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Non-typical transport phenomena may arise when randomly driven particles remain in an active relationship with the environment instead of being passive. If we attribute to Brownian particles an ability to induce alterations of the…

Statistical Mechanics · Physics 2009-10-31 Piotr Garbaczewski

The paper considers a system of equations that models a lateral flow of a Boussinesq--Scriven fluid on a passively evolving surface embedded in $\mathbb{R}^3$. For the resulting Navier-Stokes type system, posed on a smooth closed…

Analysis of PDEs · Mathematics 2022-03-04 Maxim A. Olshanskii , Arnold Reusken , Alexander Zhiliakov

We introduce a stochastic version of Proudman-Taylor model, a 2D-3C fluid approximation of the 3D Navier-Stokes equations, with the small-scale turbulence modeled by a transport-stretching noise. For this model we may rigorously take a…

Probability · Mathematics 2024-06-12 Franco Flandoli , Dejun Luo

Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…

Statistical Mechanics · Physics 2022-08-31 Xudong Wang , Yao Chen

In this work, we investigate the McKean-Vlasov stochastic partial differential equations driven by Poisson random measure. By adapting the variational framework, we prove the well-posedness and large deviation principle for a class of…

Probability · Mathematics 2025-08-05 Yuhang Jiang , Jinming Li , Shihu Li

One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…

Chaotic Dynamics · Physics 2009-11-10 Fabio Cecconi , Massimo Cencini , Massimo Falcioni , Angelo Vulpiani

In this article, we derive a viscous Boussinesq system for surface water waves from Navier-Stokes equations. We use neither the irrotationality assumption, nor the Zakharov-Craig-Sulem formulation. During the derivation, we find the bottom…

Analysis of PDEs · Mathematics 2014-12-25 Hervé Le Meur

This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…

Probability · Mathematics 2025-01-28 Jiaohui Xu , Tomás Caraballo , José Valero

Moderate deviation principles for stochastic differential equations driven by a Poisson random measure (PRM) in finite and infinite dimensions are obtained. Proofs are based on a variational representation for expected values of positive…

Probability · Mathematics 2014-01-29 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…

Soft Condensed Matter · Physics 2021-07-14 Maxime Lavaud , Thomas Salez , Yann Louyer , Yacine Amarouchene

In turbulent Rayleigh-B\'enard convection one seeks the relationship between the heat transport, captured by the Nusselt number, and the temperature drop across the convecting layer, captured by Rayleigh number. In experiments, one measures…

Chaotic Dynamics · Physics 2018-05-23 Scott Weady , Sahil Agarwal , Larry Wilen , John Wettlaufer

We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.

Probability · Mathematics 2013-02-21 Yuri Kifer , S. R. S. Varadhan

A low-dimensional model (LDM) for turbulent Rayleigh-Benard convection in a Cartesian cell with square domain, based on the Galerkin projection of the Boussinesq equations onto a finite set of empirical eigenfunctions, is presented. The…

Fluid Dynamics · Physics 2011-08-30 Jorge Bailon-Cuba , Joerg Schumacher

We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed fractional Brownian motion with Hurst parameter $H\in…

Probability · Mathematics 2025-02-05 Xiaoyu Yang , Yong Xu

We study the precise large deviation probabilities for the sizes of intermediate level sets in branching Brownian motion (BBM). Our conclusions improve a result of A\"{i}dekon, Hu and Shi in [J. Math. Sci. \textbf{238}(2019)]. Additionally,…

Probability · Mathematics 2025-05-07 Xinxin Chen , Heng Ma

Stochastic versions of a classical model for natural ventilation are proposed and investigated to demonstrate the effect of random fluctuations on stability and predictability. In a stochastic context, the well-known deterministic result…

Fluid Dynamics · Physics 2023-08-17 Veronica Andrian , John Craske

High-quality nanomechanical oscillators can sensitively probe force, mass, or displacement in experiments bridging the gap between the classical and quantum domain. Dynamics of these stochastic systems is inherently determined by the…

We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…

Probability · Mathematics 2020-01-07 Sayan Banerjee , Brendan Brown

In this paper, we study an optimal boundary control problem for the Boussinesq equations, which couple the time-dependent Navier-Stokes system with a heat equation, where the control enters through a Robin boundary condition on temperature.…

Numerical Analysis · Mathematics 2026-03-03 Wei Gong , Dongdong Liang , Xianbing Luo , Changlun Ye

This work establishes two versions of the Pontryagin-type maximum principles for partially observed optimal control of coupled forward stochastic partial differential equations (FSPDEs) and backward stochastic differential equations (BSDEs)…

Optimization and Control · Mathematics 2026-03-03 Hongjiang Qian , George Yin , Yanzhao Cao , Guannan Zhang
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