相关论文: Stochastic differential equations for non-linear h…
The total entropy production of stochastic systems can be divided into three quantities. The first corresponds to the excess heat, whilst the second two comprise the house-keeping heat. We denote these two components the transient and…
In this paper, we develop a variational foundation for stochastic thermodynamics of finite-dimensional, continuous-time systems. Requiring the second law (non-negative average total entropy production) systematically yields a consistent…
We develop numerical schemes for solving the isothermal compressible and incompressible equations of fluctuating hydrodynamics on a grid with staggered momenta. We develop a second-order accurate spatial discretization of the diffusive,…
The inclusion of stochastic terms in equations of motion for fluid problems enables a statistical representation of processes which are left unresolved by numerical computation. Here, we derive stochastic equations for the behaviour of…
We develop fluctuational electrodynamics for media with nonlinear optical response. In a perturbative manner, we amend the stochastic Helmholtz equation to describe fluctuations in a nonlinear setting, in agreement with the fluctuation…
An alternative approach - nonequilibrium evolution thermodynamics, is compared with classical Landau approach. A statistical justification of the approach is carried out with help of probability distribution function on an example of a…
This paper describes the development and analysis of finite-volume methods for the Landau-Lifshitz Navier-Stokes (LLNS) equations and related stochastic partial differential equations in fluid dynamics. The LLNS equations incorporate…
In this paper, we consider the stochastic %equations of incompressible non-Newtonian fluids driven by a cylindrical Wiener process $W$ with shear rate dependent on viscosity in a bounded Lipschitz domain $D\in \mathbb{R}^n$ during the time…
We report a hybrid numerical method for the solution of the model H fluctuating hydrodynamic equations for binary mixtures. The momentum conservation equations with Landau-Lifshitz stresses are solved using the fluctuating lattice Boltzmann…
In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…
We derive the equations of motion of relativistic magnetohydrodynamics, as well as microscopic expressions for all of its transport coefficients, from the Boltzmann equation using the method of moments. In contrast to reference Phys. Rev. D…
We study the full Navier--Stokes--Fourier system governing the motion of a general viscous, heat-conducting, and compressible fluid subject to stochastic perturbation. Stochastic effects are implemented through (i) random initial data, (ii)…
The hydrodynamical model of the collective behavior of animals consists of the Euler equation with additional non-local forcing terms representing the repulsive and attractive forces among individuals. This paper deals with the system…
Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…
We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…
We provide a rigorous justification of various kinetic regimes exhibited by the nonlinear Schr\"{o}dinger equation with an additive stochastic forcing and a viscous dissipation. The importance of such damped-driven models stems from their…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
We provide a complete derivation of hydrodynamic equations for nonrelativistic systems based on quantum field theories of spinless Schr\"odeinger fields, assuming that an initial density operator takes a special form of the local Gibbs…
We devise a stochastic Hamiltonian formulation of the water wave problem. This stochastic representation is built within the framework of the modelling under location uncertainty. Starting from restriction to the free surface of the general…
Perturbed Einstein's equations with a linear response relation and a stochastic source, applicable to a relativistic star model are worked out . These perturbations which are stochastic in nature, are of significance for building a…