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We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

最优化与控制 · 数学 2025-06-24 Václav E. Beneš , Georgy Gaitsgori , Ioannis Karatzas

When modeling astrophysical fluid flows, it is often appropriate to discard the canonical magnetohydrodynamic approximation thereby freeing the magnetic field to diffuse with respect to the bulk velocity field. As a consequence, however,…

天体物理学 · 物理学 2009-11-13 Stephen O'Sullivan , Turlough P. Downes

This paper presents a new method to approximate the time-dependent convection-diffusion equations using conforming finite element methods, ensuring that the discrete solution respects the physical bounds imposed by the differential…

数值分析 · 数学 2025-03-06 Abdolreza Amiri , Gabriel R. Barrenechea , Tristan Pryer

Lagrangian motions of fluid particles in a general velocity field oscillating in time are studied with the use of the two-timing method. Our aims are: (i) to calculate systematically the most general and practically usable asymptotic…

流体动力学 · 物理学 2015-09-22 Vladimir A. Vladimirov

The ambipolar diffusion approximation is used to model partially ionised plasma dynamics in a single fluid setting. To correctly apply the commonly used version of ambipolar diffusion, a set of criteria should be satisfied including the…

太阳与恒星天体物理 · 物理学 2024-03-26 Andrew Hillier

We study the diffusive limit approximation for a nonlinear radiative heat transfer system that arises in the modeling of glass cooling, greenhouse effects and in astrophysics. The model is considered with the reflective radiative boundary…

偏微分方程分析 · 数学 2021-10-12 Mohamed Ghattassi , Xiaokai Huo , Nader Masmoudi

We propose a unified method for the large space-time scaling limit of \emph{linear} collisional kinetic equations in the whole space. The limit is of \emph{fractional} diffusion type for heavy tail equilibria with slow enough decay, and of…

偏微分方程分析 · 数学 2023-02-22 Emeric Bouin , Clément Mouhot

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

动力系统 · 数学 2015-05-27 I. Melbourne , A. M. Stuart

New time integration methods are proposed for simulating incompressible multiphase flow in pipelines described by the one-dimensional two-fluid model. The methodology is based on 'half-explicit' Runge-Kutta methods, being explicit for the…

数值分析 · 数学 2019-02-19 Benjamin Sanderse , Arthur E. P. Veldman

The transient diffusion-limited current at a disk electrode following a change in interfacial ion concentration induced by a potential step is analyzed with direct relevance to chronoamperometric measurements. The mixed-boundary diffusion…

化学物理 · 物理学 2026-04-13 Kazuhiko Seki , Yuko Yokoyama , Masahiro Yamamoto

A new diffuse interface model for a two-phase flow of two incompressible fluids with different densities is introduced using methods from rational continuum mechanics. The model fulfills local and global dissipation inequalities and is…

流体动力学 · 物理学 2011-04-08 H. Abels , H. Garcke , G. Grün

Infrared and visible video fusion is essential for achieving comprehensive perception in dynamic scenes. However, maintaining temporal consistency remains a formidable challenge. Conventional methods relying on optical flow often suffer…

计算机视觉与模式识别 · 计算机科学 2026-05-26 Xingyuan Li , Haoyuan Xu , Shulin Li , Xiang Chen , Zhiying Jiang , Jinyuan Liu

We consider diffusive lattice gases on a ring and analyze the stability of their density profiles conditionally to a current deviation. Depending on the current, one observes a phase transition between a regime where the density remains…

统计力学 · 物理学 2009-11-11 T. Bodineau , B. Derrida

We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…

统计力学 · 物理学 2009-10-31 Fabrizio Lillo , Rosario N. Mantegna

In the Hamiltonian treatment of purely mechanical systems, the canonical and actual momentum of a particle are the same. In contrast, for a plasma of charged particles and electromagnetic fields, those two momenta are different. We show how…

天体物理学 · 物理学 2007-05-23 Vladimir I. Pariev , Eric G. Blackman

In this paper, we present an efficient algorithm for the long time behavior of plasma simulations. We will focus on 4D drift-kinetic model, where the plasma's motion occurs in the plane perpendicular to the magnetic field and can be…

数值分析 · 数学 2014-10-01 Francis Filbet , Chang Yang

A novel description of kinetic theory dynamics is proposed in terms of resummed moments that embed information of both hydrodynamic and non-hydrodynamic modes. The resulting expansion can be used to extend hydrodynamics to higher orders in…

核理论 · 物理学 2019-01-16 L. Tinti , G. Vujanovic , J. Noronha , U. Heinz

Physics-informed deep learning has been developed as a novel paradigm for learning physical dynamics recently. While general physics-informed deep learning methods have shown early promise in learning fluid dynamics, they are difficult to…

流体动力学 · 物理学 2024-06-07 Jing Qiu , Jiancheng Huang , Xiangdong Zhang , Zeng Lin , Minglei Pan , Zengding Liu , Fen Miao

This paper discusses temporally continuous and discrete forms of the speed-limited particle-in-cell (SLPIC) method first treated by Werner et al. [Phys. Plasmas 25, 123512 (2018)]. The dispersion relation for a 1D1V electrostatic plasma…

等离子体物理 · 物理学 2021-08-31 Thomas G. Jenkins , Gregory R. Werner , John R. Cary

We present an improved method for computing incompressible viscous flow around suspended rigid particles using a fixed and uniform computational grid. The main idea is to incorporate Peskin's regularized delta function approach [Acta…

流体动力学 · 物理学 2018-09-24 Markus Uhlmann