We consider in this work stochastic differential equation (SDE) model for particles in contact with a heat bath when the memory effects are non-negligible. As a result of the fluctuation-dissipation theorem, the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives and based on this we consider fractional stochastic differential equations (FSDEs), which should be understood in an integral form. We establish the existence of strong solutions for such equations. In the linear forcing regime, we compute the solutions explicitly and analyze the asymptotic behavior, through which we verify that satisfying fluctuation-dissipation indeed leads to the correct physical behavior. We further discuss possible extensions to nonlinear forcing regime, while leave the rigorous analysis for future works.

In this paper, we apply the local discontinuous Galerkin (LDG) method to 2D Keller--Segel (KS) chemotaxis model. We improve the results upon (Y. Epshteyn and A. Kurganov, SIAM Journal on Numerical Analysis, 47 (2008), 368-408) and give optimal rate of convergence under special finite element spaces before the blow-up occurs (the exact solutions are smooth). Moreover, to construct physically relevant numerical approximations, we consider $P^1$ LDG scheme and develop a positivity-preserving limiter to the scheme, extending the idea in (Y. Zhang, X. Zhang and C.-W. Shu, Journal of Computational Physics, 229 (2010), 8918-8934). With this limiter, we can prove the $L^1$-stability of the numerical scheme. Numerical experiments are performed to demonstrate the good performance of the positivity-preserving LDG scheme. Moreover, it is known that the chemotaxis model will yield blow-up solutions under certain initial conditions. We numerically demonstrate how to find the approximate blow-up time by using the $L^2$-norm of the $L^1$-stable numerical solution.

The nonlinear and non-stationary nature of Navier-Stokes equations produces fluid flows that can be noticeably different in appearance with subtle changes. In this paper we introduce a method that can analyze the intrinsic multiscale features of flow fields from a decomposition point of view, by using the Hilbert-Huang transform method on 3D fluid simulation. We show how this method can provide insights to flow styles and help modulate the fluid simulation with its internal physical information. We provide easy-toimplement algorithms that can be integrated with standard grid-based fluid simulation methods, and demonstrate how this approach can modulate the flow field and guide the simulation with different flow styles. The modulation is straightforward and relates directly to the flow¡¯s visual effect, with moderate computational overhead.

We consider numerical boundary conditions for high order finite difference schemes for solving convection-diffusion equations on arbitrary geometry. The two main difficulties for numerical boundary conditions in such situations are: (1) the wide stencil of the high order finite difference operator requires special treatment for a few ghost points near the boundary; (2) the physical boundary may not coincide with grid points in a Cartesian mesh and may intersect with the mesh in an arbitrary fashion. For purely convection equations, the so-called inverse Lax-Wendroff procedure, in which we convert the normal derivatives into the time derivatives and tangential derivatives along the physical boundary by using the equations, have been quite successful. In this paper, we extend this methodology to convection-diffusion equations. It turns out that this extension is non-trivial, because totally different boundary treatments are needed for the diffusion-dominated and the convection-dominated regimes. We design a careful combination of the boundary treatments for the two regimes and obtain a stable and accurate boundary condition for general convection-diffusion equations. We provide extensive numerical tests for one- and two-dimensional problems involving both scalar equations and systems, including the compressible Navier-Stokes equations, to demonstrate the good performance of our numerical boundary conditions.

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