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We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…

Numerical Analysis · Mathematics 2017-12-05 Bangti Jin , Buyang Li , Zhi Zhou

The dispersion of a passive scalar by wall turbulence, in the limit of infinite Peclet number, is analyzed using frozen velocity fields from the DNS by our group. The Lagrangian trajectories of fluid particles in those fields are integrated…

Fluid Dynamics · Physics 2013-09-11 Juan C. del Alamo , Javier Jimenez

In this paper, we present theoretical results on the statistical properties of stationary, homogeneous and isotropic turbulence in incompressible flows in three dimensions. Within the framework of the Non-Perturbative Renormalization Group,…

Statistical Mechanics · Physics 2018-05-08 Malo Tarpin , Léonie Canet , Nicolás Wschebor

In this paper, we study numerical methods for the homogenization of linear second-order elliptic equations in nondivergence-form with periodic diffusion coefficients and large drift terms. Upon noting that the effective diffusion matrix can…

Numerical Analysis · Mathematics 2025-06-18 Timo Sprekeler , Han Wu , Zhiwen Zhang

We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…

Soft Condensed Matter · Physics 2009-11-13 Gene F. Mazenko

For the concrete model of Brownian particles dynamics in non-uniform environment, the time interval estimation is constructed, on which phenomenological Fick laws for diffusion phenomenon description can be used. The knowledge of these…

Probability · Mathematics 2012-12-11 V. A Doobko

We consider nonparametric Bayesian inference in a reflected diffusion model $dX_t = b (X_t)dt + \sigma(X_t) dW_t,$ with discretely sampled observations $X_0, X_\Delta, \dots, X_{n\Delta}$. We analyse the nonlinear inverse problem…

Statistics Theory · Mathematics 2020-05-26 Richard Nickl , Jakob Söhl

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

The stationary condition (Hopf equation) for the ($n$+1) point correlation function of a passive scalar advected by turbulent flow is argued to have an approximate $SL(n, R)$ symmetry which provides a starting point for the perturbative…

Condensed Matter · Physics 2009-10-28 Boris I Shraiman , Eric D Siggia

In this work, the scaling statistics of the dissipation along Lagrangian trajectories are investigated by using fluid tracer particles obtained from a high resolution direct numerical simulation with $Re_{\lambda}=400$. Both the energy…

Fluid Dynamics · Physics 2015-06-18 Y. X. Huang , Francois G. Schmitt

We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random…

Statistical Mechanics · Physics 2011-11-15 Aleksander Stanislavsky , Karina Weron , Aleksander Weron

In this note, we study the long-time dynamics of passive scalars driven by rotationally symmetric flows. We focus on identifying precise conditions on the velocity field in order to prove enhanced dissipation and Taylor dispersion in…

Analysis of PDEs · Mathematics 2023-05-30 Michele Coti Zelati , Michele Dolce , Chia-Chun Lo

Using Stokesian dynamics simulations, we examine the flow of a monodisperse, neutrally buoyant, homogeneous suspension of non-Brownian solid spheres in simple shear, starting from a large number of independent hard-sphere distributions and…

Materials Science · Physics 2019-06-19 M. Marchioro , A. Acrivos

We study a turbulence closure model in which the fractional Laplacian $(-\Delta)^\alpha$ of the velocity field represents the turbulence diffusivity. We investigate the energy spectrum of the model by applying Pao's energy transfer theory.…

Numerical Analysis · Mathematics 2016-11-17 Max Gunzburger , Nan Jiang , Feifei Xu

In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…

Analysis of PDEs · Mathematics 2020-09-04 Prakash Kumar Das , M. M. Panja

In the present chapter we focus on the fundamentals of non-grid-conforming numerical approaches to simulating particulate flows, implementation issues and grid convergence vs. available reference data. The main idea is to avoid adapting the…

Fluid Dynamics · Physics 2024-12-11 Markus Uhlmann , Jos Derksen , Anthony Wachs , Lian-Ping Wang , Manuel Moriche

Simulations are made of a probe particle diffusing through a complex fluid. Probe particle motions are described by the Mori-Zwanzig equation and Mori's orthogonal hierarchy of random forces scheme, subject to the approximation that the…

Soft Condensed Matter · Physics 2014-06-20 George D. J. Phillies

In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…

Mathematical Physics · Physics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

Multiscale dynamics are ubiquitous in applications of modern science. Because of time scale separation between relatively small set of slowly evolving variables and (typically) much larger set of rapidly changing variables, direct numerical…

Dynamical Systems · Mathematics 2016-04-08 Rafail V. Abramov

We introduce some approximation schemes for linear and fully non-linear diffusion equations of Bellman-Isaacs type. Although they are not monotone one can prove their convergence to the viscosity solution of the problem. Effective…

Optimization and Control · Mathematics 2015-01-22 Xavier Warin