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Zhongmin Qian

Publications and source records attributed to Zhongmin Qian.

At least 37 records · Page 2Linked to original sources

Stochastic formulation of incompressible fluid flows in wall bounded regions

In this paper we establish a mathematical framework which may be used to design Monte-Carlo simulations for a class of time irreversible dynamic systems, such as incompressible fluid flows, including turbulent flows in wall-bounded regions, and some other (non-linear) dynamic systems. Path integral representations for solutions of forward parabolic equations are obtained, and, in combining with the vorticity transport equations, probabilistic formulations for solutions of the Navier-Stokes equations are therefore derived in terms of (forward) McKean-Vlasov stochastic differential equations (SDEs), which provides us with the mathematical framework for Monte-Carlo simulations of wall-bounded turbulent flows.

physics.flu-dyn↗

Random vortex dynamics via functional stochastic differential equations

In this paper we present a novel, closed three-dimensional (3D) random vortex dynamics system, which is equivalent to the Navier--Stokes equations for incompressible viscous fluid flows. The new random vortex dynamics system consists of a stochastic differential equation which is, in contrast with the two-dimensional random vortex dynamics equations, coupled with a finite-dimensional ordinary functional differential equation. This new random vortex system paves the way for devising new numerical schemes (random vortex methods) for solving three-dimensional incompressible fluid flow equations by Monte Carlo simulations. In order to derive the 3D random vortex dynamics equations, we have developed two powerful tools: the first is the duality of the conditional distributions of a couple of Taylor diffusions, which provides a path space version of integration by parts; the second is a forward type Feynman--Kac formula representing solutions to nonlinear parabolic equations in terms of functional integration. These technical tools and the underlying ideas are likely to be useful in treating other nonlinear problems.

math-ph↗

On the transport equation for probability density functions of turbulent vorticity fields

The vorticity random field of turbulent flow is singled out as the main dynamical variable for the description of turbulence, and the evolution equation of the probability density function (PDF) of the vorticity field has been obtained. This PDF evolution equation is a mixed type partial differential equation (PDE) of second order which depends only on the conditional mean (first order) of the underlying turbulent flow, which is in contrast with Reynolds' mean flow equation which relies on a quadratic statistics. Therefore the new PDF PDE may provide new closure scheme based on the conditional linear statistics, and some of them will be described in the present paper too.

physics.flu-dyn↗

Tracking the vortex motion by using Brownian fluid particles

In this paper we propose a simple yet powerful vortex method to numerically approximate the dynamics of an incompressible flow. The idea is to sample the distribution of the initial vortices of the fluid flow in question then follow vortex dynamics along Taylor's Brownian fluid particles. The weak convergences of this approximation scheme are obtained for 2D and 3D cases, though only for small time in 3D case. Based on our method, the simulation results are quite attracting.

physics.flu-dyn↗

On distributions of velocity random fields in turbulent flows

The purpose of the present paper is to derive a partial differential equation (PDE) for the single-time single-point probability density function (PDF) of the velocity field of a turbulent flow. The PDF PDE is a highly non-linear parabolic-transport equation, which depends on two conditional statistical numerics of important physical significance. The PDF PDE is a general form of the classical Reynolds mean flow equation, and is a precise formulation of the PDF transport equation. The PDF PDE provides us with a new method for modelling turbulence. An explicit example is constructed, though the example is seemingly artificial, but it demonstrates the PDF method based on the new PDF PDE.

math-ph↗

McKean-Vlasov type stochastic differential equations arising from the random vortex method

We study a class of McKean-Vlasov type stochastic differential equations (SDEs) which arise from the random vortex dynamics and other physics models. By introducing a new approach we resolve the existence and uniqueness of both the weak and strong solutions for the McKean-Vlasov stochastic differential equations whose coefficients are defined in terms of singular integral kernels such as the Biot-Savart kernel. These SDEs which involve the distributions of solutions are in general not Lipschitz continuous with respect to the usual distances on the space of distributions such as the Wasserstein distance. Therefore there is an obstacle in adapting the ordinary SDE method for the study of this class of SDEs, and the conventional methods seem not appropriate for dealing with such distributional SDEs which appear in applications such as fluid mechanics.

