Concept

Diffusion equation

Related publications (132)

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A cut-cell method for the numerical simulation of 3D multiphase flows with strong interfacial effects

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We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

Amsterdam2023

Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields

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We establish a Chung-type law of the iterated logarithm and the exact local and uniform moduli of continuity for a large class of anisotropic Gaussian random fields with a harmonizable-type integral representation and the property of strong local nondeterm ...

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ALMOST EVERYWHERE NONUNIQUENESS OF INTEGRAL CURVES FOR DIVERGENCE-FREE SOBOLEV VECTOR FIELDS

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Anomalous Dissipation and Lack of Selection in the Obukhov-Corrsin Theory of Scalar Turbulence

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The Obukhov-Corrsin theory of scalar turbulence [21, 54] advances quantitative predictions on passive-scalar advection in a turbulent regime and can be regarded as the analogue for passive scalars of Kolmogorov's K41 theory of fully developed turbulence [4 ...

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The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...

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Regularization of multiplicative SDEs through additive noise

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We investigate the regularizing effect of certain additive continuous perturbations on SDEs with multiplicative fractional Brownian motion (fBm). Traditionally, a Lipschitz requirement on the drift and diffusion coefficients is imposed to ensure existence ...

2022

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