相关论文: A stochastic variational approach to the viscous C…
Any given system of ordinary differential equations in $n$-dimensional configuration space can be obtained from a peculiar variational problem with one local symmetry. The obtained action functional leads to the Hamiltonian formulation in…
We consider an evolution equation with the regularized fractional derivative of an order $\alpha \in (0,1)$ with respect to the time variable, and a uniformly elliptic operator with variable coefficients acting in the spatial variables.…
We study the smoothness of the upper and lower value functions of stochastic differential games in the framework of time-homogeneous (possibly degenerate) diffusion processes in a domain, under the assumption that the diffusion, drift and…
We use a new variational method --based on the theory of anti-selfdual Lagrangians developed in [2] and [3]-- to establish the existence of solutions of convex Hamiltonian systems that connect two given Lagrangian submanifolds in $\R^{2N}$.…
We develop a numerical method for simulation of incompressible viscous flows by integrating the technology of random vortex method with the core idea of Large Eddy Simulation (LES). Specifically, we utilize the filtering method in LES,…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation uses a system of particles driven by L\'evy alpha-stable…
We study the stochastic Leray-{\alpha} model of Euler equations with transport noise. We first use weak convergence approach to show the large deviations of the stochastic Leray-{\alpha} model of Euler equations in a suitable scaling limit.…
Recent developments in vortex particle methods for simulating three-dimensional incompressible flows are presented. A lightweight, dynamic Large-Eddy Simulation model is tested, featuring a dynamic procedure that relies solely on Lagrangian…
Three algorithms are developed for uncertainty quantification in modeling coupled Stokes and Darcy flows. The porous media may consist of multiple regions with different properties. The permeability is modeled as a non-stationary stochastic…
The Leray-$\alpha$ model reduces the range of active scales of the Navier-Stokes equations by smoothing the advective transport. Here we assess the potential of the Leray-$\alpha$ model in its standard formulation to simulate wall-bounded…
We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic partial equations of the following form: $D_t^\alpha u(t, x)=\textit{B}u+u\cdot W^H$, where $D_t^\alpha$ is the fractional…
Eulerian-Lagrangian models of particle-laden (multiphase) flows describe fluid flow and particle dynamics in the Eulerian and Lagrangian frameworks respectively. Regardless of whether the flow is turbulent or laminar, the particle dynamics…
We consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ driven by L\'evy noise. Applying the variational approach, global existence and uniqueness of strong probabilistic…
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…
In this paper, we present a systematic framework to derive a Lagrangian scheme for porous medium type generalized diffusion equations by employing a discrete energetic variational approach. Such discrete energetic variational approaches are…
The asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane is studied. We show that as the divergence-free advection term becomes larger and larger, the solutions of such equations converge to the…
A covariant Lagrangian formulation of a solution to the cosmological constant problem, based on vizualising the fluctuations of the vacuum energy as a non-equilibrium process with stochastic behaviour, is presented. The variational…
We establish a Lagrangian variational framework for general relativistic continuum theories that permits the development of the process of Lagrangian reduction by symmetry in the relativistic context. Starting with a continuum version of…
In this paper we show the existence of stochastic Lagrangian particle trajectory for Leray's solution of 3D Navier-Stokes equations. More precisely, for any Leray's solution ${\mathbf u}$ of 3D-NSE and each…