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相关论文: Enhanced Dissipation via the Malliavin Calculus

200 篇论文

We present a new antithetic multilevel Monte Carlo (MLMC) method for the estimation of expectations with respect to laws of diffusion processes that can be elliptic or hypo-elliptic. In particular, we consider the case where one has to…

数值分析 · 数学 2025-04-29 Yuga Iguchi , Ajay Jasra , Mohamed Maama , Alexandros Beskos

A weighted residual collocation methodology for simulating two-dimensional shear-driven and natural convection flows has been presented. Using a dyadic mesh refinement, the methodology generates a basis and a multiresolution scheme to…

流体动力学 · 物理学 2020-07-23 Jahrul Alam , Raymond Walsh , Alamgir Hossain , Andrew Rose

The Taylor-Aris theory of shear diffusion predicts that the effective diffusivity of a tracer molecule in a sheared liquid is enhanced by a term quadratic in the shear rate. In sheared supercooled liquids, instead, the observed enhancement…

软凝聚态物质 · 物理学 2025-11-06 Mangesh Bhendale , Jayant K. Singh , Alessio Zaccone

In this paper, we prove the linear inviscid damping and voticity depletion phenomena for the linearized Euler equations around the Kolmogorov flow. These results confirm Bouchet and Morita's predictions based on numerical analysis. By using…

偏微分方程分析 · 数学 2017-11-07 Dongyi Wei , Zhifei Zhang , Weiren Zhao

Underdamped Langevin Monte Carlo (ULMC) is an algorithm used to sample from unnormalized densities by leveraging the momentum of a particle moving in a potential well. We provide a novel analysis of ULMC, motivated by two central questions:…

In this paper, we accelerate Langevin Monte Carlo sampling from Gibbs measures $\pi\propto \exp(-U)$ by adding a large drift that preserves the invariant measure. For warm-start initial data, we characterize the sharp asymptotic decay rate…

概率论 · 数学 2026-04-28 Yuanyuan Feng , Lei Li , Jian-Guo Liu , Xiaoqian Xu

In this paper we prove optimal error estimates for {solutions with natural regularity} of the equations describing the unsteady motion of incompressible shear-thinning fluids. We consider a full space-time semi-implicit scheme for the…

数值分析 · 数学 2020-11-26 Luigi C. Berselli , Michael Růžička

We study the large time behavior of solutions to two-dimensional Euler and Navier-Stokes equations linearized about shear flows of the mixing layer type in the unbounded channel $\mathbb{T} \times \mathbb{R}$. Under a simple spectral…

偏微分方程分析 · 数学 2018-04-24 Emmanuel Grenier , Toan T. Nguyen , Frédéric Rousset , Avy Soffer

This work extends the minimum-dissipation model of large-eddy simulation and symmetry-preserving discretization to account for active or passive scalar transport and complex physical mechanisms.This novel scalar-minimum-dissipation model…

流体动力学 · 物理学 2025-03-03 Jing Sun , F. Xavier Trias , Roel Verstappen

Effect of shear viscosity on elliptic flow is studied in causal dissipative hydrodynamics in 2+1 dimensions. Elliptic flow is reduced in viscous dynamics. Causal evolution of minimally viscous fluid ($\eta/s$=0.08), can explain the PHENIX…

核理论 · 物理学 2007-10-08 A. K. Chaudhuri

We introduce a new method for analyzing midpoint discretizations of stochastic differential equations (SDEs), which are frequently used in Markov chain Monte Carlo (MCMC) methods for sampling from a target measure $\pi \propto \exp(-V)$.…

数值分析 · 数学 2025-07-18 Matthew S. Zhang

We consider a simple model of the evolution of the concentration of a tracer, subject to a background shear flow by a fluid with viscosity $\nu \ll 1$ in an infinite channel. Taylor observed in the 1950's that, in such a setting, the tracer…

偏微分方程分析 · 数学 2015-01-26 Margaret Beck , Osman Chaudhary , C. Eugene Wayne

Differential elliptic flow out to p_t ~ 5 GeV/c is calculated using the MPC elastic parton cascade model for Au+Au at Ecm ~ 130A GeV. The results are compared to recent STAR/RHIC elliptic flow data. An elliptic flow pattern comparable to…

核理论 · 物理学 2007-05-23 Denes Molnar , Miklos Gyulassy

In this article, we extend the a posteriori error estimates for hierarchical mixed-dimensional elliptic equations developed in [Varela et al., J. Numer. Math., 48 (2023), pp. 247-280] to the setting of non-matching mixed-dimensional grids.…

数值分析 · 数学 2025-12-11 Jhabriel Varela , Christian E. Schaerer , Eirik Keilegavlen , Inga Berre

We consider a simple model describing premixed combustion in the presence of fluid flow: reaction diffusion equation with passive advection and ignition type nonlinearity. Strong advection can suppress flames - a process we call quenching.…

偏微分方程分析 · 数学 2007-05-23 Alexander Kiselev , Andrej Zlatos

Let $(X_t)_{t \ge 0}$ be solution of a one-dimensional stochastic differential equation. Our aim is to study the convergence rate for the estimation of the invariant density in intermediate regime, assuming that a discrete observation of…

统计理论 · 数学 2024-03-04 Chiara Amorino , Arnaud Gloter

We consider absorbing chemical reactions in a fluid flow modeled by the coupled advection-reaction-diffusion equations. In these systems, the interplay between chemical diffusion and fluid transportation causes the enhanced dissipation…

偏微分方程分析 · 数学 2022-07-27 Siming He , Alexander Kiselev

We consider the 2D incompressible Navier-Stokes equations on $\mathbb{T}\times \mathbf{R}$, with initial vorticity that is $\delta$ close in $H^{log}_xL^2_{y}$ to $-1$(the vorticity of the Couette flow $(y,0)$). We prove that if $\delta\ll…

偏微分方程分析 · 数学 2019-08-30 Nader Masmoudi , Weiren Zhao

We show how to use the Malliavin calculus to obtain density estimates of the law of general centered random variables. In particular, under a non-degeneracy condition, we prove and use a new formula for the density of a random variable…

概率论 · 数学 2008-08-18 Ivan Nourdin , Frederi G. Viens

We quantitatively study the interaction between diffusion and mixing in both the continuous, and discrete time setting. In discrete time, we consider a mixing dynamical system interposed with diffusion. In continuous time, we consider the…

偏微分方程分析 · 数学 2019-05-22 Yuanyuan Feng , Gautam Iyer