相关论文: Stochastic Lie group integrators

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…

By combining the ideas of Cartan's equivalence method and the method of the equivariant moving frame for pseudo-groups, we develop an efficient method for solving equivalence problems arising from horizontal Lie pseudo-group actions. The…

In this work we develop a stochastic algorithm to integrate the Cahn-Hilliard equations. The algorithm is based on Gillespie's stochastic simulation algorithm, also known as kinetic Monte Carlo. The deterministic integration of the phase…

We give a short and elementary introduction to Lie group methods. A selection of applications of Lie group integrators are discussed. Finally, a family of symplectic integrators on cotangent bundles of Lie groups is presented and the notion…

Nonequilibrium flows have been frequently encountered in various aerospace engineering applications. To understand nonequilibrium physics, multiscale effects, and the dynamics in these applications, an effective and reliable multiscale…

We establish Ecalle's mould calculus in an abstract Lie-theoretic setting and use it to solve a normalization problem, which covers several formal normal form problems in the theory of dynamical systems. The mould formalism allows us to…

This report investigates the fitting of the Hessian or its inverse for stochastic optimizations using a Hessian fitting criterion derived from the preconditioned stochastic gradient descent (PSGD) method. This criterion is closely related…

A mathematical model for description of the viscous fingering induced by a chemical reaction is under study. This complicated five-component model is reduced to a three-component diffusive Lotka-Volterra system with convection by…

We show that an interesting class of functionals of stochastic differential equations can be approximated by a Chen-Fliess series of iterated stochastic integrals and give a L^{2} error estimate, thus generalizing the standard stochastic…

A Skeleton-stabilized ImmersoGeometric Analysis technique is proposed for incompressible viscous flow problems with moderate Reynolds number. The proposed formulation fits within the framework of the finite cell method, where essential…

Via a Bismut-Elworthy-Li formula from [KPP23], we derive uniform gradient estimates for transition semigroups associated with stochastic differential equations driven by a large class of cylindrical L\'{e}vy processes which includes the…

Simulating turbulent fluid flows is a computationally prohibitive task, as it requires the resolution of fine-scale structures and the capture of complex nonlinear interactions across multiple scales. This is particularly the case in direct…

We develop Riemannian approaches to variational autoencoders (VAEs) for PDE-type ambient data with regularizing geometric latent dynamics, which we refer to as VAE-DLM, or VAEs with dynamical latent manifolds. We redevelop the VAE framework…

The construction of discontinuous Galerkin (DG) methods for the compressible Euler or Navier-Stokes equations (NSE) includes the approximation of non-linear flux terms in the volume integrals. The terms can lead to aliasing and stability…

A Lie system is a non-autonomous system of ordinary differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional Lie algebra of vector fields. Lie systems have been generalised…

Uncertainties have become a major concern in integrated circuit design. In order to avoid the huge number of repeated simulations in conventional Monte Carlo flows, this paper presents an intrusive spectral simulator for statistical circuit…

We introduce exponential numerical integration methods for stiff stochastic dynamical systems of the form $d\mathbf{z}_t = L(t)\mathbf{z}_tdt + \mathbf{f}(t)dt + Q(t)d\mathbf{W}_t$. We consider the setting of time-varying operators $L(t),…

Standard Eulerian--Lagrangian (EL) methods generally employ drag force models that only represent the mean hydrodynamic force acting upon a particle-laden suspension. Consequently, higher-order drag force statistics, arising from…

Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays. In addition, we also develop a novel path simulation scheme…