math.PR↗

Markov semi-groups generated by elliptic operators with divergence-free drift

In this paper we construct a conservative Markov semi-group with generator $L=Δ+b\cdot\nabla$ on $\mathbb{R}^n$, where $b$ is a divergence-free vector field which belongs to $L^{2}\cap L^{p}$ with $\frac{n}{2}<p$. The research is motivated by the question of understanding the blow-up solutions of the fluid dynamic equations, which attracts a lot of attention in recent years.

math.PR↗

The vortex dynamics in incompressible viscous turbulent flows

In this paper, we consider turbulence from a geometric perspective based on the vorticity equations for incompressible viscous fluid flows. We derive several quantitative statements about the statistics of turbulent flows. In particular we establish an entropy decay inequality which involves the turbulent kinetic energy and $L^{1}$-enstrophy, and we identify the small time scale of the vorticity broken down and the vorticity creation under the universality assumption of small time scales of turbulence flows.

math.AP↗

Explicit solutions for a class of nonlinear backward stochastic differential equations and their nodal sets

In this paper, we investigate a class of nonlinear backward stochastic differential equations (BSDEs) arising from financial economics, and give specific information about the nodal sets of the related solutions. As applications, we are able to obtain the explicit solutions to an interesting class of nonlinear BSDEs including the k-ignorance BSDE arising from the modeling of ambiguity of asset pricing.

math.PR↗

Vorticity, Helicity, Intrinsinc geometry for Navier-Stokes equations

We will consider the Navier-Stokes equation on a Riemannian manifold M with Ricci tensor bounded below, the involved Laplacian operator is De Rham-Hodge Laplacian. The novelty of this work is to introduce a family of connections which are related to solutions of the Navier-Stokes equation, so that vorticity and helicity can be linked through the associated time-dependent Ricci tensor in intrinsic way in the case where dim(M) = 3. MSC 2010: 35Q30, 58J65

math.AP↗

A class of multidimensional quadratic BSDEs

In this paper we study a multidimensional quadratic BSDE with a particular class of product generators and give a result of existence of solution in a suitable complete metric space under some constraints on parameters. We also use that result to derive the existence and uniqueness of solution to the one dimensional case with bounded terminal values and show the existence of solution to a lower triangular quadratic BSDE with certain bounded terminal values.

math.PR↗

Large deviation principle for fractional Brownian motion with respect to capacity

We show that fractional Brownian motion(fBM) defined via Volterra integral representation with Hurst parameter $H\geq\frac{1}{2}$ is a quasi-surely defined Wiener functional on classical Wiener space,and we establish the large deviation principle(LDP) for such fBM with respect to $(p,r)$-capacity on classical Wiener space in Malliavin's sense.

math.PR↗

The Inviscid Limit of the Navier-Stokes Equations with Kinematic and Navier Boundary Conditions

We are concerned with the inviscid limit of the Navier-Stokes equations on bounded regular domains in $\mathbb{R}^3$ with the kinematic and Navier boundary conditions. We first establish the existence and uniqueness of strong solutions in the class $C([0,T_\star); H^r(Ω; \mathbb{R}^3)) \cap C^1([0,T_\star); H^{r-2}(Ω;\mathbb{R}^3))$ with some $T_\star>0$ for the initial-boundary value problem with the kinematic and Navier boundary conditions on $\partial Ω$ and divergence-free initial data in the Sobolev space $H^r(Ω; \mathbb{R}^3)$ for $r\geq 2$. Then, for the strong solution with $H^{r+1}$--regularity in the spatial variables, we establish the inviscid limit in $H^r(Ω; \mathbb{R}^3)$ uniformly on $[0,T_\star)$ for $r > \frac{5}{2}$. This shows that the boundary layers do not develop up to the highest order Sobolev norm in $H^{r}(Ω;\mathbb{R}^3)$ in the inviscid limit. Furthermore, we present an intrinsic geometric proof for the failure of the strong inviscid limit under a non-Navier slip-type boundary condition.

math.AP↗

Parabolic type equations associated with the Dirichlet form on the Sierpinski gasket

