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We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

This note is devoted to a discussion of the potential links and differences between three topics: regularization by noise, convex integration, spontaneous stochasticity. All of them deal with the effect on large scales of a small-scale…

Probability · Mathematics 2024-08-13 Franco Flandoli , Marco Rehmeier

Since Kolmogorov's theory, turbulence has been studied using various methods, many of which could be now be understood in a probabilistic framework. Herein, a comprehensive review of the advances made on stochastic theory of turbulence…

Fluid Dynamics · Physics 2022-11-24 Ali Poursina , Ali Pourjamal , Ali Bozorg

The developments over the last five decades concerning numerical discretisations of the incompressible Navier--Stokes equations have lead to reliable tools for their approximation: those include stable methods to properly address the…

Numerical Analysis · Mathematics 2025-08-12 Dominic Breit , Andreas Prohl , Jörn Wichmann

A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…

Soft Condensed Matter · Physics 2007-05-23 Erkan Tuzel , Thomas Ihle , Daniel M. Kroll

Singular stochastic partial differential equations informally refer to the partial differential equations with rough random force that leads to the products in the nonlinear terms becoming ill-defined. Besides the theories of regularity…

Probability · Mathematics 2026-01-16 Hongjie Dong , Kazuo Yamazaki

Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with…

Machine Learning · Statistics 2024-10-02 Qin Li , Maria Oprea , Li Wang , Yunan Yang

This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…

Fluid Dynamics · Physics 2024-11-08 Rômulo Damasclin Chaves dos Santos

In the study of gas dynamics, theoretical modeling and numerical simulation are mostly set up with deterministic settings. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between flow-field…

Computational Physics · Physics 2020-08-07 Tianbai Xiao

Fluids can behave in a highly irregular, turbulent way. It has long been realised that, therefore, some weak notion of solution is required when studying the fundamental partial differential equations of fluid dynamics, such as the…

Analysis of PDEs · Mathematics 2023-06-14 Dennis Gallenmüller , Raphael Wagner , Emil Wiedemann

The astounding success of these methods has made it imperative to obtain more explainable and trustworthy estimates from these models. In hydrology, basin characteristics can be noisy or missing, impacting streamflow prediction. For solving…

Advanced measurement techniques and high performance computing have made large data sets available for a wide range of turbulent flows that arise in engineering applications. Drawing on this abundance of data, dynamical models can be…

Fluid Dynamics · Physics 2020-05-06 Armin Zare , Tryphon T. Georgiou , Mihailo R. Jovanović

A recently developed theory of stochastic swimming is used to study the notion of coherence in active systems that couple via hydrodynamic interactions. It is shown that correlations between various modes of deformation in stochastic…

Biological Physics · Physics 2015-05-19 Ali Najafi , Ramin Golestanian

By solving a simple kinetic equation, in the relaxation time approximation, and for a particular set of moments of the distribution function, we establish a set of equations which, on the one hand, capture exactly the dynamics of the…

Nuclear Theory · Physics 2018-03-07 Jean-Paul Blaizot , Li Yan

Stochastic hydrodynamics provides a dynamical framework for the evolution of fluctuations in heavy-ion collisions, but poses significant challenges in numerical simulations. We present an algorithm for the simulation of non-relativistic…

Nuclear Theory · Physics 2026-02-03 Mattis Harhoff , Sören Schlichting , Lorenz von Smekal

Chance constraints provide a principled framework to mitigate the risk of high-impact extreme events by modifying the controllable properties of a system. The low probability and rare occurrence of such events, however, impose severe…

Optimization and Control · Mathematics 2022-01-11 Shanyin Tong , Anirudh Subramanyam , Vishwas Rao

Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…

Computation · Statistics 2012-11-13 Lorenzo Fagiano , Mustafa Khammash

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

Many complex fluids can be described by continuum hydrodynamic field equations, to which noise must be added in order to capture thermal fluctuations. In almost all cases, the resulting coarse-grained stochastic partial differential…

Soft Condensed Matter · Physics 2022-02-14 Michael E. Cates , Étienne Fodor , Tomer Markovich , Cesare Nardini , Elsen Tjhung

A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…

Soft Condensed Matter · Physics 2009-11-11 Thomas Ihle , Erkan Tuzel , Daniel M. Kroll
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