Related papers: Plongement stochastique des syst\`{e}mes lagrangie…
Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…
We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…
We propose a new formulation of the fluctuating lattice Boltzmann equation that is consistent with both equilibrium statististical mechanics and fluctuating hydrodynamics. The formalism is based on a generalized lattice-gas model, with each…
A description of how the principle of stationary action reproduces itself in terms of the intrinsic geometry of variational equations is proposed. A notion of stationary points of an internal Lagrangian is introduced. A connection between…
This work presents an approach to the Navier-Stokes equations that is phrased in unbiased Eulerian coordinates, yet describes objects that have Lagrangian significance: particle paths, their dispersion and diffusion. The commutator between…
In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…
In this work, we propose a model for the orientation of inertialess spheroidal particles suspended in turbulent flows. This model consists in a stochastic version of the Jeffery equation that can be included in a statistical Lagrangian…
We study the long time behavior of isentropic compressible Euler equations with linear damping driven by a white-in-time noise, on a one-dimensional torus. We prove the existence of a statistically stationary solution in the class of weak…
In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. By proving an It\^{o}-Wentzell formula for jump…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
We outline a statistical theory of turbulence based on the Lagrangian formulation of fluid motion. We derive a hierarchy of evolution equations for Lagrangian N-point probability distributions as well as a functional equation for a suitably…
The Lagrangian formulation for the irrotational wave motion is straightforward and follows from a Lagrangian functional which is the difference between the kinetic and the potential energy of the system. In the case of fluid with constant…
In this work, we propose a new semi-Lagrangian (SL) finite difference scheme for nonlinear advection-diffusion problems. To ensure conservation, which is fundamental for achieving physically consistent solutions, the governing equations are…
A numerical method for the two-dimensional, incompressible Navier--Stokes equations in vorticity--streamfunction form is proposed, which employs semi-Lagrangian discretizations for both the advection and diffusion terms, thus achieving…
We consider a solution to a generic Markovian jump diffusion and show that for positive times the law of the solution process has a smooth density with respect to Lebesgue measure under a uniform version of Hoermander's conditions. Unlike…
Examples of self propulsion in strongly fluctuating environment is abound in nature, e.g., molecular motors and pumps operating in living cells. Starting from Langevin equation of motion, we develop a fluctuating thermodynamic description…
The non-standard Lagrangians (NSLs) for dissipative-like dynamical systems were introduced in an ad hoc fashion rather than being derived from the solution of the inverse problem of variational calculus. We begin with the first integral of…
Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…
In this paper, we present a Lagrangian formalism for nonequilibrium thermodynamics. This formalism is an extension of the Hamilton principle in classical mechanics that allows the inclusion of irreversible phenomena in both discrete and…
This paper is concerned with the numerical approximation of stochastic mechanical systems with nonlinear holonomic constraints. Such systems are described by second order stochastic differential-algebraic equations involving an implicitly…