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Related papers: Attractors and Expansion for Brownian Flows

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The main goal of this article is to prove the existence of a random attractor for a stochastic evolution equation driven by a fractional Brownian motion with $H\in (1/2,1)$. We would like to emphasize that we do not use the usual cohomology…

Analysis of PDEs · Mathematics 2013-07-26 H. Gao , M. J. Garrido-Atienza , B. Schmalfuss

In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…

Probability · Mathematics 2018-05-15 Oussama Amine , David R. Baños , Frank Proske

We provide a framework for studying the expansion rate of the image of a bounded set under a flow in Euclidean space and apply it to stochastic differential equations (SDEs for short) with singular coefficients. If the singular drift of the…

Probability · Mathematics 2024-04-30 Chengcheng Ling , Michael Scheutzow

We consider a stochastic flow $\phi_t(x,\omega)$ in $\mathbb{R}^n$ with initial point $\phi_0(x,\omega)=x$, driven by a single $n$-dimensional Brownian motion, and with an outward radial drift of magnitude $\frac{…

Probability · Mathematics 2019-03-29 Jong Jun Lee , Carl Mueller , Eyal Neuman

This paper is devoted to considering the stochastic lattice dynamical systems (SLDS) driven by fractional Brownian motions with Hurst parameter bigger than $1/2$. Under usual dissipativity conditions these SLDS are shown to generate a…

Dynamical Systems · Mathematics 2014-08-29 Anhui Gu

We report the experimental evidence of the existence of a random attractor in a fully developed turbulent swirling flow. By defining a global observable which tracks the asymmetry in the flux of angular momentum imparted to the flow, we can…

The existence of random attractors for a large class of stochastic partial differential equations (SPDE) driven by general additive noise is established. The main results are applied to various types of SPDE, as e.g. stochastic…

Analysis of PDEs · Mathematics 2011-07-21 Benjamin Gess , Wei Liu , Michael Roeckner

We consider stochastic flow on n-dimensional Euclidean space driven by fractional Brownian motion with Hurst parameter H greater than half, and study tangent flow and the growth of the Hausdorff measure of sub-manifolds of the ambient…

Probability · Mathematics 2008-08-05 Sreekar Vadlamani

A model of Brownian particles with the ability to take up energy from the environment, to store it in an internal depot, and to convert internal energy into kinetic energy of motion, is discussed. The general dynamics outlined in Sect. 2 is…

Statistical Mechanics · Physics 2009-10-31 Benno Tilch , Frank Schweitzer , Werner Ebeling

We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…

Probability · Mathematics 2020-10-09 Guillaume Barraquand , Mark Rychnovsky

We show that the stochastic flow generated by the Stochastic Navier-Stokes equations in a 2-dimensional Poincar\'e domain has a unique random attractor. This result complements a recent result by Brze\'zniak and Li [10] who showed that the…

Probability · Mathematics 2013-01-10 Z. Brzeźniak , T. Caraballo , J. A. Langa , Y. Li , G. Łukaszewicz , J. Real

We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the…

Probability · Mathematics 2007-05-23 Dmitry Dolgopyat , Vadim Kaloshin , Leonid Koralov

A succesful method to describe the asymptotic behavior of a discrete time stochastic process governed by some recursive formula is to relate it to the limit sets of a well chosen mean differential equation. Under an attainability condition,…

Probability · Mathematics 2011-01-19 Mathieu Faure , Gregory Roth

We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…

Probability · Mathematics 2008-06-26 Krzysztof Burdzy

We report on quasi-two-dimensional granular systems in which either one or two large balls is fluidized by an upflow of air in the presence of a background of several hundred smaller beads. A single large ball is observed to propel…

Soft Condensed Matter · Physics 2015-03-17 M. E. Beverland , L. J. Daniels , D. J. Durian

In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \in (1/4,1/2)$ under Dirichlet boundary condition on…

Dynamical Systems · Mathematics 2011-12-24 Jin Li , Jianhua Huang

We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…

Probability · Mathematics 2015-09-01 David Dereudre , Sylvie Roelly

We show that for a large class of stochastic flows the spatial derivative grows at most exponentially fast even if one takes the supremum over a bounded set of initial points. We derive explicit bounds on the growth rates that depend on the…

Probability · Mathematics 2011-03-16 Holger van Bargen , Michael Scheutzow , Simon Wasserroth

This work establishes the existence and regularity of random pullback attractors for parabolic partial differential equations with rough nonlinear multiplicative noise under natural assumptions on the coefficients. To this aim, we combine…

Probability · Mathematics 2024-01-26 Alexandra Neamtu , Tim Seitz

We study the asymptotic dynamics of stochastic Young differential delay equations under the regular assumptions on Lipschitz continuity of the coefficient functions. Our main results show that, if there is a linear part in the drift term…

Dynamical Systems · Mathematics 2020-07-31 Nguyen Dinh Cong , Luu Hoang Duc , Phan Thanh Hong
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