Related papers: Homogenization of the distribution-dependent stoch…
By rewriting the Navier-Stokes equation in terms of differential forms we give a formulation which is abstracted and reproduced in a finite dimensional setting. We give two examples of these finite models and, in the latter case, prove some…
A novel random field model or the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities in terms of stochastic Fourier-type integrals has recently been introduced and analyzed by the authors.…
We study an approach to simulating the stochastic relativistic advection-diffusion equation based on the Metropolis algorithm. We show that the dissipative dynamics of the boosted fluctuating fluid can be simulated by making random…
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…
We perform the homogenization process avoiding the necessity of testing the weak formulation of the initial and homogenized systems by corresponding weak solutions. We show that the stress tensor for homogenized problem depends on the…
Suppose the observations of Lagrangian trajectories for fluid flow in some physical situation can be modelled sufficiently accurately by a spatially correlated It\^o stochastic process (with zero mean) obtained from data which is taken in…
This paper studies two well-known models for two-phase fluid flow at constant temperature, the isothermal Navier-Stokes-Allen-Cahn and the isothermal Navier-Stokes-Cahn-Hilliard equations, both of which consist of equations for the (total)…
This paper presents symmetry reduction for material stochastic Lagrangian systems with advected quantities whose configuration space is a Lie group. Such variational principles yield deterministic as well as stochastic constrained…
Spearheaded by the recent efforts to derive stochastic geophysical fluid dynamics models, we present a generic framework for introducing stochasticity into variational principles through the concept of a semi-martingale driven variational…
We present a new method for the approximate solution of the strongly coupled, nonlinear stress-diffusion problem that appears when modeling hydrogen transport in metals. The most salient feature of the proposed approximation is that it is…
We develop a mesoscopic modeling framework for diffusion in a crowded environment, particularly targeting applications in the modeling of living cells. Through homogenization techniques we effectively coarse-grain a detailed microscopic…
This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…
We study the stochastic homogenization for a Cauchy problem for a first-order Hamilton-Jacobi equation whose operator is not coercive w.r.t. the gradient variable. We look at Hamiltonians like $H(x,\sigma(x)p,\omega)$ where $\sigma(x)$ is a…
In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…
Modeling dispersed solid phases in fluids still represents a computational challenge when considering a small-scale coupling in wide systems, such as the atmosphere or industrial processes at high Reynolds numbers. A numerical method is…
In the papers (Shvidler, 1985 and 1993, and Shvidler and Karasaki, 1999, 2001, 2005, and 2008) we developed an approach for finding the exactly averaged equations of flow and transport in porous media. We studied for steady state flow with…
We investigate a stochastic version of the Allen-Cahn-Navier-Stokes system in a smooth two- or three-dimensional domain with random initial data. The system consists of a Navier-Stokes equation coupled with a convective Allen-Cahn equation,…
We study the homogenization problem for a system of stochastic differential equation with local time terms that models a multivariate diffusion in presence of semipermeable hyperplane interfaces with oblique penetration. We show that this…
This paper introduces a novel mathematical framework for examining the regularity and energy dissipation properties of solutions to the stochastic Navier-Stokes equations. By integrating Sobolev-Besov hybrid spaces, fractional differential…