduced via non-Hermitian terms in the…
The 2D Euler equations are a simple but rich set of non-linear PDEs that describe the evolution of an ideal inviscid fluid, for which one dimension is negligible. Solving numerically these equations can be extremely demanding. Several…
In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…
Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the…
Finite difference/element/volume methods of discretising PDEs impose a subgrid scale interpolation on the dynamics. In contrast, the holistic discretisation approach developed herein constructs a natural subgrid scale field adapted to the…