相关论文: Enhanced Dissipation via the Malliavin Calculus

In this paper we present the Edgeworth expansion for the Euler approximation scheme of a continuous diffusion process driven by a Brownian motion. Our methodology is based upon a recent work \cite{Yoshida2013}, which establishes Edgeworth…

By using the Malliavin calculus and solving a control problem, Bismut type derivative formulae are established for a class of degenerate diffusion semigroups with non-linear drifts. As applications, explicit gradient estimates and Harnack…

Mixed-dimensional elliptic equations exhibiting a hierarchical structure are commonly used to model problems with high aspect ratio inclusions, such as flow in fractured porous media. We derive general abstract estimates based on the theory…

In this paper, we establish Malliavin differentiability and absolute continuity for $\alpha, \beta$-doubly perturbed diffusion process with parameters $\alpha <1$ and $\beta <1$ such that $|\rho| < 1$, where $ \rho : =…

In this paper, we present a novel spectral renormalization exponential integrator method for solving gradient flow problems. Our method is specifically designed to simultaneously satisfy discrete analogues of the energy dissipation laws and…

We present an efficient nodal discontinuous Galerkin method for approximating nearly incompressible flows using the Boltzmann equations. The equations are discretized with Hermite polynomials in velocity space yielding a first order…

This paper deals with the geometric numerical integration of gradient flow and its application to optimization. Gradient flows often appear as model equations of various physical phenomena, and their dissipation laws are essential.…

We study sufficient conditions for a local asymptotic mixed normality property of statistical models. We develop a scheme with the $L^2$ regularity condition proposed by Jeganathan [\textit{Sankhya Ser. A} \textbf{44} (1982) 173--212] so…

We report a non-perturbative study of the effects of shear flows on turbulence reduction in a decaying turbulence in two dimensions. By considering different initial power spectra and shear flows (zonal flows, combined zonal flows and…

Two distinct effects that polymers exhibit are shear thinning and viscoelasticity. The shear thinning effect is important as the polymers used in chemical enhanced oil recovery usually have this property. We propose a novel approach to…

We consider the solution to the 2D Navier-Stokes equations around the Poiseuille flow $(y^2,0)$ on $\mathbb{T}\times\mathbb{R}$ with small viscosity $\nu>0$. Via a hypocoercivity argument, we prove that the $x-$dependent modes of the…

We study enhancement of diffusive mixing on a compact Riemannian manifold by a fast incompressible flow. Our main result is a sharp description of the class of flows that make the deviation of the solution from its average arbitrarily small…

We develop a framework for constructing mixed multiscale finite volume methods for elliptic equations with multiple scales arising from flows in porous media. Some of the methods developed using the framework are already known…

We consider the advection-diffusion equation \[ \phi_t + Au \cdot \nabla \phi = \Delta \phi, \qquad \phi(0,x)=\phi_0(x) \] on $\bbR^2$, with $u$ a periodic incompressible flow and $A\gg 1$ its amplitude. We provide a sharp characterization…

A framework for exponential time discretization of the multilayer rotating shallow water equations is developed in combination with a mimetic discretization in space. The method is based on a combination of existing exponential time…

We consider the blow-up problem for discretized scale-invariant nonlinear dissipative wave equations. It is known that the critical exponents for undiscretized equations (continuous equations) are given by Fujita and Strauss exponents…

By means of the Malliavin calculus, integral representations for the likelihood function and for the derivative of the log-likelihood function are given for a model based on discrete time observations of the solution to equation…

We introduce a new framework based on Malliavin calculus to derive exact analytical expressions for the score function $\nabla \log p_t(x)$, i.e., the gradient of the log-density associated with the solution to stochastic differential…

We describe recent attempts to extract the shear viscosity of the dilute Fermi gas at unitarity from experiments involving scaling flows. A scaling flow is a solution of the hydrodynamic equations that preserves the shape of the density…

We develop a powerful and general method to provide rigorous and accurate upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the…