Related papers: Geometrical Optics Approach to Markov-Modulated Fl…
The aim of this paper is to approximate a finite-state Markov process by another process with fewer states, called herein the approximating process. The approximation problem is formulated using two different methods. The first method,…
We give a development of the ODE method for the analysis of recursive algorithms described by a stochastic recursion. With variability modelled via an underlying Markov process, and under general assumptions, the following results are…
It is a challenge to numerically solve nonlinear partial differential equations whose solution involves discontinuity. In the context of numerical simulators for multi-phase flow in porous media, there exists a long-standing issue known as…
We present a previously unexplored forward-mode differentiation method for Maxwell's equations, with applications in the field of sensitivity analysis. This approach yields exact gradients and is similar to the popular adjoint variable…
Note that some classic fluid dynamical systems such as the Navier-Stokes equations, Magnetohydrodynamics (MHD), Boussinesq equations, and etc are observably different from each other but obey some energy inequalities of the similar type. In…
Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…
We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…
We study an asymptotic analysis of a coupled system of kinetic and fluid equations. More precisely, we deal with the nonlinear Vlasov-Fokker-Planck equation coupled with the compressible isentropic Navier-Stokes system through a drag force…
A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…
We consider a two-dimensional stochastic fluid model with $N$ ON-OFF inputs and temporary assistance, which is an extension of the same model with $N = 1$ in Mahabhashyam et al. (2008). The rates of change of both buffers are piecewise…
In this paper we consider the numerical approximation of the two-phase membrane (obstacle) problem by finite difference method. First, we introduce the notion of viscosity solution for the problem and construct certain discrete nonlinear…
We show that a Galilean invariant version of fluid dynamics can be derived by the methods of statistical dynamics using Maxwell's balance equations. The basic equation is non-local, and might replace Boltzmann's equation if the latter turns…
Velocity autocorrelation functions (VAF) of the fluids are studied on short- and long-time scales within a unified approach. This approach is based on an effective summation of the infinite continued fraction at a reasonable assumption…
A theoretical model is developed by exploiting the variational technique to investigate the evolution of an optical beam inside an optically pumped graded-index fiber amplifier. The variational analysis is a semi-analytical method that…
We derive a mode-coupling theory for the slow dynamics of fluids confined in disordered porous media represented by spherical particles randomly placed in space. Its equations display the usual nonlinear structure met in this theoretical…
This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…
We investigate the parameter recovery of Markov-switching ordinary differential processes from discrete observations, where the differential equations are nonlinear additive models. This framework has been widely applied in biological…
The paper presents numerical methods for unsteady flows of a viscous incompressible fluid in internal domains with many inlet/outlet sections. The novel variants of dissipative boundary conditions augmented by the inertia terms are used at…
This article presents an innovative extension of the Smagorinsky model incorporating dynamic boundary conditions and advanced regularity methods. We formulate the modified Navier-Stokes equations with the Smagorinsky term to model…
Incompressible fluid equations are studied with UV cut-off and in periodic boundary conditions. Properties of the resulting ODEs holding uniformly in the cut-off are considered and, in particular, are conjectured to be equivalent to…