Related papers: Stochastic Processes and Diffusion on Spaces with …
This paper exposes a novel exploratory formalism, which end goal is the numerical simulation of the dynamics of a cloud of particles weakly or strongly coupled with a turbulent fluid. Giventhe large panel of expertise of the list of…
In the present article we are interested in further investigations for the barotropic compressible Navier-Stokes system endowed with a non-local capillarity we studied in [7]. Thanks to an accurate study of the associated linear system…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
This paper investigates the optimal control problem for a class of parabolic equations where the diffusion coefficient is influenced by a control function acting nonlocally. Specifically, we consider the optimization of a cost functional…
The primary emphasis of this work is the development of a finite element based space-time discretization for solving the stochastic Lagrangian averaged Navier-Stokes (LANS-$\alpha$) equations of incompressible fluid turbulence with…
We study diffusion of particles in large-scale simulations of one-dimensional stochastic sandpiles, in both the restricted and unrestricted versions. The results indicate that the diffusion constant scales in the same manner as the activity…
Solving statistical learning problems often involves nonconvex optimization. Despite the empirical success of nonconvex statistical optimization methods, their global dynamics, especially convergence to the desirable local minima, remain…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…
The diffusion and flow of amorphous materials, such as glasses and granular materials, has resisted a simple microscopic description, analogous to defect theories for crystals. Early models were based on either gas-like inelastic collisions…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
We introduce a stochastic nonlocal reaction--diffusion model arising in tumour dynamics. Spatial dispersal is described by the fractional Laplacian, accounting for anomalous diffusion and long--range relocation events. The system is…
We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
We explore the macroscopic consequences of lattice anisotropy for Diffusion Limited Aggregation (DLA) in three dimensions. Simple cubic and BCC lattice growths are shown to approach universal asymptotic states in a coherent fashion, and the…
We study a multigrid method for solving large linear systems of equations with tensor product structure. Such systems are obtained from stochastic finite element discretization of stochastic partial differential equations such as the…
We study the dynamics of spatially homogeneous and isotropic spacetimes containing a fluid undergoing microscopic velocity diffusion in a cosmological scalar field. After deriving a few exact solutions of the equations, we continue by…
We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation in the space of probabilities. Our approach is founded on a…
In this paper, we study a one dimensional nonlinear equation with diffusion $-\nu(-\partial_{xx})^{\frac{\alpha}{2}}$ for $0\leq \alpha\leq 2$ and $\nu>0$. We use a viscous-splitting algorithm to obtain global nonnegative weak solutions in…