English
Related papers

Related papers: Flows driven by multi-indices Rough Paths

200 papers

With the aim of efficiently simulating three-dimensional multiphase turbulent flows with a phase-field method, we propose a new discretization scheme for the biharmonic term (the 4th-order derivative term) of the Cahn-Hilliard equation.…

Fluid Dynamics · Physics 2022-05-24 Hao-Ran Liu , Chong Shen Ng , Kai Leong Chong , Detlef Lohse , Roberto Verzicco

We consider multi-dimensional Gaussian processes and give a new condition on the covariance, simple and sharp, for the existence of stochastic area(s). Gaussian rough paths are constructed with a variety of weak and strong approximation…

Probability · Mathematics 2007-07-04 Peter Friz , Nicolas Victoir

In scalar turbulence it is sometimes the case that the scalar diffusivity is smaller than the viscous diffusivity. The thermally-driven turbulent convection in water is a typical example. In such a case the smallest scale in the problem is…

Fluid Dynamics · Physics 2018-10-17 Kai Leong Chong , Guangyu Ding , Ke-Qing Xia

We propose a new analyzing method, which is called the tautological flow method, to analyze the integrability of partial difference equations (P$\Delta$Es) based on that of partial differential equations (PDEs). By using this method, we…

Exactly Solvable and Integrable Systems · Physics 2025-01-23 Zhonglun Cao , Si-Qi Liu , Youjin Zhang

The concept of the path-dependent partial differential equation (PPDE) was first introduced in the context of path-dependent derivatives in financial markets. Its semilinear form was later identified as a non-Markovian backward stochastic…

Machine Learning · Computer Science 2023-06-05 Bowen Fang , Hao Ni , Yue Wu

The principle of multiple solutions of the Navier-Stokes equations discussed in this paper is not directed at any particular problems in fluid dynamics, nor at any specific applications. The non-uniqueness principle states that the Reynolds…

Fluid Dynamics · Physics 2007-05-23 Lun-Shin Yao

We introduce a canonical way of performing the joint lift of a Brownian motion $W$ and a low-regularity adapted stochastic rough path $\mathbf{X}$, extending [Diehl, Oberhauser and Riedel (2015). A L\'evy area between Brownian motion and…

Mathematical Finance · Quantitative Finance 2026-03-10 Ofelia Bonesini , Emilio Ferrucci , Ioannis Gasteratos , Antoine Jacquier

We classify the surfaces translating under the flows by sub-affine-critical powers of the Gauss curvature. This, in particular, lists all translating solitons possibly model Type II singularities for convex closed solutions in all positive…

Differential Geometry · Mathematics 2024-07-22 Beomjun Choi , Kyeongsu Choi , Soojung Kim

The examples of the Ricci flows on four-dimendionsl manifolds which are determined by help of nonlinear differentials equations of the type of Monge-Ampere are constructed. Their particular solutions and their properties are discussed.

General Physics · Physics 2011-11-17 Valerii Dryuma

Implicit time integration schemes are widely used in computational fluid dynamics numerical codes to speed-up computations. Indeed, implicit schemes usually allow for less stringent time-step stability constraints than their explicit…

Computational Physics · Physics 2019-10-23 François Fraysse , Richard Saurel

We present the method of Direct van der Waals simulation (DVS) to study computationally flows with liquid-vapor phase transformations. Our approach is based on a novel discretization of the Navier-Stokes-Korteweg equations, that couple flow…

Fluid Dynamics · Physics 2022-12-06 Tianyi Hu , Hao Wang , Hector Gomez

This paper solves the discretised multiphase flow equations using tools and methods from machine-learning libraries. The idea comes from the observation that convolutional layers can be used to express a discretisation as a neural network…

Understanding the flow of complex media is relevant for a wide range of research fields and industrial applications. Several numerical approaches exist by which approximate solutions can be determined for the Stokes equations that describe…

Fluid Dynamics · Physics 2025-09-03 Georg Rempfer , Chengkai Zhu , Bart Stam , Mae Nesenberend , Debabrata Panja , Joost de Graaf

Simulation of turbulent flows at high Reynolds number is a computationally challenging task relevant to a large number of engineering and scientific applications in diverse fields such as climate science, aerodynamics, and combustion.…

Computational Physics · Physics 2020-10-06 Jaideep Pathak , Mustafa Mustafa , Karthik Kashinath , Emmanuel Motheau , Thorsten Kurth , Marcus Day

Finite difference method and finite element method are popular methods for solving groundwater flow equations. This paper presents a new method that uses gradually varied functions to solve such equation. In this paper, we have established…

Numerical Analysis · Mathematics 2012-10-17 Li Chen , Xun-Hong Chen

This article provides a concise overview of some of the recent advances in the application of rough path theory to machine learning. Controlled differential equations (CDEs) are discussed as the key mathematical model to describe the…

Machine Learning · Computer Science 2023-02-10 Adeline Fermanian , Terry Lyons , James Morrill , Cristopher Salvi

In this work we present a multilayer shallow model to approximate the Navier-Stokes equations with hydrostatic pressure and the $\mu(I)$-rheology. The main advantages of this approximation are (i) the low cost associated with the numerical…

Mathematical Physics · Physics 2016-06-29 Enrique D. Fernández-Nieto , José Garres-Díaz , Anne Mangeney , Gladys Narbona-Reina

The incompressible Stokes equations can classically be recast in a boundary integral (BI) representation, which provides a general method to solve low-Reynolds number problems analytically and computationally. Alternatively, one can solve…

Fluid Dynamics · Physics 2018-08-01 Lyndon Koens , Eric Lauga

In this paper we study rough differential equations driven by Gaussian rough paths from the viewpoint of Malliavin calculus. Under mild assumptions on coefficient vector fields and underlying Gaussian processes, we prove that solutions at a…

Probability · Mathematics 2014-06-09 Yuzuru Inahama

The numerical simulation of fluid flow through a complex geometry with heat transfer is of strong interest for many applications, such as oil-filled power transformers. A fundamental challenge here is that high resolution is necessary to…

Computational Physics · Physics 2020-10-19 Ole H. H. Meyer , Karl Yngve Lervåg , Åsmund Ervik
‹ Prev 1 3 4 5 6 7 10 Next ›