Stochastic Partial Differential Equations in Fluid Mechanics

Stochastic Partial Differential Equations in Fluid Mechanics PDF Author: Franco Flandoli
Publisher: Springer Nature
ISBN: 9819903858
Category : Mathematics
Languages : en
Pages : 206

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Book Description
This book is devoted to stochastic Navier–Stokes equations and more generally to stochasticity in fluid mechanics. The two opening chapters describe basic material about the existence and uniqueness of solutions: first in the case of additive noise treated pathwise and then in the case of state-dependent noise. The main mathematical techniques of these two chapters are known and given in detail for using the book as a reference for advanced courses. By contrast, the third and fourth chapters describe new material that has been developed in very recent years or in works now in preparation. The new material deals with transport-type noise, its origin, and its consequences on dissipation and well-posedness properties. Finally, the last chapter is devoted to the physical intuition behind the stochastic modeling presented in the book, giving great attention to the question of the origin of noise in connection with small-scale turbulence, its mathematical form, and its consequences on large-scale properties of a fluid.

Stochastic Partial Differential Equations in Fluid Mechanics

Stochastic Partial Differential Equations in Fluid Mechanics PDF Author: Franco Flandoli
Publisher: Springer Nature
ISBN: 9819903858
Category : Mathematics
Languages : en
Pages : 206

Get Book

Book Description
This book is devoted to stochastic Navier–Stokes equations and more generally to stochasticity in fluid mechanics. The two opening chapters describe basic material about the existence and uniqueness of solutions: first in the case of additive noise treated pathwise and then in the case of state-dependent noise. The main mathematical techniques of these two chapters are known and given in detail for using the book as a reference for advanced courses. By contrast, the third and fourth chapters describe new material that has been developed in very recent years or in works now in preparation. The new material deals with transport-type noise, its origin, and its consequences on dissipation and well-posedness properties. Finally, the last chapter is devoted to the physical intuition behind the stochastic modeling presented in the book, giving great attention to the question of the origin of noise in connection with small-scale turbulence, its mathematical form, and its consequences on large-scale properties of a fluid.

Analysis of Stochastic Partial Differential Equations

Analysis of Stochastic Partial Differential Equations PDF Author: Davar Khoshnevisan
Publisher: American Mathematical Soc.
ISBN: 147041547X
Category : Mathematics
Languages : en
Pages : 127

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Book Description
The general area of stochastic PDEs is interesting to mathematicians because it contains an enormous number of challenging open problems. There is also a great deal of interest in this topic because it has deep applications in disciplines that range from applied mathematics, statistical mechanics, and theoretical physics, to theoretical neuroscience, theory of complex chemical reactions [including polymer science], fluid dynamics, and mathematical finance. The stochastic PDEs that are studied in this book are similar to the familiar PDE for heat in a thin rod, but with the additional restriction that the external forcing density is a two-parameter stochastic process, or what is more commonly the case, the forcing is a "random noise," also known as a "generalized random field." At several points in the lectures, there are examples that highlight the phenomenon that stochastic PDEs are not a subset of PDEs. In fact, the introduction of noise in some partial differential equations can bring about not a small perturbation, but truly fundamental changes to the system that the underlying PDE is attempting to describe. The topics covered include a brief introduction to the stochastic heat equation, structure theory for the linear stochastic heat equation, and an in-depth look at intermittency properties of the solution to semilinear stochastic heat equations. Specific topics include stochastic integrals à la Norbert Wiener, an infinite-dimensional Itô-type stochastic integral, an example of a parabolic Anderson model, and intermittency fronts. There are many possible approaches to stochastic PDEs. The selection of topics and techniques presented here are informed by the guiding example of the stochastic heat equation. A co-publication of the AMS and CBMS.

Random Perturbation of PDEs and Fluid Dynamic Models

Random Perturbation of PDEs and Fluid Dynamic Models PDF Author: Franco Flandoli
Publisher: Springer Science & Business Media
ISBN: 3642182305
Category : Mathematics
Languages : en
Pages : 187

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Book Description
This volume explores the random perturbation of PDEs and fluid dynamic models. The text describes the role of additive and bilinear multiplicative noise, and includes examples of abstract parabolic evolution equations.

