Related papers: Stochastic Hydrodynamics of Complex Fluids: Discre…
The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…
We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…
The Immersed Boundary method has evolved into one of the most useful computational methods in studying fluid structure interaction. On the other hand, the Immersed Boundary method is also known to suffer from a severe timestep stability…
A numerically stable method to solve the discretized Boltzmann-Enskog equation describing the behavior of non ideal fluids under inhomogeneous conditions is presented. The algorithm employed uses a Lagrangian finite-difference scheme for…
We develop a fully discrete, semi-implicit mixed finite element method for approximating solutions to a class of fourth-order stochastic partial differential equations (SPDEs) with non-globally Lipschitz and non-monotone nonlinearities,…
In this article, we propose high-order finite-difference entropy stable schemes for the two-fluid relativistic plasma flow equations. This is achieved by exploiting the structure of the equations, which consists of three independent flux…
In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…
As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…
Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…
Atmospheric systems incorporating thermal dynamics must be stable with respect to both energy and entropy. While energy conservation can be enforced via the preservation of the skew-symmetric structure of the Hamiltonian form of the…
In this paper, we establish a moderate deviation principle for an abstract nonlinear equation forced by random noise of L\'evy type. This type of equation covers many hydrodynamical models, including stochastic 2D Navier-Stokes equations,…
The hydro-kinetic formalism has been used as a complementary approach to solving the Stochastic Differential Equations (SDE) corresponding to noisy hydrodynamics. The hydro-kinetic formalism consists of a deterministic set of relaxation…
We introduce a new approach for designing numerical schemes for stochastic differential equations (SDEs). The approach, which we have called direction and norm decomposition method, proposes to approximate the required solution $X_t$ by…
We compute statistical properties of the stochastic entropy production associated with the nonstationary transport of heat through a system coupled to a time dependent nonisothermal heat bath. We study the 1-d stochastic evolution of a…
We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…
The stochastic dynamics of micron and nanoscale cantilevers immersed in a viscous fluid are quantified. Analytical results are presented for long slender cantilevers driven by Brownian noise. The spectral density of the noise force is not…
The primary objective of this thesis is to develop a consistent theoretical framework of dissipative hydrodynamics for a relativistic fluid with spin - hereafter referred to as relativistic dissipative spin hydrodynamics. In this framework,…
These notes are an introduction to fluctuating hydrodynamics (FHD) and the formulation of numerical schemes for the resulting stochastic partial differential equations (PDEs). Fluctuating hydrodynamics was originally introduced by Landau…
The accurate and efficient representation of atmospheric dynamics remains a central challenge in numerical weather prediction. A particular difficulty arises from the strong anisotropy of the atmosphere, in which horizontal and vertical…
We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…