Related papers: The martingale problem for Markov solutions to the…
Loosely speaking, the Navier-Stokes-$\alpha$ model and the Navier-Stokes equations differ by a spatial filtration parametrized by a scale denoted $\alpha$. Starting from a strong two-dimensional solution to the Navier-Stokes-$\alpha$ model…
The existence of singular solutions of the incompressible Navier-Stokes system with singular external forces, the existence of regular solutions for more regular forces as well as the asymptotic stability of small solutions (including…
This paper presents an analytic solution of the incompressible Navier-Stokes equations as recurrence relations for the solution's derivatives, addressing the Clay Mathematics Institute's Millennium Prize problem on Navier-Stokes existence…
This paper is a continuation of [26]. Here theorems on conditional uniqueness and regularity for solutions to stochastic Navier-Stokes equations in $\mathbb R^d$ are presented.
We consider the stochastic damped Navier-Stokes equations in $\mathbb R^d$ ($d=2,3$), assuming as in our previous work [4] that the covariance of the noise is not too regular, so It\^o calculus cannot be applied in the space of finite…
This paper studies the limit of a kinetic evolution equation involving a small parameter and driven by a random process which also scales with the small parameter. In order to prove the convergence in distribution to the solution of a…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…
Governing equations of motion for a viscous incompressible material surface are derived from the balance laws of continuum mechanics. The surface is treated as a time-dependent smooth orientable manifold of codimension one in an ambient…
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…
We consider a 2D stochastic modified Swift-Hohenberg equations with multiplicative noise and periodic boundary. First, we establish the existence of local and global martingale and pathwise solutions in the regular Sobolev space $H^{2m}$…
For a class of evolution equations that possibly have only local solutions, we introduce a stochastic component that ensures that the solutions of the corresponding stochastically perturbed equations are global. The class of partial…
We prove existence of weak martingale solutions satisfying an almost sure version of the energy inequality and which constitute a (almost sure) Markov process.
We prove the global existence and uniqueness of strong solutions for a compressible multifluid described by the barotropic Navier-Stokes equations in dim = 1. The result holds when the diffusion coefficient depends on the pressure. It…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
The incompressible Navier-Stokes equations are considered. We find that there exist infinite non-trivial solutions of static Euler equations. Moreover there exist random solutions of static Euler equations. Provided Reynolds number is large…
Normalizing flows, diffusion normalizing flows and variational autoencoders are powerful generative models. This chapter provides a unified framework to handle these approaches via Markov chains. We consider stochastic normalizing flows as…
We review the formulation of the stochastic Burgers equation as a martingale problem. One way of understanding the difficulty in making sense of the equation is to note that it is a stochastic PDE with distributional drift, so we first…
We review recent results on the metastable behavior of continuous-time Markov chains derived through the characterization of Markov chains as unique solutions of martingale problems.
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…