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On the basis of the Navier-Stokes equations we develop the statistical theory of many space-time correlation functions of velocity differences. Their time dependence is {\em not} scale invariant: $n$-order correlations functions exhibit…

chao-dyn · Physics 2016-08-31 Victor S. L'vov , Evgenii Podivilov , Itamar Procaccia

Stokes drift is a classical fluid effect in which travelling waves transfer momentum to tracers of the fluid, resulting in a non-zero drift velocity in the direction of the incoming wave. This effect is the driving mechanism allowing…

Fluid Dynamics · Physics 2023-06-21 Umberto Giuriato , Giorgio Krstulovic , Miguel Onorato , Davide Proment

We derive a perturbative approach to study, in the large inertia limit, the dynamics of solid particles in a smooth, incompressible and finite-time correlated random velocity field. We carry on an expansion in powers of the inverse square…

Statistical Mechanics · Physics 2009-11-13 Piero Olla , Maria Raffaella Vuolo

The classical problem of computing a complete system of Stokes multipliers of a linear system of ODEs of rank one in terms of some connection coefficients of an associated hypergeometric system of ODEs, is solved with no genericness…

Classical Analysis and ODEs · Mathematics 2014-08-01 Davide Guzzetti

We consider the bidimensional Stokes problem for incompressible fluids in stream function-vorticity. For this problem, the classical finite elements method of degree one converges only to order one-half for the L2 norm of the vorticity. We…

Numerical Analysis · Mathematics 2024-12-16 François Dubois , Michel Salaün , Stéphanie Salmon

In this study, we consider the asymptotic behaviour of the first discrete Painlev\{e} equation in the limit as the independent variable becomes large. Using an asymptotic series expansion, we identify two types of solutions which are…

Mathematical Physics · Physics 2015-08-19 N. Joshi , C. J. Lustri

Stochastic dynamics is generated by a matrix of transition probabilities. Certain eigenvectors of this matrix provide observables, and when these are plotted in the appropriate multi-dimensional space the phases (in the sense of phase…

Statistical Mechanics · Physics 2007-11-08 B. Gaveau , L. S. Schulman

The past decades have seen increasing interest in modelling uncertainty by heterogeneous methods, combining probability and interval analysis, especially for assessing parameter uncertainty in engineering models. A unifying mathematical…

Probability · Mathematics 2022-08-15 Jelena Karakašević , Michael Oberguggenberger

The goal of this work is to develop a novel splitting approach for the numerical solution of multiscale problems involving the coupling between Stokes equations and ODE systems, as often encountered in blood flow modeling applications. The…

Numerical Analysis · Mathematics 2018-04-16 Lucia Carichino , Giovanna Guidoboni , Marcela Szopos

For a mixed stochastic differential equation involving standard Brownian motion and an almost surely H\"older continuous process $Z$ with H\"older exponent $\gamma>1/2$, we establish a new result on its unique solvability. We also establish…

Probability · Mathematics 2012-11-13 Yuliya Mishura , Georgiy Shevchenko

The Stokes wave problem in a constant vorticity flow is formulated via a conformal mapping as a modified Babenko equation. The associated linearized operator is self-adjoint, whereby efficiently solved by the Newton-conjugate gradient…

Fluid Dynamics · Physics 2019-04-12 Sergey A. Dyachenko , Vera Mikyoung Hur

We establish an integration by parts formula based on jumps times in an abstract framework in order to study the regularity of the law for processes solution of stochastic differential equations with jumps.

Probability · Mathematics 2012-09-14 Vlad Bally , Emmanuelle Clement

We consider a degenerate stochastic differential equation that has a sticky point in the Markov process sense. We prove that weak existence and weak uniqueness hold, but that pathwise uniqueness does not hold nor does a strong solution…

Probability · Mathematics 2014-03-12 Richard F. Bass

Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are…

Machine Learning · Computer Science 2024-05-07 Benjie Wang , Joel Jennings , Wenbo Gong

Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…

Analysis of PDEs · Mathematics 2023-12-27 Joel Fotso Tachago , Hubert Nnang

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

In the present work the second Stokes problem about behaviour of the rarefied gas filling half-space is formulated. A plane limiting half-space makes harmonious fluctuations with variable amplitude in the plane. The amplitude changes on the…

Fluid Dynamics · Physics 2016-03-16 A. V. Latyshev , E. A. Bedrikova

The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…

Probability · Mathematics 2023-11-28 Paul Gassiat , Benjamin Gess , Pierre-Louis Lions , Panagiotis E. Souganidis

We review recent advances regarding the long-time dynamics of space-periodic water waves, focusing on 1) bifurcation of quasi-periodic solutions, both standing and traveling; 2) long-time well-posedness results; 3) modulational instability…

Analysis of PDEs · Mathematics 2025-12-29 Massimiliano Berti

We establish transportation cost inequalities, with respect to the uniform and $L_2$-metric, on the path space of continuous functions, for laws of solutions of stochastic differential equations with reflections. We also consider the case…

Probability · Mathematics 2019-05-06 Brahim Boufoussi , Soufiane Mouchtabih