相关论文: Stochastic Lagrangian Transport and Generalized Re…

Hydrodynamics is a general theoretical framework for describing the long-time large-distance behaviors of various macroscopic physical systems, with its equations based on conservation laws such as energy-momentum conservation and charge…

We integrate in closed implicit form the Navier-Stokes equations for an incompressible fluid and the kinematical dynamo equation, in smooth manifolds and Euclidean space. This integration is carried out by applying Stochastic Differential…

We outline a statistical theory of turbulence based on the Lagrangian formulation of fluid motion. We derive a hierarchy of evolution equations for Lagrangian N-point probability distributions as well as a functional equation for a suitably…

A review of non-diffusive transport in fluids and plasmas is presented. In the fluid context, non-diffusive chaotic transport by Rossby waves in zonal flows is studied following a Lagrangian approach. In the plasma physics context the…

We derive equations for fluid dynamics from a non-extensive Boltzmann transport equation consistent with Tsallis' non-extensive entropy formula. We evaluate transport coefficients employing the relaxation time approximation and investigate…

The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…

Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…

We consider the transport of conserved charges in spatially inhomogeneous quantum systems with a discrete lattice symmetry. We analyse the retarded two point functions involving the charge and the associated currents at long wavelengths,…

We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection…

We deal with the vanishing viscosity scheme for the transport/continuity equation $\partial_t u + \text{div }(u\boldsymbol{b} ) = 0$ drifted by a divergence-free vector field $\boldsymbol{b}$. Under general Sobolev assumptions on…

We discuss the derivation and the solutions of integro-differential equations (variable-order time-fractional diffusion equations) following as continuous limits for lattice continuous time random walk schemes with power-law waiting-time…

In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…

A new fourth partial derivative is introduced for the study of transport dynamics. It is a Lagrangian partial derivative following the path of diffusion, not the path of convection. Use of this derivative decouples the effect of diffusion…

We investigate the $m$-relative entropy, which stems from the Bregman divergence, on weighted Riemannian and Finsler manifolds. We prove that the displacement $K$-convexity of the $m$-relative entropy is equivalent to the combination of the…

In an article on statistical modelling of turbulent relative dispersion, Franzese & Cassiani (2007, p. 402) commented on Lagrangian stochastic models and reported some concern about the consistency between statisti- cal and stochastic…

This paper is concerned with solutions to a one dimensional linear diffusion equation and their relation to some problems in stochastic control theory. A stochastic variational formula is obtained for the logarithm of the solution to the…

This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…

We derive the equations of celestial mechanics governing the variations of the orbital elements under a stochastic perturbation generalizing the classical Gauss equations. Explicit formulas are given for the semi-major axis, the…

We provide examples of initial data which saturate the enhanced diffusion rates proved for general shear flows which are H\"{o}lder regular or Lipschitz continuous with critical points, and for regular circular flows, establishing the…

We propose a dynamic domain semi-Lagrangian method for stochastic Vlasov equations driven by transport noises, which arise in plasma physics and astrophysics. This method combines the volume-preserving property of stochastic characteristics…