Related papers: Stochastic Hydrodynamics of Complex Fluids: Discre…
This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…
We present entropy-limited hydrodynamics (ELH): a new approach for the computation of numerical fluxes arising in the discretization of hyperbolic equations in conservation form. ELH is based on the hybridisation of an unfiltered high-order…
We propose a predictor-corrector adaptive method for the simulation of hyperbolic partial differential equations (PDEs) on networks under general uncertainty in parameters, initial conditions, or boundary conditions. The approach is based…
We present a new temporal discretization paradigm for developing energy-production-rate preserving numerical approximations to thermodynamically consistent partial differential equation systems, called the supplementary variable method. The…
We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…
The shallow water flow model is widely used to describe water flows in rivers, lakes, and coastal areas. Accounting for uncertainty in the corresponding transport-dominated nonlinear PDE models presents theoretical and numerical challenges…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
The question of characterization of the degree of non-equilibrium activity in active matter systems is studied in the context of a stochastic microswimmer model driven by a chemical cycle. The resulting dynamical properties and entropy…
This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…
Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…
This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The Legendre transform of the Lagrangian formulation of these SPDEs yields their Lie-Poisson Hamiltonian…
For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…
The rate of entropy production by a stochastic process quantifies how far it is from thermodynamic equilibrium. Equivalently, entropy production captures the degree to which detailed balance and time-reversal symmetry are broken. Despite…
Active systems comprise a class of nonequilibrium dynamics in which individual components autonomously dissipate energy. Efforts towards understanding the role played by activity have centered on computation of the entropy production rate…
We study whether fine discretization (i.e., terracing) of continuous pair interactions, when used in combination with first-order mean-spherical approximation theory, can lead to a simple and general analytical strategy for predicting the…
Branching is an essential element of streamer discharge dynamics but today it is understood only qualitatively. The variability and irregularity observed in branched streamer trees suggest that stochastic terms are relevant for the…
We consider stochastic energy balance and entropy production (EP) in a generalized Langevin dynamics of macrospins, allowing for both amplitude and direction fluctuations, under external magnetic field. EP is calculated using Fokker-Planck…
We present a linear, second order fully discrete numerical scheme on a staggered grid for a thermodynamically consistent hydrodynamic phase field model of binary compressible fluid flow mixtures derived from the generalized Onsager…
A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to…
A good representation of mesoscopic fluids is required to combine with molecular simulations at larger length and time scales (De Fabritiis {\it et. al}, Phys. Rev. Lett. 97, 134501 (2006)). However, accurate computational models of the…