Related papers: Geometrical Optics Approach to Markov-Modulated Fl…
In this paper, we propose a multiphysics finite element method for a nonlinear poroelasticity model. To better describe the processes of deformation and diffusion, we firstly reformulate the nonlinear fluid-solid coupling problem into a…
We consider point sources in hyperbolic equations discretized by finite differences. If the source is stationary, appropriate source discretization has been shown to preserve the accuracy of the finite difference method. Moving point…
A framework to establish response theory for a class of nonlinear stochastic partial differential equations (SPDEs) is provided. More specifically, it is shown that for a certain class of observables, the averages of those observables…
We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…
In this paper, we investigate numerically a diffuse interface model for the Navier-Stokes equation with fluid-fluid interface when the fluids have different densities \cite{Lowengrub1998}. Under minor reformulation of the system, we show…
We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…
We investigate the long-time behavior of solutions to a stochastically forced one-dimensional Navier-Stokes system, describing the motion of a compressible viscous fluid, in the case of linear pressure law. We prove existence of an…
Extracting information on fluid motion directly from images is challenging. Fluid flow represents a complex dynamic system governed by the Navier-Stokes equations. General optical flow methods are typically designed for rigid body motion,…
The classical Ka\v{c}anov scheme for the solution of nonlinear variational problems can be interpreted as a fixed point iteration method that updates a given approximation by solving a linear problem in each step. Based on this observation,…
We consider the problem of approximation of the solution of the backward stochastic differential equation in the Markovian case. We suppose that the trend coefficient of the diffusion process depends on some unknown parameter and the…
Subordinate diffusions are constructed by time changing diffusion processes with an independent L\'{e}vy subordinator. This is a rich family of Markovian jump processes which exhibit a variety of jump behavior and have found many…
This paper is divided into two parts. The first part reviews the formulae for f-divergences in the study of continuous-time Markov processes and explores their applications in areas such as stochastic stability, the second law of…
Within the framework of variational modelling we derive a two-phase moving boundary problem that describes the motion of a semipermeable membrane separating two viscous liquids in a fixed container. The model includes the effects of osmotic…
This paper deals with the state estimation of stochastic models with continuous dynamics. The aim is to incorporate spectral differentiation methods into the solution to the Fokker-Planck equation in grid-based state estimation routine,…
This work is devoted to the study of dissipative fluid systems, through the lens of a geometric variational formulation. Building upon previous works extending Hamilton's principle to non-equilibrium thermodynamics, the present method…
In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…
Discrete flow models offer a powerful framework for learning distributions over discrete state spaces and have demonstrated superior performance compared to the discrete diffusion models. However, their convergence properties and error…
Markov-modulated fluid queues are popular stochastic processes frequently used for modelling real-life applications. An important performance measure to evaluate in these applications is their steady-state behaviour, which is determined by…
In this article we present a goal-oriented adaptive finite element method for a class of subsurface flow problems in porous media, which exhibit seepage faces. We focus on a representative case of the steady state flows governed by a…
We develop a geometric formulation of fluid dynamics, valid on arbitrary Riemannian manifolds, that regards the momentum-flux and stress tensors as 1-form valued 2-forms, and their divergence as a covariant exterior derivative. We review…