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A family of exponential martingales of a stochastic Laplacian growth problem is proposed. Stochastic Laplacian growth describes a regularized interface dynamics in a two-fluid system, where the viscous fluid is incompressible at a large…

数学物理 · 物理学 2020-08-26 Oleg Alekseev

Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…

软凝聚态物质 · 物理学 2022-12-27 Lorenzo Campana , Mireille Bossy , Jeremie Bec

In this paper, we study the Cauchy problem to the 3D fractional compressible isentropic generalized Navier-Stokes equations for viscous compressible fluid with one Levy diffusion process. We obtain the existence and uniqueness of global…

偏微分方程分析 · 数学 2024-07-03 Mengqian Liu , Lei Niu , Zhigang Wu

The recently developed theory of Lagrangian flows for transport equations with low regularity coefficients enables to consider non BV vector fields. We apply this theory to prove existence and stability of global Lagrangian solutions to the…

偏微分方程分析 · 数学 2014-12-22 Anna Bohun , Gianluca Crippa , Francois Bouchut

By reversing the time variable we derive a stochastic representation for backward incompressible Navier-Stokes equations in terms of stochastic Lagrangian paths, which is similar to Constantin and Iyer's forward formulations in…

概率论 · 数学 2008-11-01 Xicheng Zhang

The predictability of turbulent flows remains a challenging problem for mathematicians, physicists, and meteorologists. In this context, we consider the 3D incompressible Navier-Stokes equations with small-scale random forcing on…

流体动力学 · 物理学 2025-10-21 Erika Ortiz , Ciro S. Campolina , Alexei A. Mailybaev

We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the…

统计力学 · 物理学 2013-03-19 Daniel Fulger , Enrico Scalas , Guido Germano

We introduce a periodic two-dimensional $\mu$-$b$-equation and a periodic two-dimensional two-component $(\mu)$-Camassa-Holm equation which we study as geodesic flows on the diffeomorphism group of the torus and a semidirect product…

偏微分方程分析 · 数学 2012-04-12 Martin Kohlmann

Variational formulations for viscous flows which lead to the Navier-Stokes equation are examined. Since viscosity leads to dissipation and, therefore, to the irreversible transfer of mechanical energy to heat, thermal degrees of freedom…

流体动力学 · 物理学 2023-04-06 Sylvio R. Bistafa

We introduce a novel solution concept, denoted $\alpha$-dissipative solutions, that provides a continuous interpolation between conservative and dissipative solutions of the Cauchy problem for the two-component Camassa-Holm system on the…

偏微分方程分析 · 数学 2022-01-17 Katrin Grunert , Helge Holden , Xavier Raynaud

Diffusion processes are a class of stochastic differential equations (SDEs) providing a rich family of expressive models that arise naturally in dynamic modelling tasks. Probabilistic inference and learning under generative models with…

机器学习 · 计算机科学 2024-02-28 Prakhar Verma , Vincent Adam , Arno Solin

Functional integral representations for solutions of the motion equations for wall-bounded incompressible viscous flows, expressed (implicitly) in terms of distributions of solutions to stochastic differential equations of McKean-Vlasov…

数值分析 · 数学 2024-03-26 Vladislav Cherepanov , Sebastian W. Ertel , Zhongmin Qian , Jiang-Lun Wu

We study the invariance of stochastic differential equations under random diffeomorphisms, and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich form.…

数学物理 · 物理学 2017-11-10 Giuseppe Gaeta , Francesco Spadaro

Strong existence and pathwise uniqueness of solutions with $L^{\infty}$-vorticity of 2D stochastic Euler equations is proved. The noise is multiplicative and involves first derivatives. A Lagrangian approach is implemented, where a…

概率论 · 数学 2016-09-09 Zdzisław Brzeźniak , Franco Flandoli , Mario Maurelli

We consider the 3D stochastic Navier-Stokes equations (NSE) on torus where the viscosity exponent can be larger than the Lions exponent 5/4. For arbitrarily prescribed divergence-free initial data in $L^{2}_x$, we construct infinitely many…

偏微分方程分析 · 数学 2024-11-12 Wenping Cao , Zirong Zeng , Deng Zhang

Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…

数学物理 · 物理学 2019-07-17 Michael Baake , Matthias Birkner , Robert V. Moody

We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…

概率论 · 数学 2012-10-09 Jocelyne Bion-Nadal

Viscous flows through pipes and channels are steady and ordered until, with increasing velocity, the laminar motion catastrophically breaks down and gives way to turbulence. How this apparently discontinuous change from low- to…

流体动力学 · 物理学 2023-07-24 Chaitanya S. Paranjape , Gökhan Yalnız , Yohann Duguet , Nazmi Burak Budanur , Björn Hof

We study the Lagrangian trajectories of statistically isotropic, homogeneous, and stationary divergence free spatiotemporal random vector fields. We design this advecting Eulerian velocity field such that it gets asymptotically rough and…

流体动力学 · 物理学 2020-07-08 Jason Reneuve , Laurent Chevillard

We prove the existence of both local and global smooth solutions to the Cauchy problem in the whole space and the periodic problem in the n-dimensional torus for the incompressible viscoelastic system of Oldroyd-B type in the case of near…

偏微分方程分析 · 数学 2009-11-13 Zhen Lei , Chun Liu , Yi Zhou