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This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…

Analysis of PDEs · Mathematics 2016-05-31 Fernando A. Morales , Daniel E. Restrepo

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

The aim of our work is to provide a simple homogenization and discrete-to-continuum procedure for energy driven problems involving stochastic rapidly-oscillating coefficients. Our intention is to extend the periodic unfolding method to the…

Analysis of PDEs · Mathematics 2018-07-25 Stefan Neukamm , Mario Varga

Diffusion behaviors of heterogeneous materials are of paramount importance in many engineering problems. Numerical models that take into account the internal structure of such materials are robust but computationally very expensive. This…

Numerical Analysis · Mathematics 2023-12-18 Jan Eliáš , Hao Yin , Gianluca Cusatis

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

Probability · Mathematics 2024-12-17 Zimo Hao , Michael Röckner , Xicheng Zhang

A numerical method for the two-dimensional, incompressible Navier--Stokes equations in vorticity--streamfunction form is proposed, which employs semi-Lagrangian discretizations for both the advection and diffusion terms, thus achieving…

Numerical Analysis · Mathematics 2018-01-30 Luca Bonaventura , Roberto Ferretti , Lorenzo Rocchi

A system of partial differential equations for a diffusion interface model is considered for the stationary motion of two macroscopically immiscible, viscous Newtonian fluids in a three-dimensional bounded domain. The governing equations…

Analysis of PDEs · Mathematics 2020-07-28 Zhilei Liang , Dehua Wang

This paper concerns the rigorous periodic homogenization for a non-linear strongly coupled system, which models a suspension of magnetizable rigid particles in a non-conducting carrier viscous Newtonian fluid. The fluid drags the particles,…

Analysis of PDEs · Mathematics 2022-02-15 Thuyen Dang , Yuliya Gorb , Silvia Jiménez Bolaños

This work is devoted to the homogenization of elliptic equations in high-contrast media in the so-called 'double-porosity' resonant regime, for which we solve two open problems of the literature. First, we prove qualitative stochastic…

Analysis of PDEs · Mathematics 2025-04-07 Elise Bonhomme , Mitia Duerinckx , Antoine Gloria

We consider the generalized almost periodic homogenization problem for two different types of stochastic conservation laws with oscillatory coefficients and multiplicative noise. In both cases the stochastic perturbations are such that the…

Analysis of PDEs · Mathematics 2022-07-08 Hermano Frid , Kenneth H. Karlsen , Daniel Marroquin

This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…

Fluid Dynamics · Physics 2025-03-21 Arnaud Debussche , Etienne Mémin

The stochastic variational method is applied to particle systems and continuum mediums. As the brief review of this method, we first discuss the application to particle Lagrangians and derive a diffusion-type equation and the…

Statistical Mechanics · Physics 2013-05-24 T. Koide , T. Kodama

The Stokes-Brinkman equations model fluid flow in highly heterogeneous porous media. In this paper, we consider the numerical solution of the Stokes-Brinkman equations with stochastic permeabilities, where the permeabilities in subdomains…

Numerical Analysis · Mathematics 2021-04-26 Kevin Williamson , Heyrim Cho , Bedřich Sousedík

In this paper a model for partial melts is constructed using two-scale homogenization theory. While this technique is well known to the mathematics and materials communities, it is relatively novel to problems in the solid Earth. This…

Geophysics · Physics 2015-05-13 Gideon Simpson , Marc Spiegelman , Michael I. Weinstein

We present a numerical investigation of stochastic transport in ideal fluids. According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles of transformation theory and multi-time homogenisation, respectively, imply a…

Fluid Dynamics · Physics 2018-09-28 Colin J. Cotter , Dan Crisan , Darryl D. Holm , Wei Pan , Igor Shevchenko

We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart , K. C. Zygalakis

In this paper we present a stochastic homogenization result for a class of Hilbert space evolutionary gradient systems driven by a quadratic dissipation potential and a $\Lambda$-convex energy functional featuring random and rapidly…

Analysis of PDEs · Mathematics 2019-05-08 Martin Heida , Stefan Neukamm , Mario Varga

We study the homogenization of nonlinear, first-order equations with highly oscillatory mixing spatio-temporal dependence. It is shown in a variety of settings that the homogenized equations are stochastic Hamilton-Jacobi equations with…

Analysis of PDEs · Mathematics 2020-09-25 Benjamin Seeger

We apply the stochastic variational method to the action of the ideal fluid and showed that the Navier-Stokes equation is derived. In this variational method, the effect of dissipation is realized as the direct consequence of the…

Statistical Mechanics · Physics 2011-11-28 T. Koide

This work is devoted to the study of dissipative fluid systems, through the lens of a geometric variational formulation. Building upon previous works extending Hamilton's principle to non-equilibrium thermodynamics, the present method…

Mathematical Physics · Physics 2026-04-07 Bastien Manach-Pérennou , François Gay-Balmaz