Related papers: Stochastic process model for interfacial gap of pu…
This paper covers the material of our two talks. We describe a series of projects based upon perturbative expansions to follow the gravitational evolution of the one point probability distribution functions (PDFs) for the density contrast…
We study the problem of parameter estimation for a univariate discretely observed ergodic diffusion process given as a solution to a stochastic differential equation. The estimation procedure we propose consists of two steps. In the first…
In probability density function (PDF) methods of turbulent flows, the joint PDF of several flow variables is computed by numerically integrating a system of stochastic differential equations for Lagrangian particles. A mathematically exact…
We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
In this paper, we study stochastic homogenization of a coupled diffusion-reaction system. The diffusion-reaction system is coupled to stochastic differential equations, which govern the changes in the media properties. Though homogenization…
This paper models the classical diffusion of a main particle through a heatbath by means of a pre-limit microscopic representation of its drifted momentum and energy transfers at collision times. The collision point linear interpolated path…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
We aim to efficiently compute spreading speeds of reaction-diffusion-advection (RDA) fronts in divergence free random flows under the Kolmogorov-Petrovsky-Piskunov (KPP) nonlinearity. We study a stochastic interacting particle method (IPM)…
We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation $\dot{x}_t=\sqrt{2 D_0 V(B_t)}\,\xi_t$, where $\xi_t$ is a Gaussian white noise with zero mean, $D_0$ is a constant scale factor, and $V(B_t)$ is…
In the present paper we propose a new stochastic diffusion process with drift proportional to the Weibull density function defined as X $\epsilon$ = x, dX t = $\gamma$ t (1 - t $\gamma$+1) - t $\gamma$ X t dt + $\sigma$X t dB t , t…
We introduce a phase-field method for continuous modeling of cracks with frictional contacts. Compared with standard discrete methods for frictional contacts, the phase-field method has two attractive features: (1) it can represent…
In this paper the normal collision of spherical particles is investigated. The particle interaction is modelled in a macroscopic way using the Hertzian contact force with additional linear damping. The goal of the work is to develop an…
The emerging field of stochastic thermodynamics extends classical ideas of entropy, heat and work to non-equilibrium systems. One notable finding is that the second law of thermodynamics typically only holds after taking appropriate…
In this paper we consider the diffusive search for a bounded target $\Omega \in \R^d$ with its boundary $\partial \Omega$ totally absorbing. We assume that the target is surrounded by a semipermeable interface given by the closed surface…
We present a barrier method for treating frictional contact on interfaces embedded in finite elements. The barrier treatment has several attractive features, including: (i) it does not introduce any additional degrees of freedom or…
We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correlation effect that is controlled by the proportion of the processes that have been absorbed. As the number of processes in the system becomes…
A novel volume of fluid model (VoF) called explicit volume diffusion (EVD) is developed for the simulation of interfacial flows, including those with turbulence and primary spray atomisation. The EVD model is derived by volume averaging the…
In this paper, we study the statistical evolution of the large-scale structure (LSS), focusing on the joint probability distribution function (PDF) of the coarse-grained cosmic field and its role in constructing effective dynamics. As the…
Hydrodynamic density functional theory (DFT) is applied to analyse dynamic contact angles of droplets in order to assess its predictive capability regarding wetting phenomena at the microscopic scale and to evaluate its feasibility for…