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In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…

Probability · Mathematics 2009-08-18 Xicheng Zhang

The modeling of multi-phase flow is very challenging, given the range of scales as well as the diversity of flow regimes that one encounters in this context. We revisit the discrete equation method (DEM) for two-phase flow in the absence of…

Numerical Analysis · Mathematics 2023-03-01 Marco Petrella , Remi Abgrall , Siddhartha Mishra

Normalizing flows are a class of deep generative models that provide a promising route to sample lattice field theories more efficiently than conventional Monte Carlo simulations. In this work we show that the theoretical framework of…

High Energy Physics - Lattice · Physics 2022-07-07 Michele Caselle , Elia Cellini , Alessandro Nada , Marco Panero

In this thesis we investigate how the nonlocalities affect the study of different PDEs coming from physics, and we analyze these equations under almost optimal assumptions of the nonlinearity. In particular, we focus on the fractional…

Analysis of PDEs · Mathematics 2024-02-14 Marco Gallo

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

The coarse-graining operation in hydrodynamics is equivalent to a change of scale which can be formalized as a renormalization group transformation. In particular, its application to the probability distribution of a self-gravitating fluid…

Statistical Mechanics · Physics 2008-11-26 Jose Gaite

The gradient flow bears a close resemblance to the coarse graining, the guiding principle of the renormalization group (RG). In the case of scalar field theory, a precise connection has been made between the gradient flow and the RG flow of…

High Energy Physics - Theory · Physics 2021-03-10 Hidenori Sonoda , Hiroshi Suzuki

By using a change of scale and space, we study a class of stochastic differential equations (SDEs) whose solutions are drift--perturbed and exhibit behaviour analogous to standard Brownian motion including to the Law of the Iterated…

Probability · Mathematics 2013-10-11 John A. D. Appleby , Huizhong Appleby-Wu

Normalizing flows are a powerful class of generative models for continuous random variables, showing both strong model flexibility and the potential for non-autoregressive generation. These benefits are also desired when modeling discrete…

Machine Learning · Statistics 2019-06-06 Zachary M. Ziegler , Alexander M. Rush

This article introduces, and reviews recent work using, a simple optimisation technique for analysing the nonlinear stability of a state in a dynamical system. The technique can be used to identify the most efficient way to disturb a system…

Fluid Dynamics · Physics 2014-08-18 R. R. Kerswell , C. C. T. Pringle , A. P. Willis

We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…

Statistical Mechanics · Physics 2023-12-12 Boris S. Maryshev , Lyudmila S. Klimenko

We consider a stochastic flow in which individual particles follow skew Brownian motions, with each one of these processes driven by the same Brownian motion. One does not have uniqueness for the solutions of the corresponding stochastic…

Probability · Mathematics 2007-05-23 Krzysztof Burdzy , Haya Kaspi

The 4PI effective action provides a a hierarchy of integral equations which have the form of Bethe-Salpeter equations. The vertex functions obtained from these equations can be used to truncate the exact renormalization group flow…

High Energy Physics - Theory · Physics 2013-12-06 M. E. Carrington

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

A formulation of the boundary integral method for solving partial differential equations has been developed whereby the usual weakly singular integral and the Cauchy principal value integral can be removed analytically. The broad…

Computational Physics · Physics 2019-10-02 E. Klaseboer , Q. Sun , D. Y. C. Chan

We discuss a unified flow theory which in a single system of hyperbolic partial differential equations (PDEs) can describe the two main branches of continuum mechanics, fluid dynamics, and solid dynamics. The fundamental difference from the…

Fluid Dynamics · Physics 2018-11-19 Ilya Peshkov , Evgeniy Romenski , Michael Dumbser

In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for…

Probability · Mathematics 2009-09-29 Brahim Boufoussi , Jan Van Casteren , N. Mrhardy

Gaseous flows show a diverse set of behaviors on different characteristic scales. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between the flow-field solutions and the real physics. To study…

Computational Physics · Physics 2021-05-05 Tianbai Xiao , Martin Frank

This paper develops a consistent particle method for capturing the highly non-linear behavior of violent free-surface flows, based on an Enhanced Weakly Compressible Moving Particle Semi-implicit (EWC-MPS) method. It pays special attention…

Fluid Dynamics · Physics 2021-10-25 Mojtaba Jandaghian , Abdelkader Krimi , Amir Reza Zarrati , Ahmad Shakibaeinia

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu
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