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We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…

偏微分方程分析 · 数学 2020-08-10 Neeraj Bhauryal , Ujjwal Koley , Guy Vallet

We study the Lagrangian flow associated to velocity fields arising from various models of fluid mechanics subject to white-in-time, $H^s$-in-space stochastic forcing in a periodic box. We prove that in many circumstances, these flows are…

偏微分方程分析 · 数学 2018-09-19 Jacob Bedrossian , Alex Blumenthal , Samuel Punshon-Smith

The advection-diffusion equation is studied via a global Lagrangian coordinate transformation. The metric tensor of the Lagrangian coordinates couples the dynamical system theory rigorously into the solution of this class of partial…

流体动力学 · 物理学 2007-05-23 X. Z. Tang , A. H. Boozer

We integrate in closed implicit form the Navier-Stokes equations for an incompressible fluid and the kinematical dynamo equation, in smooth manifolds and Euclidean space. This integration is carried out by applying Stochastic Differential…

数学物理 · 物理学 2007-05-23 Diego L. Rapoport

In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as…

流体动力学 · 物理学 2015-01-13 J. -P. Minier , S. Chibbaro , S. B. Pope

In this paper we analyze the theoretical properties of a stochastic representation of the incompressible Navier-Stokes equations defined in the framework of the modeling under location uncertainty (LU). This setup built from a stochastic…

偏微分方程分析 · 数学 2023-02-01 Arnaud Debussche , Berenger Hug , Etienne Memin

We study uncertainty in the dynamics of time-dependent flows by identifying barriers and enhancers to stochastic transport. This topological segmentation is closely related to the theory of Lagrangian coherent structures and is based on a…

地球物理 · 物理学 2020-09-11 Tobias Rapp , Carsten Dachsbacher

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

机器学习 · 统计学 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

概率论 · 数学 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko

We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…

数学物理 · 物理学 2017-06-30 J. Weberszpil , J. A. Helayël-Neto

We present a variational approach for the construction of Leray-Hopf solutions to the non-Newtonian Navier-Stokes system. Inspired by the work [42] on the corresponding Newtonian problem, we minimise certain stabilised Weighted…

偏微分方程分析 · 数学 2025-02-04 Christina Lienstromberg , Stefan Schiffer , Richard Schubert

In this paper, we study porous media flows in heterogeneous stochastic media. We propose an efficient forward simulation technique that is tailored for variational Bayesian inversion. As a starting point, the proposed forward simulation…

应用统计 · 统计学 2018-02-12 Keren Yang , Nilabja Guha , Yalchin Efendiev , Bani K. Mallick

The primary emphasis of this work is the development of a finite element based space-time discretization for solving the stochastic Lagrangian averaged Navier-Stokes (LANS-$\alpha$) equations of incompressible fluid turbulence with…

数值分析 · 数学 2021-11-01 Jad Doghman , Ludovic Goudenège

We consider the system of partial differential equations governing two-dimensional flows of a robust class of viscoelastic rate-type fluids with stress diffusion, involving a general objective derivative. The studied system generalizes the…

偏微分方程分析 · 数学 2022-06-08 Miroslav Bulíček , Josef Málek , Casey Rodriguez

We consider stochastic differential equations on the group of volume-preserving homeomorphisms of the sphere $S^d\,(d\geq 2)$. The diffusion part is given by the divergence free eigenvector fields of the Laplacian acting on $L^2$-vector…

概率论 · 数学 2015-08-27 Dejun Luo

In this paper, we deal with the convergence of an iterative scheme for the 2-D stochastic Navier-Stokes Equations on the torus suggested by the Lie-Trotter product formulas for stochastic differential equations of parabolic type. The…

概率论 · 数学 2022-10-13 Hakima Bessaih , Zdzislaw Brzezniak , Annie Millet

In this work, we discuss some points relevant for stochastic modelling of one- and two-phase turbulent flows. In the framework of stochastic modelling, also referred to PDF approach, we propose a new Langevin model including all viscosity…

流体动力学 · 物理学 2010-09-14 Sergio Chibbaro , Jean-Pierre Minier

We consider steady solutions to the incompressible Euler equations in a two-dimensional channel with rigid walls. The flow consists of two periodic layers of constant vorticity separated by an unknown interface. Using global bifurcation…

偏微分方程分析 · 数学 2025-06-23 Alex Doak , Karsten Matthies , Jonathan Sewell , Miles H. Wheeler

This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…

概率论 · 数学 2025-10-24 Ioana Ciotir , Dan Goreac , Jonas M. Tölle

We establish stochastic functional integral representations for incompressible fluid flows occupying wall-bounded domains using the conditional law duality for a class of diffusion processes. These representations are used to derive a…

流体动力学 · 物理学 2023-04-19 Vladislav Cherepanov , Zhongmin Qian