Partial Differential Equations in Fluid Mechanics

Partial Differential Equations in Fluid Mechanics PDF Author: Charles L. Fefferman
Publisher: Cambridge University Press
ISBN: 1108573592
Category : Mathematics
Languages : en
Pages : 339

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Book Description
The Euler and Navier–Stokes equations are the fundamental mathematical models of fluid mechanics, and their study remains central in the modern theory of partial differential equations. This volume of articles, derived from the workshop 'PDEs in Fluid Mechanics' held at the University of Warwick in 2016, serves to consolidate, survey and further advance research in this area. It contains reviews of recent progress and classical results, as well as cutting-edge research articles. Topics include Onsager's conjecture for energy conservation in the Euler equations, weak-strong uniqueness in fluid models and several chapters address the Navier–Stokes equations directly; in particular, a retelling of Leray's formative 1934 paper in modern mathematical language. The book also covers more general PDE methods with applications in fluid mechanics and beyond. This collection will serve as a helpful overview of current research for graduate students new to the area and for more established researchers.

Stochastic Methods in Fluid Mechanics

Stochastic Methods in Fluid Mechanics PDF Author: Sergio Chibbaro
Publisher: Springer Science & Business Media
ISBN: 3709116228
Category : Technology & Engineering
Languages : en
Pages : 175

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Book Description
Since their first introduction in natural sciences through the work of Einstein on Brownian motion in 1905 and further works, in particular by Langevin, Smoluchowski and others, stochastic processes have been used in several areas of science and technology. For example, they have been applied in chemical studies, or in fluid turbulence and for combustion and reactive flows. The articles in this book provide a general and unified framework in which stochastic processes are presented as modeling tools for various issues in engineering, physics and chemistry, with particular focus on fluid mechanics and notably dispersed two-phase flows. The aim is to develop what can referred to as stochastic modeling for a whole range of applications.

Stochastic Partial Differential Equations

Stochastic Partial Differential Equations PDF Author: Helge Holden
Publisher: Birkhäuser
ISBN: 9781468492170
Category : Mathematics
Languages : en
Pages : 231

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Book Description
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th,~se SPDEs explicitly, or at least provide algorithms or approximations for the solutions.

New Trends and Results in Mathematical Description of Fluid Flows

New Trends and Results in Mathematical Description of Fluid Flows PDF Author: Miroslav Bulíček
Publisher: Springer
ISBN: 331994343X
Category : Mathematics
Languages : en
Pages : 190

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Book Description
The book presents recent results and new trends in the theory of fluid mechanics. Each of the four chapters focuses on a different problem in fluid flow accompanied by an overview of available older results. The chapters are extended lecture notes from the ESSAM school "Mathematical Aspects of Fluid Flows" held in Kácov (Czech Republic) in May/June 2017. The lectures were presented by Dominic Breit (Heriot-Watt University Edinburgh), Yann Brenier (École Polytechnique, Palaiseau), Pierre-Emmanuel Jabin (University of Maryland) and Christian Rohde (Universität Stuttgart), and cover various aspects of mathematical fluid mechanics – from Euler equations, compressible Navier-Stokes equations and stochastic equations in fluid mechanics to equations describing two-phase flow; from the modeling and mathematical analysis of equations to numerical methods. Although the chapters feature relatively recent results, they are presented in a form accessible to PhD students in the field of mathematical fluid mechanics.

Stochastic Partial Differential Equations with L Vy Noise

Stochastic Partial Differential Equations with L Vy Noise PDF Author: S. Peszat
Publisher:
ISBN: 9781306148689
Category :
Languages : en
Pages :

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Book Description
Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.

Probabilistic Methods in Fluids

Probabilistic Methods in Fluids PDF Author: Ian Malcolm Davies
Publisher: World Scientific
ISBN: 9812703985
Category : Mathematics
Languages : en
Pages : 383

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Book Description
This volume contains recent research papers presented at the international workshop on OC Probabilistic Methods in FluidsOCO held in Swansea. The central problems considered were turbulence and the NavierOCoStokes equations but, as is now well known, these classical problems are deeply intertwined with modern studies of stochastic partial differential equations, jump processes and random dynamical systems. The volume provides a snapshot of current studies in a field where the applications range from the design of aircraft through the mathematics of finance to the study of fluids in porous media."

Stochastic Partial Differential Equations with Lévy Noise

Stochastic Partial Differential Equations with Lévy Noise PDF Author: S. Peszat
Publisher: Cambridge University Press
ISBN: 0521879892
Category : Mathematics
Languages : en
Pages : 45

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Book Description
Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.