Related papers: Stochastic heat flow by moments

I present a review of Smoothed Particle Hydrodynamics (SPH), with the aim of providing a mathematically rigorous, clear derivation of the algorithms from first principles. The method of discretising a continuous field into particles using a…

A three-dimensional model is presented for the prediction of solidification behavior using a nonlinear transformation of the enthalpy equation in a Smoothed Particle Hydrodynamics (SPH) discretization. The effect of phase change in the form…

Stochastic diffusion is the noisy and uncertain process through which dynamics like epidemics, or agents like animal species, disperse over a larger area. Understanding these processes is becoming increasingly important as we attempt to…

In this article, we consider the $d$-dimensional mollified stochastic heat equation (SHE) when the mollification parameter is turned off. Here, we concentrate on the high-dimensional case $d \geq 3$. Recently, the limiting higher moments of…

Smoothed Particle Hydrodynamics (SPH) methods are advantageous in simulations of fluids in domains with free boundary. Special SPH methods have also been developed to simulate solids. However, there are situations where the matter behaves…

We propose a numerical approach for solving conjugate heat transfer problems using the finite volume method. This approach combines a semi-implicit scheme for fluid flow, governed by the incompressible Navier-Stokes equations, with an…

Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…

In this paper, we extend the results of [1] by proving exponential asymptotic $H^1$-convergence of solutions to a one-dimensional singular heat equation with $L^2$-source term that describe evolution of viscous thin liquid sheets while…

Varieties of energy-stable numerical methods have been developed for incompressible two-phase flows based on the Navier-Stokes-Cahn-Hilliard (NSCH) model in the Eulerian framework, while few investigations have been made in the Lagrangian…

We present results about large deviations and laws of large numbers for various polymer related quantities. In a completely general setting and strictly positive temperature, we present results about large deviations for directed polymers…

We consider the energy supercritical harmonic heat flow from $\mathbb{R}^d$ into the $d$-sphere $\mathbb{S}^d$ with $d \geq 7$. Under an additional assumption of 1-corotational symmetry, the problem reduces to the one dimensional semilinear…

We apply in a schematic model a theory beyond mean-field, namely Stochastic Time-Dependent Hartree-Fock (STDHF), which includes dynamical electron-electron collisions on top of an incoherent ensemble of mean-field states by occasional…

In this paper, we have used the QUICK scheme of the finite volume method to investigate the problem of steady 2-D free convective incompressible flow with heat and mass transfer in an inclined rectangular domain at different Rayleigh…

In this paper, we consider the one-dimensional stochastic heat equation driven by a space time white noise. In two different scenarios: {\it (i)} initial condition $u_0=1$ and general nonlinear coefficient $\sigma$ and {\it (ii)}: initial…

Recent years have seen great progress in quantum computing, providing opportunities to overcome computational bottlenecks in many scientific applications. In particular, the intersection of computational fluid dynamics (CFD) and quantum…

We investigate a one dimensional chain of $2N$ harmonic oscillators in which neighboring sites have their energies redistributed randomly. The sites $-N$ and $N$ are in contact with thermal reservoirs at different temperature $\tau_-$ and…

Stochastic Hybrid Systems (SHS) constitute an important class of mathematical models that integrate discrete stochastic events with continuous dynamics. The time evolution of statistical moments is generally not closed for SHS, in the sense…

Robust and non-destructive material classification is a challenging but crucial first-step in numerous vision applications. We propose a physics-guided material classification framework that relies on thermal properties of the object. Our…

This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…

The flow-driven spectral chaos (FSC) is a recently developed method for tracking and quantifying uncertainties in the long-time response of stochastic dynamical systems using the spectral approach. The method uses a novel concept called…