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A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to…

Analysis of PDEs · Mathematics 2022-02-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams , Shouhong Wang

This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are…

Mathematical Physics · Physics 2019-01-15 Darryl D. Holm

This paper investigates the approximation of invariant measures for McKean-Vlasov stochastic differential equations (SDEs) using the Euler-Maruyama (EM) scheme under a monotonicity condition. Firstly, the convergence of the numerical…

Probability · Mathematics 2026-04-17 Zhen Wang , Mingyan Wu

The entropic lattice Boltzmann framework proposed the construction of the discrete equilibrium by taking into consideration minimization of a discrete entropy functional. The effect of this form of the discrete equilibrium on properties of…

Fluid Dynamics · Physics 2023-03-16 S. A. Hosseini , I. V. Karlin

In this manuscript, we consider a highly nonlinear and constrained stochastic PDEs modelling the dynamics of 2-dimensional nematic liquid crystals under random perturbation. This system of SPDEs is also known as the stochastic…

Probability · Mathematics 2020-11-03 Zdzislaw Brzezniak , Gabriel Deugoue , Paul Andre Razafimandimby

We present a method for linear stability analysis of systems with parametric uncertainty formulated in the stochastic Galerkin framework. Specifically, we assume that for a model partial differential equation, the parameter is given in the…

Numerical Analysis · Mathematics 2026-01-14 Bedřich Sousedík , Kookjin Lee

In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…

Geophysics · Physics 2022-07-26 Long Li , Bruno Deremble , Noé Lahaye , Etienne Mémin

In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…

Dynamical Systems · Mathematics 2018-04-18 Alexis Arnaudon , Nader Ganaba , Darryl Holm

The Stokes-Einstein relation (SER) is one of the most robust and widely employed results from the theory of liquids. Yet sizable deviations can be observed for self-solvation, which cannot be explained by the standard hydrodynamic…

Statistical Mechanics · Physics 2018-06-15 Benoit Charbonneau , Patrick Charbonneau , Grzegorz Szamel

We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents…

Numerical Analysis · Mathematics 2024-01-24 Jake J. Harmon , Svetlana Tokareva , Anatoly Zlotnik , Pieter J. Swart

An algorithm based on the choice of a single monotone function (subject to boundary conditions) is presented which generates all regular static spherically symmetric perfect fluid solutions of Einstein's equations. For physically relevant…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Kayll Lake

Stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains driven by a multiplicative Gaussian noise are considered. The noise term depends on the unknown velocity and its spatial derivatives. The existence of a martingale…

Probability · Mathematics 2017-01-03 Zdzisław Brzeźniak , Elżbieta Motyl

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

Stochastic factors are not negligible in applications of hydrostatic Euler equations (EE) and hydrostatic Navier-Stokes equations (NSE). Compared with the deterministic cases for which the ill-posedness of these models in the Sobolev spaces…

Analysis of PDEs · Mathematics 2023-01-20 Ruimeng Hu , Quyuan Lin

In this paper we study the inhomogeneous incompressible Euler equations in the whole space $\mathbb{R}^n$ with $n\geq3$. We obtain well-posedness and blow-up results in a new framework for inhomogeneous fluids, more precisely Besov-Herz…

Analysis of PDEs · Mathematics 2023-08-22 Lucas C. F. Ferreira , Daniel F. Machado

The present paper considers a new kind of backward stochastic differential equations driven by G-Brownian motion, which is called ergodic G-BSDEs. Firstly, the well-posedness of G-BSDEs with infinite horizon is given by a new linearization…

Probability · Mathematics 2017-01-13 Mingshang Hu , Falei Wang

This article is a survey concerning the state-of-the-art mathematical theory of the Euler equations of incompressible homogenous ideal fluid. Emphasis is put on the different types of emerging instability, and how they may be related to the…

Analysis of PDEs · Mathematics 2015-06-26 Claude Bardos , Edriss S. Titi

By employing a suitable multiplicative It\^o noise with radial structure and with more than linear growth, we show the existence of a unique, global-in-time, strong solution for the stochastic Euler equations in two and three dimensions.…

Probability · Mathematics 2025-05-30 Marco Bagnara , Mario Maurelli , Fanhui Xu

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

The present paper introduces a class of finite volume schemes of increasing order of accuracy in space and time for hyperbolic systems that are in conservation form. This paper specifically focuses on Euler system that is used for modeling…

Computational Physics · Physics 2009-11-13 Dinshaw S. Balsara , Tobias Rumpf , Michael Dumbser , Claus-Dieter Munz