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Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with…

Probability · Mathematics 2022-05-12 Franco Flandoli , Umberto Pappalettera

In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with…

Soft Condensed Matter · Physics 2023-02-28 P. J. Atzberger , P. R. Kramer , C. S. Peskin

We present a structure-preserving discretization of the hybrid magnetohydrodynamics (MHD)-driftkinetic system for simulations of low-frequency wave-particle interactions. The model equations are derived from a variational principle,…

Computational Physics · Physics 2025-10-09 Byung Kyu Na , Stefan Possanner , Xin Wang

We introduce discontinuous spectral-element methods of arbitrary order that are well balanced, conservative of mass, and conservative or dissipative of total energy (i.e., a mathematical entropy function) for a covariant flux formulation of…

Numerical Analysis · Mathematics 2026-02-10 Tristan Montoya , Andrés M. Rueda-Ramírez , Gregor J. Gassner

In this paper we present a complete framework for the energy-stable simulation of stratified incompressible flow in channels, using the one-dimensional two-fluid model. Building on earlier energy-conserving work on the basic two-fluid…

Fluid Dynamics · Physics 2023-10-24 J. F. H. Buist , B. Sanderse , S. Dubinkina , C. W. Oosterlee , R. A. W. M. Henkes

Reversible electropermeabilization, commonly referred to as electroporation, is a transient increase in cell membrane permeability induced by short, high-voltage electric pulses. We present a stochastically perturbed version of a…

Analysis of PDEs · Mathematics 2026-04-14 Tobias Gebäck , Oleksandr Misiats , Ioanna Motschan-Armen , Irina Pettersson

Recently, relaxation methods have been developed to guarantee the preservation of a single global functional of the solution of an ordinary differential equation. Here, we generalize this approach to guarantee local entropy inequalities for…

Numerical Analysis · Mathematics 2020-07-14 Hendrik Ranocha , Lisandro Dalcin , Matteo Parsani

Semilinear hyperbolic stochastic partial differential equations (SPDEs) find widespread applications in the natural and engineering sciences. However, the traditional Gaussian setting may prove too restrictive, as phenomena in mathematical…

Numerical Analysis · Mathematics 2023-07-04 Andrea Barth , Andreas Stein

Analysing data from Smoothed Particle Hydrodynamics (SPH) simulations is about understanding global fluid properties rather than individual fluid elements. Therefore, in order to properly understand the outcome of such simulations it is…

Instrumentation and Methods for Astrophysics · Physics 2018-03-13 Bernhard Röttgers , Alexander Arth

We propose an extension of the discretization approaches for multilayer shallow water models, aimed at making them more flexible and efficient for realistic applications to coastal flows. A novel discretization approach is proposed, in…

Numerical Analysis · Mathematics 2018-04-18 Luca Bonaventura , Enrique D. Fernández-Nieto , José Garres-Díaz , Gladys Narbona-Reina

Stochastic thermodynamics is formulated under the assumption of perfect knowledge of all thermodynamic parameters. However, in any real-world experiment, there is non-zero uncertainty about the precise value of temperatures, chemical…

Statistical Mechanics · Physics 2024-01-11 Jan Korbel , David H. Wolpert

Stochastic entropy production, which quantifies the difference between the probabilities of trajectories of a stochastic dynamics and its time reversals, has a central role in nonequilibrium thermodynamics. In the theory of probability, the…

Statistical Mechanics · Physics 2020-03-04 Ying-Jen Yang , Hong Qian

Smoothed Particle Hydrodynamics (SPH_ is a mesh-free Lagrangian method renowned for modeling large deformations and free-surface flows, yet classical formulations remain confined to deterministic systems. We introduce Stochastic SPH…

Computational Engineering, Finance, and Science · Computer Science 2026-05-14 Mridul Tiwari , Sawan Kumar , Md Rushdie Ibne Islam , Souvik Chakraborty

We present a mechanism to explicitly couple the finite-difference discretizations of 2D acoustic and isotropic elastic wave systems that are separated by straight interfaces. Such coupled simulations allow the application of the elastic…

Computational Physics · Physics 2021-04-13 Longfei Gao , David Keyes

Stochastic fluid dynamics governs the long time tails of hydrodynamic correlation functions, and the critical slowing down of relaxation phenomena in the vicinity of a critical point in the phase diagram. In this work we study the role of…

High Energy Physics - Theory · Physics 2021-02-03 Jingyi Chao , Thomas Schaefer

A rigorous derivation of nonequilibrium entropy production via the path-integral formalism is presented. Entropy production is defined as the entropy change piled in a heat reservoir as a result of a nonequilibrium thermodynamic process. It…

Statistical Mechanics · Physics 2015-10-28 Chulan Kwon

In dilute turbulent particle-laden flows, such as atmospheric dispersion of pollutants or virus particles, the dynamics of tracer-like to low inertial particles are significantly altered by the fluctuating motion of the carrier fluid phase.…

Fluid Dynamics · Physics 2024-06-19 Josh Williams , Uwe Wolfram , Ali Ozel

Stochastic thermodynamics allows us to define heat and work for microscopic systems far from thermodynamic equilibrium, based on observations of their stochastic dynamics. However, a complete account of the energetics necessitates that all…

Statistical Mechanics · Physics 2021-08-31 Jannik Ehrich

The fluctuation-dissipation theorem, in the Kubo original formulation, is based on the decomposition of the thermal agitation forces into a dissipative contribution and a stochastically fluctuating term. This decomposition can be avoided by…

Statistical Mechanics · Physics 2023-02-24 Massimiliano Giona , Davide Cocco , Giuseppe Procopio , Andrea Cairoli , Rainer Klages

Stochastic differential equations (SDEs) are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to…

Methodology · Statistics 2017-11-08 Philipp Frank , Theo Steininger , Torsten A. Enßlin