相关论文: Stochastic Lagrangian Transport and Generalized Re…
In this note we study advection diffusion equations associated to incompressible $W^{1,p}$ velocity fields with $p>2$. We present new estimates on the energy dissipation rate and we discuss applications to the study of upper bounds on the…
Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…
Turbulent suspensions of heavy particles in incompressible flows have gained much attention in recent years. A large amount of work focused on the impact that the inertia and the dissipative dynamics of the particles have on their dynamical…
The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…
In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficient,…
We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
A partial differential equation governing the global evolution of the joint probability distribution of an arbitrary number of local flow observations, drawn randomly from a control volume, is derived and applied to examples involving…
The concept of impedance, which characterises the current response to a periodical driving, is introduced in the context of stochastic transport. In particular, we calculate the impedance for an exactly solvable model, namely the stochastic…
We study scaling properties of stochastic aggregation processes in one dimension. Numerical simulations for both diffusive and ballistic transport show that the mass distribution is characterized by two independent nontrivial exponents…
The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…
A generalised phase-space kinetic Boltzmann equation for highly non-equilibrium charged particle transport via localised and delocalised states is used to develop continuity, momentum and energy balance equations, accounting explicitly for…
It is shown how Adler's trace dynamics can be applied to stochastic mechanics and other complex classical dynamical systems. Emergent non-commutivity due to the fractal nature of sample trajectories is closely related to the fact that the…
Motivated by challenges in Earth mantle convection, we present a massively parallel implementation of an Eulerian-Lagrangian method for the advection-diffusion equation in the advection-dominated regime. The advection term is treated by a…
I review the Feynman-Wiener path-integral formalism for diffusion with drift and jumps.
Porous and heterogeneous materials are found in many applications from composites, membranes, chemical reactors, and other engineered materials to biological matter and natural subsurface structures. In this work we propose an integrated…
A generalized continuity equation extending the ordinary continuity equation has been found using quanternions. It is shown to be compatible with Dirac, Schrodinger, Klein-Gordon and diffusion equations. This generalized equation is Lorentz…
In the last few years it was proved that scalar passive quantities subject to suitable stochastic transport noise, and more recently that also vector passive quantities subject to suitable stochastic transport and stretching noise, weakly…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…