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Simulating physical problems involving multi-time scale coupling is challenging due to the need of solving these multi-time scale processes simultaneously. In response to this challenge, this paper proposed an explicit multi-time step…

Computational Engineering, Finance, and Science · Computer Science 2023-09-11 Xiaojing Tang , Dong Wu , Zhengtong Wang , Oskar Haidn , Xiangyu Hu

Optimization via simulation has been well established to find optimal solutions and designs in complex systems. However, it still faces modeling and computational challenges when extended to the multi-stage setting. This survey reviews the…

Optimization and Control · Mathematics 2023-12-08 Zhuo Zhang , Dan Wang , Haoxiang Yang , Shubin Si

When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…

Statistical Mechanics · Physics 2019-05-22 Joachim Peinke , Mohammad Reza Rahimi Tabar , Matthias Wächter

Turbulent reacting flows occur in a variety of engineering applications such as chemical reactors and power generating equipment (gas turbines and internal combustion engines). Turbulent reacting flows are characterized by two main…

Computational Engineering, Finance, and Science · Computer Science 2022-10-12 S. M. Aithal

Complex spatial and temporal structures are inherent characteristics of turbulent fluid flows and comprehending them poses a major challenge. This comprehesion necessitates an understanding of the space of turbulent fluid flow…

Fluid Dynamics · Physics 2024-07-16 Tim Whittaker , Romuald A. Janik , Yaron Oz

A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…

Methodology · Statistics 2015-09-29 Tiep Mai , Simon Wilson

A combination of reaction-diffusion models with moving-boundary problems yields a system in which the diffusion (spreading and penetration) and reaction (transformation) evolve the system's state and geometry over time. These systems can be…

Computational Engineering, Finance, and Science · Computer Science 2020-08-26 Mojtaba Barzegari , Liesbet Geris

Decaying turbulence is studied numerically using as initial condition a random flow whose shell-integrated energy spectrum increases with wavenumber k like k^q. Alternatively, initial conditions are generated from a driven turbulence…

Astrophysics · Physics 2007-05-23 Tarek A. Yousef , Nils Erland L. Haugen , Axel Brandenburg

The paper deals with the developing of the methodological backgrounds for the modeling and simulation of complex dynamical objects. Such backgrounds allow us to perform coordinate transformation and formulate the algorithm of its usage for…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-08-07 Roman Voliansky , Andri Pranolo

Modeling turbulent flows by a random Fourier decomposition is a classical procedure in order to use simplified models of turbulence in heat transport and other applications. We carefully investigate the Fourier time series of…

Mathematical Physics · Physics 2026-05-14 Paolo Cifani , Franco Flandoli , Andrea Zanoni

Self-similar processes are useful in modeling diverse phenomena that exhibit scaling properties. Operator scaling allows a different scale factor in each coordinate. This paper develops practical methods for modeling and simulating…

Probability · Mathematics 2009-12-25 Serge Cohen , Mark M. Meerschaert , Jan Rosinski

We discuss averaged turbulence modeling of multi-scales of length for an incompressible Newtonian fluid, with the help of the maximum information principle. We suppose that there exists a function basis to decompose the turbulent…

Fluid Dynamics · Physics 2010-09-10 L. Tao , M. Ramakrishna

A new approach for integration of motion in many-body systems of interacting polyatomic molecules is proposed. It is based on splitting time propagation of pseudo-variables in a modified phase space, while the real translational and…

Statistical Mechanics · Physics 2009-11-13 Igor P. Omelyan

We propose the use of an unifying paradigm for the assessment and development of closed forms of the coarse-grained Navier-Stokes equations in approaches ranging from the statistical to the scale-resolving ones. It consists in the exact…

Fluid Dynamics · Physics 2025-12-23 A. Cimarelli , N. Marras , B. Niceno , Y. Tessier Urrecha

Transition to turbulence dramatically alters the properties of fluid flows. In most canonical shear flows, the laminar flow is linearly stable and a finite-amplitude perturbation is necessary to trigger transition. Controlling transition to…

Fluid Dynamics · Physics 2020-05-20 Anton Pershin , Cedric Beaume , Steven M. Tobias

This paper develops a flexible and computationally efficient multivariate volatility model, which allows for dynamic conditional correlations and volatility spillover effects among financial assets. The new model has desirable properties…

Methodology · Statistics 2025-07-25 Wenyu Li , Yuchang Lin , Qianqian Zhu , Guodong Li

In this paper, a new fractional step method is proposed for simulating stiff and nonstiff chemically reacting flows. In stiff cases, a well-known spurious numerical phenomenon, i.e. the incorrect propagation speed of discontinuities, may be…

Computational Physics · Physics 2019-05-01 Jian-Hang Wang , Shucheng Pan , Xiangyu Y. Hu , Nikolaus A. Adams

Functional integral representations for solutions of the motion equations for wall-bounded incompressible viscous flows, expressed (implicitly) in terms of distributions of solutions to stochastic differential equations of McKean-Vlasov…

Numerical Analysis · Mathematics 2024-03-26 Vladislav Cherepanov , Sebastian W. Ertel , Zhongmin Qian , Jiang-Lun Wu

We propose a segment description for turbulent solutions to evolution equations in an effort to develop an effective description rather than the classical Reynolds average. The new description has connections with symbolic dynamics and…

Analysis of PDEs · Mathematics 2007-08-01 Y. Charles Li

A phenomenological model for the dissipation of scalar fluctuations due to the straining by the fluid motion is proposed in this letter. An explicit equation is obtained for the time evolution of the probability distribution function of a…

Fluid Dynamics · Physics 2015-06-26 Antoine Venaille , Joel Sommeria