Related papers: Variational closures for composite homogenised flu…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
We study the Wasserstein Hamiltonian flow with a common noise on the density manifold of a finite graph. Under the framework of stochastic variational principle, we first develop the formulation of stochastic Wasserstein Hamiltonian flow…
A model of fully developed turbulence of a compressible fluid is briefly reviewed. It is assumed that fluid dynamics is governed by a stochastic version of Navier-Stokes equation. We show how corresponding field theoretic-model can be…
We consider the numerical approximation of compressible flow in a pipe network. Appropriate coupling conditions are formulated that allow us to derive a variational characterization of solutions and to prove global balance laws for the…
We employ a canonical variational framework for the predictive characterization of structural instabilities that develop during the diffusion-driven transient swelling of hydrogels under geometrical constraints. The variational formulation…
We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a singular (small mass) limit. We derive the homogenized equation for the position degrees of freedom in the limit, including the presence of a…
In this paper we are concerned with the homogenization property of stochastic non-homogeneous incompressible Navier-Stokes equations with rapid oscillation in a smooth bounded domain of $\mathbb{R}^d$, $d=2,3$, and driven by multiplicative…
A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…
In this paper, we present the derivation of a multicontinuum model for the coupled flow and transport equations by applying multicontinuum homogenization. We perform the multicontinuum expansion for both flow and transport solutions and…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
Stochastic perturbations of transport type are a common and widely accepted way of representing turbulent effects in fluid dynamics models. In many known examples, it even leads to improved solution theory, a phenomenon known as…
We present a new application of Lagrangian Perturbation Theory (LPT): the stability analysis of fluid flows. As a test case that demonstrates the framework we focus on the plane Couette flow. The incompressible Navier-Stokes equation is…
The Lagrangian average (LA) of the ideal fluid equations preserves their transport structure. This transport structure is responsible for the Kelvin circulation theorem of the LA flow and, hence, for its convection of potential vorticity…
We consider a class of stochastic path-dependent volatility models where the stochastic volatility, whose square follows the Cox-Ingersoll-Ross model, is multiplied by a (leverage) function of the spot price, its running maximum, and time.…
We consider a stochastic transportation problem between two prescribed probability distributions (a source and a target) over processes with general drift dependence and with free end times. First, and in order to establish a dual…
We consider a multicontinuum model in porous media applications, which is described as a system of coupled flow equations. The coupling between different continua depends on many factors and its modeling is important for porous media…
This work deals with the homogenization of an initial- and boundary-value problem for the doubly-nonlinear system $$ D_t w -\nabla\cdot \vec z = \nabla\cdot \vec h(x,t,x/\varepsilon), \qquad w\in \alpha(u,x/\varepsilon), \qquad \vec z\in…
In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…
Much recent interest has focused on the design of optimization algorithms from the discretization of an associated optimization flow, i.e., a system of differential equations (ODEs) whose trajectories solve an associated optimization…
We present a finite element discretisation to model the interaction between a poroelastic structure and an elastic medium. The consolidation problem considers fully coupled deformations across an interface, ensuring continuity of…