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Dynamics of non-Markovian systems is a classic problem yet it attracts an everlasting activity in physics and beyond. A powerful tool for modeling such setups is the Generalized Langevin Equation, however, its analysis typically poses a…

统计力学 · 物理学 2024-10-29 Mateusz Wiśniewski , Jakub Spiechowicz

Einstein's equations of General Relativity form a highly nonlinear system, so most exact solutions rely on symmetry assumptions. Spherically symmetric spacetimes have been particularly important, providing a tractable yet physically rich…

广义相对论与量子宇宙学 · 物理学 2026-01-08 Salvador Mengual

We consider the stochastic electrokinetic flow in a smooth bounded domain $\mathcal{D}$, modelled by a Nernst-Planck-Navier-Stokes system with a blocking boundary conditions for ionic species concentrations, perturbed by multiplicative…

偏微分方程分析 · 数学 2021-12-22 Zhaoyang Qiu , Huaqiao Wang

This paper deals with the evolution of the Einstein gravitational fields which are coupled to a perfect fluid. We consider the Einstein--Euler system in asymptotically flat spacestimes and therefore use the condition that the energy density…

偏微分方程分析 · 数学 2013-05-10 Uwe Brauer , Lavi Karp

In this paper we deal with pointwise approximation of solutions of stochastic differential equations (SDEs) driven by infinite dimensional Wiener process with additional jumps generated by Poisson random measure. The further investigations…

概率论 · 数学 2022-05-04 Paweł Przybyłowicz , Michał Sobieraj , Łukasz Stȩpień

The shallow water flow model is widely used to describe water flows in rivers, lakes, and coastal areas. Accounting for uncertainty in the corresponding transport-dominated nonlinear PDE models presents theoretical and numerical challenges…

数值分析 · 数学 2023-10-11 Dihan Dai , Yekaterina Epshteyn , Akil Narayan

Recent years have seen spectacular progress in the mathematical study of hydrodynamic equations. Novel tools from convex integration in particular prove extremely versatile in establishing non-uniqueness results. Motivated by this…

历史与综述 · 数学 2022-11-08 Martina Hofmanová , Florian Bechtold

We construct solutions to the randomly-forced Navier--Stokes--Poisson system in periodic three-dimensional domains or in the whole three-dimensional Euclidean space. These solutions are weak in the sense of PDEs and also weak in the sense…

偏微分方程分析 · 数学 2020-05-04 Donatella Donatelli , Pierangelo Marcati , Prince Romeo Mensah

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

最优化与控制 · 数学 2026-01-16 Griffin M. Kearney , Makan Fardad

This paper focuses on the study of the density-dependent incompressible Euler equations in space dimension $d=2$, for low regularity (\textsl{i.e.} non-Lipschitz) initial data satisfying assumptions in spirit of the celebrated Yudovich…

偏微分方程分析 · 数学 2025-07-01 Francesco Fanelli

We design an energy-stable and asymptotic-preserving finite volume scheme for the compressible Euler system. Using the relative energy framework, we establish rigorous error estimates that yield convergence of the numerical solutions in two…

We study the derivation of ion dynamics, namely, the ionic Euler--Poisson system, from kinetic descriptions. The kinetic framework consists of the ionic Vlasov--Poisson equation coupled with either a nonlinear Fokker--Planck operator or a…

偏微分方程分析 · 数学 2025-08-13 Young-Pil Choi , Dowan Koo , Sihyun Song

Predictive dynamical models for marine ecosystems are used for a variety of needs. Due to sparse measurements and limited understanding of the myriad of ocean processes, there is however significant uncertainty. There is model uncertainty…

计算工程、金融与科学 · 计算机科学 2023-06-06 Abhinav Gupta , Pierre F. J. Lermusiaux

We consider attractive irreducible conservative particle systems on $\mathbb{Z}$, without necessarily nearest-neighbor jumps or explicit invariant measures. We prove that for such systems, the hydrodynamic limit under Euler time scaling…

概率论 · 数学 2007-05-23 C. Bahadoran , H. Guiol , K. Ravishankar , E. Saada

In this work, we develop a method for learning interpretable, thermodynamically stable and Galilean invariant partial differential equations (PDEs) based on the Conservation-dissipation Formalism of irreversible thermodynamics. As governing…

计算物理 · 物理学 2021-10-13 Juntao Huang , Zhiting Ma , Yizhou Zhou , Wen-An Yong

This article proposes and analyzes explicit and easily implementable temporal numerical approximation schemes for additive noise-driven stochastic partial differential equations (SPDEs) with polynomial nonlinearities such as, e.g.,…

概率论 · 数学 2021-11-02 Sebastian Becker , Arnulf Jentzen

We study stochastic Euler equations in both compressible and incompressible regimes, on the whole space and on the torus, driven by genuinely mixed multiplicative noise: continuous Stratonovich/It\^o components and a discontinuous Marcus…

概率论 · 数学 2026-05-19 Kenneth. H. Karlsen , Hao Tang , Feng-Yu Wang

The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…

数值分析 · 数学 2013-10-30 Ting Gao , Jinqiao Duan , Xiaofan Li

The fluid dynamic limit of the Boltzmann equation leading to the Euler equations for an incompressible fluid with constant density in the presence of material boundaries shares some important features with the better known inviscid limit of…

偏微分方程分析 · 数学 2013-05-01 François Golse

We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…

统计力学 · 物理学 2020-06-24 Erez Aghion , David A. Kessler , Eli Barkai