Related papers: Stochastic heat flow by moments
Smoothed Particle Hydrodynamics (SPH_ is a mesh-free Lagrangian method renowned for modeling large deformations and free-surface flows, yet classical formulations remain confined to deterministic systems. We introduce Stochastic SPH…
We introduce Statistical Flow Matching (SFM), a novel and mathematically rigorous flow-matching framework on the manifold of parameterized probability measures inspired by the results from information geometry. We demonstrate the…
The synchronized molecular dynamics simulation via macroscopic heat and momentum transfer is proposed for the non-isothermal flow behaviors of complex fluids. In this method, the molecular dynamics simulations are assigned to small fluid…
We consider a generalized model of random walk in dynamical random environment, and we show that the multiplicative-noise stochastic heat equation (SHE) describes the fluctuations of the quenched density at a certain precise location in the…
Latent heat flux is a primary pathway for ocean-atmosphere exchange of heat and moisture, yet the influence of sea surface temperature variability at fine scales ($\leq$ 100 km) on latent heat flux variability, particularly over the…
Heat flows in 1+1 dimensional stochastic environment converge after scaling to the random geometry described by the directed landscape. In this first part, we show that the O'Connell-Yor polymer and the KPZ equation converge to the KPZ…
We apply the postquasistatic approximation to study the evolution of spherically symmetric fluid distributions undergoing dissipation in the form of radial heat flow. For a model which corresponds to an incompressible fluid departing from…
Stochastic HYPE is a novel process algebra that models stochastic, instantaneous and continuous behaviour. It develops the flow-based approach of the hybrid process algebra HYPE by replacing non-urgent events with events with…
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…
We derive a macroscopic heat equation for the temperature of a pinned harmonic chain subject to a periodic force at its right side and in contact with a heat bath at its left side. The microscopic dynamics in the bulk is given by the…
We consider a shear flow of a scale invariant homogeneous Gaussian random velocity field which does not depend on coordinates in the direction of the flow. We investigate a heat advection coming from a Gaussian random homogeneous source. We…
Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…
Conditioning diffusion and flow models have proven effective for super-resolving small-scale details in natural images.However, in physical sciences such as weather, super-resolving small-scale details poses significant challenges due to:…
We present a detailed derivation of Fourier's law in a class of stochastic energy exchange systems that naturally characterize two-dimensional mechanical systems of locally confined particles in interaction. The stochastic systems consist…
We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…
We consider two steady-state heat conduction systems called, $S$ and $S_\alpha$, in a multidimensional bounded domain $D$ for the Poisson equation with source energy $g$. In one system, we impose mixed boundary conditions (temperature $b$…
In this paper, a stochastic Hamiltonian formulation (SHF) is proposed and applied to dissipative particle dynamics (DPD) simulations. As an extension of Hamiltonian dynamics to stochastic dissipative systems, the SHF provides necessary…
We study the martingale formulation of the two-dimensional stochastic heat equation (SHE) at criticality. The main theorem proves an exact recursive-type equation that expresses the covariation measures of the SHE in terms of the solutions…
We give a new proof of the fact that the solutions of the stochastic heat equation, started with non-negative initial conditions, are strictly positive at positive times. The proof uses concentration of measure arguments for discrete…
Stochastic geometric mechanics (SGM) is known for its potential utility in quantifying uncertainty in global climate modelling of the Earth's ocean and atmosphere while also preserving the fundamental advective transport properties of ideal…