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We integrate in closed implicit form the Navier-Stokes equations for an incompressible fluid and the kinematical dynamo equation, in smooth manifolds and Euclidean space. This integration is carried out by applying Stochastic Differential…

Mathematical Physics · Physics 2007-05-23 Diego L. Rapoport

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

A volume-filtered Euler-Lagrange large eddy simulation methodology is used to predict the physics of turbulent liquid-solid slurry flow through a horizontal pipe. A dynamic Smagorinsky model based on Lagrangian averaging is employed to…

Fluid Dynamics · Physics 2014-12-03 Sunil K. Arolla , Olivier Desjardins

Constructing discrete models of stochastic partial differential equations is very delicate. Stochastic centre manifold theory provides novel support for coarse grained, macroscale, spatial discretisations of nonlinear stochastic partial…

Dynamical Systems · Mathematics 2010-03-09 A. J. Roberts

We introduce a data-driven learning framework that assimilates two powerful ideas: ideal large eddy simulation (LES) from turbulence closure modeling and neural stochastic differential equations (SDE) for stochastic modeling. The ideal LES…

Sound is an information-rich medium that captures dynamic physical events. This work presents STReSSD, a framework that uses sound to bridge the simulation-to-reality gap for stochastic dynamics, demonstrated for the canonical case of a…

Robotics · Computer Science 2020-11-09 Carolyn Matl , Yashraj Narang , Dieter Fox , Ruzena Bajcsy , Fabio Ramos

A unique form of turbulent-transport equations is derived based on first principles.The role of nonequilibrium statistical mechanics employed to describe the phenomenology is that it enables to single out the unique form consistent with…

chao-dyn · Physics 2007-05-23 Shunichi Tsuge

Large-eddy simulations (LES) are widely-used for computing high Reynolds number turbulent flows. Spatial filtering theory for LES is not without its shortcomings, including how to define filtering for wall-bounded flows, commutation errors…

Fluid Dynamics · Physics 2022-02-02 Perry L. Johnson

The global stratification and circulation of the ocean and their sensitivities to changes in forcing depend crucially on the representation of the mesoscale eddy field. Here, a geometrically informed and energetically constrained…

Atmospheric and Oceanic Physics · Physics 2018-11-14 Julian Mak , James R. Maddison , David P. Marshall , David R. Munday

This work is devoted to deriving the Onsager--Machlup function for a class of degenerate stochastic dynamical systems with (non-Gaussian) L\'{e}vy noise as well as Brownian noise. This is obtained based on the Girsanov transformation and…

Dynamical Systems · Mathematics 2025-01-10 Ying Chao , Pingyuan Wei

In this paper, we propose and assess several stochastic parametrizations for data-driven modelling of the two-dimensional Euler equations using coarse-grid SPDEs. The framework of Stochastic Advection by Lie Transport (SALT) [Cotter et al.,…

Fluid Dynamics · Physics 2023-01-23 Sagy Ephrati , Paolo Cifani , Erwin Luesink , Bernard Geurts

We prove that a version of Smagorinsky Large Eddy model for a 2D fluid in vorticity form is the scaling limit of suitable stochastic models for large scales, where the influence of small turbulent eddies is modeled by a transport type…

Probability · Mathematics 2023-02-28 Franco Flandoli , Dejun Luo , Eliseo Luongo

We study uncertainty in the dynamics of time-dependent flows by identifying barriers and enhancers to stochastic transport. This topological segmentation is closely related to the theory of Lagrangian coherent structures and is based on a…

Geophysics · Physics 2020-09-11 Tobias Rapp , Carsten Dachsbacher

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…

Atmospheric and Oceanic Physics · Physics 2016-12-23 Georg A. Gottwald , Daan T. Crommelin , Christian L. E. Franzke

A stochastic averaging technique based on energy-dependent frequency is extended to dynamical systems with triple-well potential driven by colored noise. The key procedure is the derivation of energy-dependent frequency according to the…

Dynamical Systems · Mathematics 2020-03-18 Yanxia Zhang , Yanfei Jin

We study the development of mean structures in a nonlinear model of large scale ocean dynamics with bottom topography and dissipation, and forced with a noise term. We show that the presence of noise in this nonlinear model leads to…

chao-dyn · Physics 2015-06-24 Alberto Alvarez , Emilio Hernandez-Garcia , Joaquin Tintore

We present the first application of the stochastic advection by Lie transport (SALT) framework to an idealized coupled ocean-atmosphere system. SALT derives stochastic fluid equations from Hamilton's variational principle under a stochastic…

Atmospheric and Oceanic Physics · Physics 2026-03-31 Kamal Kishor Sharma , Peter Korn

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

Optimization and Control · Mathematics 2023-05-30 Joshua Cutler , Dmitriy Drusvyatskiy , Zaid Harchaoui

This contribution investigates an original stochastic approach for the emergence of stop-and-go waves in traffic flow, a collective phenomenon with significant safety and environmental implications. Using a stable nonlinear car-following…

Physics and Society · Physics 2025-12-04 Raphael Korbmacher , Parthib Khound , Antoine Tordeux , Frank Gronwald

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