By using the analytic tools of Dirichlet forms, we initiate a study of some non-linear parabolic equations on Sierpinski gasket, motivated by modellings of fluid flows along a fractal (which can be considered as a simplified rough porous medium). Unlike the regular spaces case, such equation involving a convection term must take a quite different form and the convection term must be singular to the "linear part" which is determined the heat semigroup. In order to study these parabolic type equations, a new kind of Sobolev inequalities for the Dirichlet form on the gasket will be established as an effective tool for our study. These Sobolev inequalities, which are interesting by their own and in contrast to the case of Euclidean spaces, involve two $L^p$ norms with respect two mutually singular measures. By examining properties of a singular convolution of the associated heat semigroup, we derive the space-time regularity of solutions to the parabolic equations under a few technical conditions. The Burgers equations on the Sierpinski gasket are also studied, for which a maximum principle for solutions is derived using techniques from backward stochastic differential equations, and the existence and uniqueness as well as the regularity of solutions are obtained.

math.CA↗

Optimal probabilities and controls for reflecting diffusion processes

A solution to the optimal problem for determining vector fields which maximize (resp. minimize) the transition probabilities from one location to another for a class of reflecting diffusion processes is obtained in the present paper. The approach is based on a representation for the transition probability density functions. The optimal transition probabilities under the constraint that the drift vector field is bounded by a constant are studied in terms of the HJB equation. In dimension one, the optimal reflecting diffusion processes and the bang-bang diffusion processes are considered. We demonstrate by simulations that, even in this special case, the optimal diffusion processes exhibit an interesting feature of phase transitions. We also solve an optimal stochastic control problem for a class of stochastic control problems involving diffusion processes with reflection.

math.PR↗

Fine properties of fractional Brownian motions on Wiener space

We study several important fine properties for the family of fractional Brownian motions with Hurst parameter $H$ under the $(p,r)$-capacity on classical Wiener space introduced by Malliavin. We regard fractional Brownian motions as Wiener functionals via the integral representation discovered by Decreusefond and Üstünel, and show non differentiability, modulus of continuity, law of iterated Logarithm(LIL) and self-avoiding properties of fractional Brownian motion sample paths using Malliavin calculus as well as the tools developed in the previous work by Fukushima, Takeda and etc. for Brownian motion case.

math.PR↗

Spacetime orientation and the meaning of Lorentz invariance in general relativity

The parity violation at the level of weak interactions and other similar discrete symmetries breaking show that the invariance of laws under the full group of Lorentz transformations can not be taken granted. We examine the principle of Lorentz invariance under the general theory of relativity, and demonstrate the importance of a concept of the spacetime orientation as part of the causal structure of spacetime.

gr-qc↗

Parabolic equations with divergence-free drift in space $L_{t}^{l}L_{x}^{q}$

In this paper we study the fundamental solution $\varGamma(t,x;τ,ξ)$ of the parabolic operator $L_{t}=\partial_{t}-Δ+b(t,x)\cdot\nabla$, where for every $t$, $b(t,\cdot)$ is a divergence-free vector field, and we consider the case that $b$ belongs to the Lebesgue space $L^{l}\left(0,T;L^{q}\left(\mathbb{R}^{n}\right)\right)$. The regularity of weak solutions to the parabolic equation $L_{t}u=0$ depends critically on the value of the parabolic exponent $γ=\frac{2}{l}+\frac{n}{q}$. Without the divergence-free condition on $b$, the regularity of weak solutions has been established when $γ\leq1$, and the heat kernel estimate has been obtained as well, except for the case that $l=\infty,q=n$. The regularity of weak solutions was deemed not true for the critical case $L^{\infty}\left(0,T;L^{n}\left(\mathbb{R}^{n}\right)\right)$ for a general $b$, while it is true for the divergence-free case, and a written proof can be deduced from the results in [Semenov, 2006]. One of the results obtained in the present paper establishes the Aronson type estimate for critical and supercritical cases and for vector fields $b$ which are divergence-free. We will prove the best possible lower and upper bounds for the fundamental solution one can derive under the current approach. The significance of the divergence-free condition enters the study of parabolic equations rather recently, mainly due to the discovery of the compensated compactness. The interest for the study of such parabolic equations comes from its connections with Leray's weak solutions of the Navier-Stokes equations and the Taylor diffusion associated with a vector field where the heat operator $L_{t}$ appears naturally.

math.AP↗