English
Related papers

Related papers: Large deviations for the Boussinesq Equations unde…

200 papers

Energy transport can be influenced by the presence of other conserved quantities. We consider here diffusive systems where energy and the other conserved quantities evolve macroscopically on the same diffusive space-time scale. In these…

Statistical Mechanics · Physics 2020-01-08 Stefano Olla

It is shown that the Truncated Euler Equations, i.e. a finite set of ordinary differential equations for the amplitude of the large-scale modes, can correctly describe the complex transitional dynamics that occur within the turbulent regime…

Chaotic Dynamics · Physics 2016-12-07 Vishwanath Shukla , Stephan Fauve , Marc Brachet

The Lorenz equations [1] are a severe Galerkin-truncation of the Oberbeck-Boussinesq (OB) equations describing Rayleigh-B\'enard convection (RBC). Here we examine the mathematical connections between the chaotic lobe-switching behavior of a…

Fluid Dynamics · Physics 2026-05-29 Yanni Bills , J. S. Wettlaufer

In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…

Probability · Mathematics 2013-09-18 Jingchen Liu , Xiang Zhou

We consider a general compressible viscous and heat conducting fluid confined between two parallel plates and heated from the bottom. The time evolution of the fluid is described by the Navier--Stokes--Fourier system considered in the…

Analysis of PDEs · Mathematics 2023-11-21 Peter Bella , Eduard Feireisl , Florian Oschmann

We establish a large deviation principle for time dependent trajectories (paths) of the empirical density of $N$ particles with long range interactions, for homogeneous systems. This result extends the classical kinetic theory that leads to…

Statistical Mechanics · Physics 2022-01-19 Ouassim Feliachi , Freddy Bouchet

The aim of this paper is twofold. Firstly, we derive upper and lower non-Gaussian bounds for the densities of the marginal laws of the solutions to backward stochastic differential equations (BSDEs) driven by fractional Brownian motions.…

Probability · Mathematics 2019-11-07 Xiliang Fan , Jiang-Lun Wu

We prove convex ordering results for random vectors admitting a predictable representation in terms of a Brownian motion and a non-necessarily independent jump component. Our method uses forward-backward stochastic calculus and extends…

Probability · Mathematics 2008-01-31 Marc Arnaudon , Jean-Christophe Breton , Nicolas Privault

Radiant spherical suspensions have an $\veps$-periodic distribution in a tridimensional incompressible viscous fluid governed by the Stokes-Boussinesq system. We perform the homogenization procedure when the radius of the solid spheres is…

Analysis of PDEs · Mathematics 2007-05-23 F. Benthala , I. Gruais , D. Polisevski

In this paper, we study various dissipative mechanics associated with the Boussinesq systems which model two-dimensional small amplitude long wavelength water waves. We will show that the decay rate for the damped one-directional model…

Analysis of PDEs · Mathematics 2007-05-23 Min Chen , Olivier Goubet

In this paper we establish the large deviation principle for the the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity both for small noise and for short time. The proof for large deviation principle is based on…

Probability · Mathematics 2020-06-01 Bingguang Chen , Xiangchan Zhu

In this paper we study a transport-diffusion model with some logarithmic dissipations. We look for two kinds of estimates. The first one is a maximum principle whose proof is based on Askey theorem concerning characteristic functions and…

Analysis of PDEs · Mathematics 2009-11-07 Taoufik Hmidi

In this paper we study a fractional diffusion Boussinesq model which couples the incompressible Euler equation for the velocity and a transport equation with fractional diffusion for the temperature. We prove global well-posedness results.

Analysis of PDEs · Mathematics 2015-05-13 Taoufik Hmidi , Sahbi Keraani , Frederic Rousset

We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…

Mathematical Physics · Physics 2022-08-17 Patrice Koehl , Henri Orland

We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation…

Classical Analysis and ODEs · Mathematics 2015-05-07 Adrian Falkowski , Leszek Slominski

A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…

Probability · Mathematics 2007-10-18 Nawaf Bou-Rabee , Houman Owhadi

Dynamics of quantum systems which are perturbed by linear coupling to the reservoir stochastically can be studied in terms of quantum stochastic differential equations (for example, quantum stochastic Liouville equation and quantum Langevin…

Mathematical Physics · Physics 2007-05-23 A. E. Kobryn , T. Hayashi , T. Arimitsu

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

Probability · Mathematics 2024-12-17 Zimo Hao , Michael Röckner , Xicheng Zhang

We study rare events in systems of diffusive fields driven out of equilibrium by the boundaries. We present a numerical technique and use it to calculate the probabilities of rare events in one and two dimensions. Using this technique, we…

Statistical Mechanics · Physics 2015-09-10 Guy Bunin , Yariv Kafri , Daniel Podolsky

We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index $H>1/2$ and the fast component is driven by an independent Brownian motion.…

Probability · Mathematics 2025-05-13 Siragan Gailus , Ioannis Gasteratos
‹ Prev 1 3 4 5 6 7 10 Next ›