White Noise Limits for Inertial Particles in a Random Field

DOI10.1137/S1540345903421076MaRDI QIDQ4458269zbMATH OpenFDO

Authors Grigorios A. Pavliotis, A. M. Stuart

Publication date 17 March 2004

Published in Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1540345903421076

zbMATH Keywords

fluid velocityOrnstein-Uhlenbeck processscaling limit

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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• Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions
• Phase space homogenization of noisy Hamiltonian systems
• Entropy anomaly in Langevin-Kramers dynamics with a temperature gradient, matrix drag, and magnetic field
• Smoluchowski-Kramers approximation with state dependent damping and highly random oscillation
• Periodic homogenization for inertial particles
• On the Smoluchowski-Kramers approximation for a system with an infinite number of degrees of freedom
• INERTIAL PARTICLES IN A RANDOM FIELD
• Gaussian convergence for stochastic acceleration of \(\mathcal {N}\) particles in the dense spectrum limit
• Convergence of equation-free methods in the case of finite time scale separation with application to deterministic and stochastic systems
• Computing effective diffusivity of chaotic and stochastic flows using structure-preserving schemes
• Sharp Error Estimates on a Stochastic Structure-Preserving Scheme in Computing Effective Diffusivity of 3D Chaotic Flows
• On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior
• Derivative-Free Bayesian Inversion Using Multiscale Dynamics
• Small mass limit of a Langevin equation on a manifold
• APPROXIMATION OF THE STOCHASTIC RAYLEIGH–BÉNARD PROBLEM NEAR THE ONSET OF CONVECTION AND RELATED PROBLEMS
• Diffusion limit for many particles in a periodic stochastic acceleration field
• Variational Principles on Geometric Rough Paths and the Lévy Area Correction
• Maximum likelihood drift estimation for multiscale diffusions
• Heavy particles in incompressible flows: the large Stokes number asymptotics

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