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Related papers: Enhanced Dissipation via the Malliavin Calculus

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This study presents a generalized theory for the diffusion of Brownian particles in shear flows. By solving the Langevin equations using stochastic instead of classical calculus, we propose a new mathematical formulation that resolves the…

Fluid Dynamics · Physics 2023-09-19 Nan Wang , Yuval Dagan

Consider a passive scalar which is advected by an incompressible flow $u$ and has small molecular diffusivity $\kappa$. Previous results show that if $u$ is exponentially mixing and $C^1$, then the dissipation time is $O(|\log \kappa|^2)$.…

Probability · Mathematics 2025-07-31 William Cooperman , Gautam Iyer , Keefer Rowan , Seungjae Son

In this work, we establish the maximal $\ell^p$-regularity for several time stepping schemes for a fractional evolution model, which involves a fractional derivative of order $\alpha\in(0,2)$, $\alpha\neq 1$, in time. These schemes include…

Numerical Analysis · Mathematics 2017-03-30 Bangti Jin , Buyang Li , Zhi Zhou

We introduce a new method for obtaining quantitative results in stochastic homogenization for linear elliptic equations in divergence form. Unlike previous works on the topic, our method does not use concentration inequalities (such as…

Analysis of PDEs · Mathematics 2016-06-22 Scott Armstrong , Tuomo Kuusi , Jean-Christophe Mourrat

We investigate existence and uniqueness of strong solutions of mean-field stochastic differential equations with irregular drift coefficients. Our direct construction of strong solutions is mainly based on a compactness criterion employing…

Probability · Mathematics 2018-07-02 Martin Bauer , Thilo Meyer-Brandis , Frank Proske

The technique of modifying the geometry of a problem from Euclidean to Hessian metric has proved to be quite effective in optimization, and has been the subject of study for sampling. The Mirror Langevin Diffusion (MLD) is a sampling…

Data Structures and Algorithms · Computer Science 2021-10-12 Ruilin Li , Molei Tao , Santosh S. Vempala , Andre Wibisono

Dissipation can be represented in Hamiltonian mechanics in an extended phase space as a symplectic process. The method uses an auxiliary variable which represents the excitation of unresolved dynamics and a Hamiltonian for the interaction…

Fluid Dynamics · Physics 2017-02-16 Richard Blender , Gualtiero Badin

We revisit the issue of Lagrangian irreversibility in the context of recent results [Xu, et al., PNAS, 111, 7558 (2014)] on flight-crash events in turbulent flows and show how extreme events in the Eulerian dissipation statistics are…

Fluid Dynamics · Physics 2020-04-22 Jason R. Picardo , Akshay Bhatnagar , Samriddhi Sankar Ray

In generative modelling and stochastic optimal control, a central computational task is to modify a reference diffusion process to maximise a given terminal-time reward. Most existing methods require this reward to be differentiable, using…

The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…

Numerical Analysis · Mathematics 2013-03-18 Claire Chainais-Hillairet , Ansgar Jüngel , Stefan Schuchnigg

A universal system of difference equations associated with a hyperelliptic curve is derived constituting the discrete analogue of the Dubrovin equations arising in the theory of finite-gap integration. The parametrisation of the solutions…

solv-int · Physics 2015-06-26 F. W. Nijhoff

The dispersion and dissipation properties of a scheme are important to realize high-fidelity simulations of the compressible flow, especially the cases with broadband length scales. It has been recognized that the minimization of dispersion…

Fluid Dynamics · Physics 2021-10-28 Y. T. Su , Y. H. Li , Y. X. Ren

We study in this paper a multilayer discretization of second order elliptic problems, aimed at providing reliable multilayer discretizations of shallow fluid flow problems with diffusive effects. This discretization is based upon the…

Numerical Analysis · Mathematics 2018-07-17 Toms Chacón Rebollo , Daniel Franco Coronil , Frédéric Hecht

This paper concerns preservation of velocity and pressure equilibria in smooth, compressible, multicomponent flows in the inviscid limit. First, we derive the velocity-equilibrium and pressure-equilibrium conditions of a standard…

Numerical Analysis · Mathematics 2025-01-23 Eric J. Ching , Ryan F. Johnson , Andrew D. Kercher

In reservoir simulation, solution of the coupled systems of nonlinear algebraic equations that are associated with fully-implicit (backward Euler) discretization is challenging. Having a robust and efficient nonlinear solver is necessary in…

Computational Physics · Physics 2020-09-02 Jiamin Jiang , Hamdi A. Tchelepi

We present a novel multiscale framework for analyzing sequences of probability measures in Wasserstein spaces over Euclidean domains. Exploiting the intrinsic geometry of optimal transport, we construct a multiscale transform applicable to…

Numerical Analysis · Mathematics 2026-04-13 Wael Mattar , Nir Sharon

We provide an algebraic unification of the spectral gap proofs of the convergence of the renormalised model for regularity structures. We show that the key recentering map used in the literature for adjusting the recentering of the model is…

Probability · Mathematics 2026-03-04 Yvain Bruned , Aurélien Minguella

We propose an enhanced approach to the extrapolation of mean potential forces acting on atoms of solute macromolecules due to their interactions with solvent atoms in complex biochemical liquids. It improves and extends previous…

Chemical Physics · Physics 2020-01-08 Igor Omelyan , Andriy Kovalenko

A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…

Numerical Analysis · Mathematics 2015-09-02 Bertram Düring , Philipp Fuchs , Ansgar Jüngel

It is known that a finite-size homogeneous granular fluid develops an hydrodynamic-like instability when dissipation crosses a threshold value. This instability is analyzed in terms of modified hydrodynamic equations: first, a source term…

Statistical Mechanics · Physics 2009-10-31 R. Soto , M. Mareschal , M. Malek Mansour