Related papers: Moment-based approach for two erratic KPZ scaling …
The sequence of moments of a vector-valued random variable can characterize its law. We study the analogous problem for path-valued random variables, that is stochastic processes, by using so-called robust signature moments. This allows us…
We propose a suitable analytical framework to perform numerical analysis of problems arising in compressible fluid models with uncertain data. We discuss both weak and strong stochastic approach, where the former is based on the knowledge…
This work is concerned with the development of a space-time adaptive numerical method, based on a rigorous a posteriori error bound, for the semilinear heat equation with a general local Lipschitz reaction term whose solution may blow-up in…
In this paper, we first prove the weak intermittency, and in particular the sharp exponential order $C\lambda^4t$ of the second moment of the exact solution of the stochastic heat equation with multiplicative noise and periodic boundary…
Phase separation in binary and ternary fluids is studied using a two dimensional Lattice Gas Automata. The lengths, given by the the first zero crossing point of the correlation function and the total interface length is shown to exhibit…
We consider a nonlinear stochastic heat equation in spatial dimension $d=2$, forced by a white-in-time multiplicative Gaussian noise with spatial correlation length $\varepsilon>0$ but divided by a factor of $\sqrt{\log\varepsilon^{-1}}$.…
In Moln\'ar et al. [Phys. Rev. D 93, 114025 (2016)] the equations of anisotropic dissipative fluid dynamics were obtained from the moments of the Boltzmann equation based on an expansion around an arbitrary anisotropic single-particle…
Moist stratified turbulence is studied in a two-dimensional Boussinesq system influenced by condensation and evaporation. The problem is set in a periodic domain and employs simple evaporation and condensation schemes, wherein both the…
The phenomenon of finite time blow-up in hydrodynamic partial differential equations is central in analysis and mathematical physics. While numerical studies have guided theoretical breakthroughs, it is challenging to determine if the…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
We define a stochastic lattice model for a fluctuating directed polymer in $d\geq 2$ dimensions. This model can be alternatively interpreted as a fluctuating random path in 2 dimensions, or a one-dimensional asymmetric simple exclusion…
For a single enzyme or molecular motor operating in an aqueous solution of non-equilibrated solute concentrations, a thermodynamic description is developed on the level of an individual trajectory of transitions between states. The concept…
We investigate piecewise deterministic Markov processes (PDMP), where the deterministic dynamics follows a scalar conservation law and random jumps in the system are characterized by changes in the flux function. We show under which…
We study the long time statistics of a class of semi--linear damped wave equations with polynomial nonlinearities and perturbed by additive Gaussian noise in dimensions 2 and 3. We find that if sufficiently many directions in the phase…
We study anisotropic fluid dynamics derived from the Boltzmann equation based on a particular choice for the anisotropic distribution function within a boost-invariant expansion of the fluid in one spatial dimension. In order to close the…
Mixed-moment models, introduced before for one space dimension, are a modification of the method of moments applied to a (linear) kinetic equation, by choosing mixtures of different partial moments. They are well-suited to handle such…
We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$)…
We review recent results and present new ones on a deterministic follow-the-leader particle approximation of first and second order models for traffic flow and pedestrian movements. We start by constructing the particle scheme for the first…
Well defined scaling laws clearly appear in wall bounded turbulence, even very close to the wall, where a distinct violation of the refined Kolmogorov similarity hypothesis (RKSH) occurs together with the simultaneous persistence of scaling…
We study generalised Navier--Stokes equations governing the motion of an electro-rheological fluid subject to stochastic perturbation. Stochastic effects are implemented through (i) random initial data, (ii) a forcing term in the momentum…