Related papers: Stochastic hydrodynamics and hydro-kinetics: Simil…
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…
Most of dynamic systems which exhibit chaotic behavior are also known to posses self-similarity and manifest strong fluctuations of all possible scales.The meaning of this terms is not always same. In present note we make an attempt to…
This is a pedagogical review of the possible connection between the stochastic quantization in physics and the diffusion models in machine learning. For machine-learning applications, the denoising diffusion model has been established as a…
The work derives the quantum evolution in a fluctuating vacuum by introducing the related (dark) mass density noise into the Madelung quantum hydrodynamic model. The paper shows that the classical dynamics can spontaneously emerge on the…
The quantum hydrodynamic analogy (QHA), equivalent to the Schr\"odinger equation, is investigated and extended to the stochastic case. The investigation shows that in addition to reproducing the standard quantum mechanics the QHA model is…
We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…
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 investigate hydrodynamic fluctuations in a 2D granular fluid excited by a vibrating base and in the presence of gravity, focusing on the transverse velocity modes. Since the system is inhomogeneous, we measure fluctuations in horizontal…
In this paper, we study Brinkman's equations with microscale properties that are highly heterogeneous in space and time. The time variations are controlled by a stochastic particle dynamics described by an SDE. The particle dynamics can be…
Higher order fluctuation expansions for stochastic heat equations (SHE) with nonlinear, non-conservative and conservative noise are obtained. These Edgeworth-type expansions describe the asymptotic behavior of solutions in suitable joint…
By combining methods of kinetic and density functional theory, we present a description of molecular fluids which accounts for their microscopic structure and thermodynamic properties as well as for the hydrodynamic behavior. We focus on…
Stochastic differential equations (SDEs) are a staple of mathematical modelling of temporal dynamics. However, a fundamental limitation has been that such models have typically been relatively inflexible, which recent work introducing…
Recent experiments on walking droplets suggest an underlying connection between fluid dynamics and the quantum mechanics. Such experiments may be used to support the de Broglie-Bohm pilot-wave theory. In this paper we show that many…
A recently introduced model describing -on a 1d lattice- the velocity field of a granular fluid is discussed in detail. The dynamics of the velocity field occurs through next-neighbours inelastic collisions which conserve momentum but…
Using and comparing kinetic theory and second-order Chapman-Enskog hydrodynamics, we study the non-conformal dynamics of a system undergoing Bjorken expansion. We use the concept of `free-streaming fixed lines' for scaled shear and bulk…
A system of stochastic differential equations is formulated describing the heat and salt content of a two-box ocean. Variability in the heat and salt content and in the thermohaline circulation between the boxes is driven by fast Gaussian…
Traditional deterministic subgrid-scale (SGS) models are often dissipative and unstable, especially in regions of chaotic and turbulent flow. Ongoing work in climate science and ocean modeling motivates the use of stochastic SGS models for…
Stochastic differential equations (SDEs) are well suited to modelling noisy and irregularly sampled time series found in finance, physics, and machine learning. Traditional approaches require costly numerical solvers to sample between…
Hydrodynamic synchronization provides a general mechanism for the spontaneous emergence of coherent beating states in independently driven mesoscopic oscillators. A complete physical picture of those phenomena is of definite importance to…
We consider a plasma of massless particles undergoing Bjorken expansion, mimicking the matter created in ultra-relativistic heavy ion collisions. We study the transition to hydrodynamics using kinetic theory in the relaxation time…