Stochastic Geometric Mechanics for Fluid Modelling and MCMC.
Author | : So Takao |
Publisher | : |
Total Pages | : |
Release | : 2020 |
Genre | : |
ISBN | : |
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Author | : So Takao |
Publisher | : |
Total Pages | : |
Release | : 2020 |
Genre | : |
ISBN | : |
Author | : Stefania Ugolini |
Publisher | : Springer Nature |
Total Pages | : 273 |
Release | : 2022-02-09 |
Genre | : Mathematics |
ISBN | : 303087432X |
This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in honour of Sergio Albeverio. It presents the new area of studies concerning invariance and symmetry properties of finite and infinite dimensional stochastic differential equations.This area constitutes a natural, much needed, extension of the theory of classical ordinary and partial differential equations, where the reduction theory based on symmetry and invariance of such classical equations has historically proved to be very important both for theoretical and numerical studies and has given rise to important applications. The purpose of the present book is to present the state of the art of the studies on stochastic systems from this point of view, present some of the underlying fundamental ideas and methods involved, and to outline the main lines for future developments. The main focus is on bridging the gap between deterministic and stochastic approaches, with the goal of contributing to the elaboration of a unified theory that will have a great impact both from the theoretical point of view and the point of view of applications. The reader is a mathematician or a theoretical physicist. The main discipline is stochastic analysis with profound ideas coming from Mathematical Physics and Lie’s Group Geometry. While the audience consists essentially of academicians, the reader can also be a practitioner with Ph.D., who is interested in efficient stochastic modelling.
Author | : Marcel Lesieur |
Publisher | : Springer Science & Business Media |
Total Pages | : 290 |
Release | : 2012-12-06 |
Genre | : Science |
ISBN | : 9400935455 |
Turbulence is a dangerous topic which is often at the origin of serious fights in the scientific meetings devoted to it since it represents extremely different points of view, all of which have in common their complexity, as well as an inability to solve the problem. It is even difficult to agree on what exactly is the problem to be solved. Extremely schematically, two opposing points of view have been advocated during these last ten years: the first one is "statistical", and tries to model the evolution of averaged quantities of the flow. This com has followed the glorious trail of Taylor and Kolmogorov, munity, which believes in the phenomenology of cascades, and strongly disputes the possibility of any coherence or order associated to turbulence. On the other bank of the river stands the "coherence among chaos" community, which considers turbulence from a purely deterministic po int of view, by studying either the behaviour of dynamical systems, or the stability of flows in various situations. To this community are also associated the experimentalists who seek to identify coherent structures in shear flows.
Author | : Sergio Chibbaro |
Publisher | : Springer Science & Business Media |
Total Pages | : 175 |
Release | : 2013-09-05 |
Genre | : Technology & Engineering |
ISBN | : 3709116228 |
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.
Author | : Radyadour Kh. Zeytounian |
Publisher | : Springer Science & Business Media |
Total Pages | : 560 |
Release | : 2002-01-31 |
Genre | : Science |
ISBN | : 140200432X |
for the fluctuations around the means but rather fluctuations, and appearing in the following incompressible system of equations: on any wall; at initial time, and are assumed known. This contribution arose from discussion with J. P. Guiraud on attempts to push forward our last co-signed paper (1986) and the main idea is to put a stochastic structure on fluctuations and to identify the large eddies with a part of the probability space. The Reynolds stresses are derived from a kind of Monte-Carlo process on equations for fluctuations. Those are themselves modelled against a technique, using the Guiraud and Zeytounian (1986). The scheme consists in a set of like equations, considered as random, because they mimic the large eddy fluctuations. The Reynolds stresses are got from stochastic averaging over a family of their solutions. Asymptotics underlies the scheme, but in a rather loose hidden way. We explain this in relation with homogenizati- localization processes (described within the §3. 4 ofChapter 3). Ofcourse the mathematical well posedness of the scheme is not known and the numerics would be formidable! Whether this attempt will inspire researchers in the field of highly complex turbulent flows is not foreseeable and we have hope that the idea will prove useful.
Author | : Alexandre J. Chorin |
Publisher | : Springer Science & Business Media |
Total Pages | : 169 |
Release | : 2009-07-24 |
Genre | : Mathematics |
ISBN | : 1441910026 |
This introduction to probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Topics covered include conditional expectations, stochastic processes, Langevin equations, and Markov chain Monte Carlo algorithms. The applications include data assimilation, prediction from partial data, spectral analysis and turbulence. A special feature is the systematic analysis of memory effects.
Author | : Barry L. Nelson |
Publisher | : Courier Corporation |
Total Pages | : 338 |
Release | : 2012-10-11 |
Genre | : Mathematics |
ISBN | : 0486139948 |
Coherent introduction to techniques also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Includes formulation of models, analysis, and interpretation of results. 1995 edition.
Author | : Dongxiao Zhang |
Publisher | : Elsevier |
Total Pages | : 371 |
Release | : 2001-10-11 |
Genre | : Mathematics |
ISBN | : 0080517773 |
Stochastic Methods for Flow in Porous Media: Coping with Uncertainties explores fluid flow in complex geologic environments. The parameterization of uncertainty into flow models is important for managing water resources, preserving subsurface water quality, storing energy and wastes, and improving the safety and economics of extracting subsurface mineral and energy resources. This volume systematically introduces a number of stochastic methods used by researchers in the community in a tutorial way and presents methodologies for spatially and temporally stationary as well as nonstationary flows. The author compiles a number of well-known results and useful formulae and includes exercises at the end of each chapter. Balanced viewpoint of several stochastic methods, including Greens' function, perturbative expansion, spectral, Feynman diagram, adjoint state, Monte Carlo simulation, and renormalization group methods Tutorial style of presentation will facilitate use by readers without a prior in-depth knowledge of Stochastic processes Practical examples throughout the text Exercises at the end of each chapter reinforce specific concepts and techniques For the reader who is interested in hands-on experience, a number of computer codes are included and discussed
Author | : Marius Iosifescu |
Publisher | : John Wiley & Sons |
Total Pages | : 258 |
Release | : 2013-03-04 |
Genre | : Mathematics |
ISBN | : 1118623525 |
This book provides a pedagogical examination of the way in which stochastic models are encountered in applied sciences and techniques such as physics, engineering, biology and genetics, economics and social sciences. It covers Markov and semi-Markov models, as well as their particular cases: Poisson, renewal processes, branching processes, Ehrenfest models, genetic models, optimal stopping, reliability, reservoir theory, storage models, and queuing systems. Given this comprehensive treatment of the subject, students and researchers in applied sciences, as well as anyone looking for an introduction to stochastic models, will find this title of invaluable use.
Author | : Fabrice Baudoin |
Publisher | : World Scientific |
Total Pages | : 152 |
Release | : 2004 |
Genre | : Mathematics |
ISBN | : 1860944817 |
This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stresses the view that the local geometry of any stochastic flow is determined very precisely and explicitly by a universal formula referred to as the Chen-Strichartz formula. The natural geometry associated with the Chen-Strichartz formula is the sub-Riemannian geometry whose main tools are introduced throughout the text. By using the connection between stochastic flows and partial differential equations, we apply this point of view of the study of hypoelliptic operators written in Hormander's form.