Related papers: Convergence and error analysis of compressible flu…
In this paper we establish a mathematical framework which may be used to design Monte-Carlo simulations for a class of time irreversible dynamic systems, such as incompressible fluid flows, including turbulent flows in wall-bounded regions,…
This paper investigates the Cauchy problem for the barotropic compressible Navier-Stokes equations in $\mathbb{R}^2$ with the constant state as far field, which may be vacuum or non-vacuum. Under the assumption of a sufficiently large bulk…
The behavior of the one-dimensional random-force-driven Burgers equation is investigated in the path integral formalism on a discrete space-time lattice. We show that by means of Monte Carlo methods one may evaluate observables, such as…
Here we prove the existence of global in time regular solutions to the two-dimensional compressible Navier-Stokes equations supplemented with arbitrary large initial velocity $v\_0$ and almost constantdensity $\varrho\_0$, for large volume…
The paper aims on the construction of weak solutions to equations of a model of compressible viscous fluids, being a simplification of the classical compressible Navier-Stokes system. We present a novel scheme for approximating systems that…
In this work we study the stability, convergence, and pressure-robustness of discretization methods for incompressible flows with hybrid velocity and pressure. Specifically, focusing on the Stokes problem, we identify a set of assumptions…
Equality-constrained models naturally arise in problems in which measurements are taken at different levels of resolution. The challenge in this setting is that the models usually induce a joint distribution which is intractable. Resorting…
The one-dimensional compressible Navier-Stokes-Vlasov-Fokker-Planck system with density-dependent viscosity and drag force coefficients is investigated in the present paper. The existence, uniqueness, and regularity of global weak solution…
We adapt a previously introduced continuous in time data assimilation (downscaling) algorithm for the 2D Navier-Stokes equations to the more realistic case when the measurements are obtained discretely in time and may be contaminated by…
We study the three-dimensional compressible Navier-Stokes equations coupled with the $Q$-tensor equation perturbed by a multiplicative stochastic force, which describes the motion of nematic liquid crystal flows. The local existence and…
The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They rely on knowledge of interevent probability density functions (PDFs) and on…
We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…
Statistical inference for discretely observed jump-diffusion processes is a complex problem which motivates new methodological challenges. Thus existing approaches invariably resort to time-discretisations which inevitably lead to…
In this paper we prove the existence of global weak dissipative martingale solutions for a one-dimensional compressible fluid model with capillarity and density dependent viscosity, driven by random initial data and a stochastic forcing…
We consider the one-dimensional Cauchy problem for the Navier-Stokes equations with degenerate viscosity coefficient in highly compressible regime. It corresponds to the compressible Navier-Stokes system with large Mach number equal to…
We present bounds for the finite sample error of sequential Monte Carlo samplers on static spaces. Our approach explicitly relates the performance of the algorithm to properties of the chosen sequence of distributions and mixing properties…
In this paper, we study the low Mach number limit of the full compressible Navier-Stokes equations with revised Maxwell law. By applying the uniform estimation of the error system, we prove that the solutions of the full compressible…
In the present work, we present a novel numerical algorithm to couple the Direct Simulation Monte Carlo method (DSMC) for the solution of the Boltzmann equation with a finite volume like method for the solution of the Euler equations.…
We prove convergence of a finite difference approximation of the compressible Navier--Stokes system towards the strong solution in $R^d,$ $d=2,3,$ for the adiabatic coefficient $\gamma>1$. Employing the relative energy functional, we find a…
This paper concerns the existence of global weak solutions to the barotropic compressible Navier-Stokes equations with degenerate viscosity coefficients. We construct suitable approximate system which has smooth solutions satisfying the…