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In this paper, we are concerned with the averaging problem for a class of forward-backward stochastic differential equations with reflection driven by G-Brownian motion (reflected G-FBSDEs), which corresponds to the singular perturbation…

概率论 · 数学 2025-03-04 Mengyao Hou

We establish homogenization for nondegenerate viscous Hamilton-Jacobi equations in one space dimension when the diffusion coefficient $a(x,\omega) > 0$ and the Hamiltonian $H(p,x,\omega)$ are general stationary ergodic processes in $x$. Our…

偏微分方程分析 · 数学 2024-03-26 Elena Kosygina , Atilla Yilmaz

We propose a predictive model of the turbulent burning velocity $S_T$ in homogeneous isotropic turbulence (HIT) based on Lagrangian statistics of propagating surfaces. The propagating surfaces with a constant displacement speed are…

流体动力学 · 物理学 2020-02-19 Jiaping You , Yue Yang

In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…

机器学习 · 计算机科学 2017-06-05 Pratik Chaudhari , Adam Oberman , Stanley Osher , Stefano Soatto , Guillaume Carlier

The accurate numerical simulation of turbulent incompressible flows is a challenging topic in computational fluid dynamics. For discretisation methods to be robust in the under-resolved regime, mass conservation as well as energy stability…

This paper presents a class of turbulence models written in terms of fractional partial differential equations (FPDEs) with stochastic loads. Every solution of these FPDE models is an incompressible velocity field and the distribution of…

流体动力学 · 物理学 2021-07-01 Brendan Keith , Ustim Khristenko , Barbara Wohlmuth

First-order systems of hyperbolic partial differential equations (PDEs) occur ubiquitously throughout computational physics, commonly used in simulations of fluid turbulence, shock waves, electromagnetic interactions, and even general…

计算机科学中的逻辑 · 计算机科学 2025-03-19 Jonathan Gorard , Ammar Hakim

Machine learning has been successfully applied to grid-based PDE modeling in various scientific applications. However, learned PDE solvers based on Lagrangian particle discretizations, which are the preferred approach to problems with free…

机器学习 · 计算机科学 2023-10-31 Artur P. Toshev , Gianluca Galletti , Fabian Fritz , Stefan Adami , Nikolaus A. Adams

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

偏微分方程分析 · 数学 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

We introduce a new method which resolves the problem of regularity and compactness of entropy solutions for nonlinear degenerate parabolic equations under non-degeneracy conditions on the sphere. In particular, we address a problem of…

偏微分方程分析 · 数学 2023-09-06 Marko Erceg , Darko Mitrović

We establish multi-scale convergence theory for a class of Hamilton-Jacobi PDEs in space of probability measures. They arise from context of hydrodynamic limit of N-particle deterministic action minimizing (global) Lagrangian dynamics. From…

偏微分方程分析 · 数学 2025-12-25 Jin Feng

In probability density function (PDF) methods of turbulent flows, the joint PDF of several flow variables is computed by numerically integrating a system of stochastic differential equations for Lagrangian particles. A set of parallel…

流体动力学 · 物理学 2010-06-04 J. Bakosi , P. Franzese , Z. Boybeyi

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

We propose in this paper a Proper Generalized Decomposition (PGD) approach for the solution of problems in linear elastodynamics. The novelty of the work lies in the development of weak formulations of the PGD problems based on the…

计算工程、金融与科学 · 计算机科学 2023-01-26 Clément Vella , Serge Prudhomme

The paper is concerned with modeling and simulating approaches of wall distance functions based on Partial Differential Equations (PDE). The distance to the nearest wall is required for many industrial problems in Computational Fluid…

流体动力学 · 物理学 2025-04-11 Niklas Kühl

We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…

偏微分方程分析 · 数学 2016-03-29 Scott Armstrong , Pierre Cardaliaguet

Inertial particles in turbulent flows are characterised by preferential concentration and segregation and, at sufficient mass loading, dense particle clusters may spontaneously arise due to momentum coupling between the phases. These…

流体动力学 · 物理学 2019-01-30 Alessio Innocenti , Rodney O Fox , Sergio Chibbaro

We present three-dimensional direct numerical simulations of turbulent Rayleigh-B\'enard convection (RBC) in the Lagrangian frame of reference for Rayleigh numbers $10^5 \leq Ra \leq 10^{10}$ and a Prandtl number $Pr=0.7$ in a plane layer…

流体动力学 · 物理学 2026-05-26 Matti Ettel , Roshan J. Samuel , Michael Chertkov , Jörg Schumacher

We propose a novel framework to solve PDEs on moving manifolds, where the evolving surface is represented by a moving point cloud. This has the advantage of avoiding the need to discretize the bulk volume around the surface, while also…

数值分析 · 数学 2019-06-20 Pratik Suchde , Joerg Kuhnert

In this work, we present a novel family of high order accurate numerical schemes for the solution of hyperbolic partial differential equations (PDEs) which combines several geometrical and physical structure preserving properties. First, we…

数值分析 · 数学 2025-08-19 Elena Gaburro