Related papers: Stochastic hydrodynamics and hydro-kinetics: Simil…
This paper develops and analyzes some fully discrete mixed finite element methods for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise that is white in time and correlated in space. The stochastic Cahn-Hilliard…
We derive deterministic equations for the evolution of non-Gaussian fluctuations in relativistic stochastic hydrodynamics. This is achieved by defining the average local Landau frame and corresponding fluctuating hydrodynamic variables.…
Via hydrodynamics preserving molecular dynamics simulations we study growth phenomena in a phase separating symmetric binary mixture model. We quench high-temperature homogeneous configurations to state points inside the miscibility gap,…
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,…
It is critical yet challenging for deep learning models to properly characterize uncertainty that is pervasive in real-world environments. Although a lot of efforts have been made, such as heteroscedastic neural networks (HNNs), little work…
Using the Bjorken expansion model we study the effect of intrinsic hydrodynamic noise on the correlations observed in heavy-ion collisions.
To study the nonlinear properties of complex natural phenomena, the evolution of the quantity of interest can be often represented by systems of coupled nonlinear stochastic differential equations (SDEs). These SDEs typically contain…
In this paper we prove the existence and uniqueness of maximal strong (in PDE sense) solution to several stochastic hydrodynamical systems on unbounded and bounded domains of $\mathbb{R}^n$, $n=2,3$. This maximal solution turns out to be a…
These are pedagogical lecture notes on hydrodynamic fluctuations in normal relativistic fluids. The lectures discuss correlation functions of conserved densities in thermal equilibrium, interactions of the hydrodynamic modes, an effective…
Self similarity allows for analytic or semi-analytic solutions to many hydrodynamics problems. Most of these solutions are one dimensional. Using linear perturbation theory, expanded around such a one-dimensional solution, we find…
SDE's must be solved in the "anti-Ito" sense when their coefficients are independent. While the "noise-induced drift" matters for the sample paths, it is absent in the Fokker-Planck equation, which takes a particularly simple form and is…
We consider a general multidimensional stochastic differential delay equation (SDDE) with state-dependent colored noises. We approximate it by a stochastic differential equation (SDE) system and calculate its limit as the time delays and…
We introduce a new discretization for the stream function formulation of the incompressible Stokes equations in two and three space dimensions. The method is strongly related to the Hellan-Herrmann-Johnson method and is based on the…
A semi-implicit Lax-Wendroff kinetic scheme is developed for hydrodynamic phonon transport in solid materials based on the Boltzmann transport equation under the double relaxation time approximation, in which both the normal and resistive…
The basis for a hydrodynamic description of granular gases is discussed for a low density gas of smooth, inelastic hard spheres. The more fundamental mesoscopic description is taken to be the nonlinear Boltzmann kinetic equation. Two…
Many features of granular media can be modeled by a fluid of hard spheres with inelastic collisions. Under rapid flow conditions, the macroscopic behavior of grains can be described through hydrodynamic equations accounting for dissipation…
We formulate the stochastic differential equations for non-linear hydrodynamic fluctuations. The equations incorporate the random forces through a random stress tensor and random heat flux as in the Landau and Lifshitz theory. However, the…
The stochastic Schr\"odinger equation (SSE) provides a trajectory-level route to simulate the dynamics of open quantum systems with applications ranging from molecular processes to quantum technologies. We study a colored-noise extension of…
A finite difference upwind discretization scheme in two dimensions is presented in detail for the transient simulation of the highly coupled non-linear partial differential equations of the full hydrodynamic model, providing thereby a…
We consider a two-dimensional stochastic heat equation with noise correlated at scale $\rho \ll 1$ and of strength $|\log\rho|^{-1/2}\sigma(v)$ depending nonlinearly on the solution $v$. Under certain conditions, the first author and Gu…