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The steady motion of a viscous incompressible fluid through a sieve (that is, a wall perforated with a large number of small holes), in a pipe of finite length, is modeled through the Navier-Stokes equations under mixed boundary conditions…

Analysis of PDEs · Mathematics 2024-11-07 Gianmarco Sperone

In this study, we investigate the Shallow Water Equations incorporating source terms accounting for Manning friction and a non-flat bottom topology. Our primary focus is on developing and validating numerical schemes that serve a dual…

Numerical Analysis · Mathematics 2023-10-24 Guanlan Huang , Sebastiano Boscarino , Tao Xiong

In this paper we consider a reduced-form intensity-based credit risk model with a hidden Markov state process. A filtering method is proposed for extracting the underlying state given the observation processes. The method may be applied to…

Computational Finance · Quantitative Finance 2016-03-10 Feng-Hui Yu , Wai-Ki Ching , Jia-Wen Gu , Tak-Kuen Siu

In the context of fluid flows, the coupled Ostrovsky equations arise when two distinct linear long wave modes have nearly coincident phase speeds in the presence of background rotation. In this paper, nonlinear waves in a stratified fluid…

Pattern Formation and Solitons · Physics 2015-06-22 A. Alias , R. H. J. Grimshaw , K. R. Khusnutdinova

We describe a new model for the study of weakly-collisional, magnetized plasmas derived from exploiting the separation of the dynamics parallel and perpendicular to the magnetic field. This unique system of equations retains the particle…

Plasma Physics · Physics 2025-10-06 James Juno , Ammar Hakim , Jason M. TenBarge

A phenomenological turbulence model in which the energy spectrum obeys a nonlinear diffusion equation is presented. This equation respects the scaling properties of the original Navier-Stokes equations and it has the Kolmogorov -5/3 cascade…

Fluid Dynamics · Physics 2007-05-23 Colm Connaughton , Sergey Nazarenko

Fluid turbulence is characterized by strong coupling across a broad range of scales. Furthermore, besides the usual local cascades, such coupling may extend to interactions that are non-local in scale-space. As such the computational…

The aim of this review is to provide a concise overview of some of the generic approaches that have been developed to deal with the statistical description of large systems of interacting dissipative 'units'. The latter notion includes,…

Statistical Mechanics · Physics 2017-03-08 Eric Bertin

In this note we consider the finite-dimensional parameter estimation problem associated to inverse problems. In such scenarios, one seeks to maximize the marginal likelihood associated to a Bayesian model. This latter model is connected to…

Numerical Analysis · Mathematics 2025-04-10 Ajay Jasra , Abylay Zhumekenov

We present a time-dependent variational approach with the multiple Davydov $D_2$ trial state to simulate the dynamics of light-matter systems when the field is in a coherent state with an arbitrary finite mean photon number. The variational…

Quantum Physics · Physics 2024-07-18 Yiying Yan , Zhiguo Lü , JunYan Luo

Reconstructing PDE solutions from sparse observations is a core challenge in scientific computing. We present FM4PDE, a flow-matching generative framework that learns the joint distribution of PDE coefficients (or initial states) and…

Machine Learning · Statistics 2026-05-26 Xifeng Zhang , Jin Zhao

This paper introduces a novel mathematical framework for examining the regularity and energy dissipation properties of solutions to the stochastic Navier-Stokes equations. By integrating Sobolev-Besov hybrid spaces, fractional differential…

Analysis of PDEs · Mathematics 2024-11-18 Rômulo Damasclin Chaves dos Santos , Jorge Henrique de Oliveira Sales

We present a new mimetic finite difference method for diffusion problems that converges on grids with \textit{curved} (i.e., non-planar) faces. Crucially, it gives a symmetric discrete problem that uses only one discrete unknown per curved…

Numerical Analysis · Mathematics 2023-07-19 Silvano Pitassi , Riccardo Ghiloni , Igor Petretti , Francesco Trevisan , Ruben Specogna

A new diffuse interface model for a two-phase flow of two incompressible fluids with different densities is introduced using methods from rational continuum mechanics. The model fulfills local and global dissipation inequalities and is also…

Fluid Dynamics · Physics 2010-11-03 Helmut Abels , Harald Garcke , Günther Grün

We consider the problem of inference for nonlinear, multivariate diffusion processes, satisfying It\^o stochastic differential equations (SDEs), using data at discrete times that may be incomplete and subject to measurement error. Our…

Computation · Statistics 2021-09-27 Andrew Golightly , Chris Sherlock

Denoising diffusion probabilistic models and score-matching models have proven to be very powerful for generative tasks. While these approaches have also been applied to the generation of discrete graphs, they have, so far, relied on…

Machine Learning · Computer Science 2023-08-17 Kilian Konstantin Haefeli , Karolis Martinkus , Nathanaël Perraudin , Roger Wattenhofer

We suggested a one-fluid model of a turbulent dilute suspension which accounts for the ``two-way'' fluid-particle interactions by $k$-dependent effective density of suspension and additional damping term in the Navier-Stokes equation. We…

Chaotic Dynamics · Physics 2007-05-23 Victor S. L'vov , Anna Pomyalov

We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…

Statistical Mechanics · Physics 2014-03-12 Takahiro Nemoto , Shin-ichi Sasa

Self-interacting diffusions are solutions to SDEs with a drift term depending on the process and its normalized occupation measure $\mu_t$ (via an interaction potential and a confinement potential). We establish a relation between the…

Probability · Mathematics 2008-02-17 A. Kurtzmann

We consider the Mode Coupling Theory (MCT) of Glass transition for a Binary fluid. The Equations of Nonlinear Fluctuating Hydrodynamics are obtained with a proper choice of the slow variables corresponding to the conservation laws. The…

Statistical Mechanics · Physics 2009-11-07 Upendra Harbola , Shankar P. Das