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The study of passive scalar transport in a turbulent velocity field leads naturally to the notion of generalized flows which are families of probability distributions on the space of solutions to the associated ODEs, which no longer satisfy…

Chaotic Dynamics · Physics 2009-10-31 Weinan E , Eric Vanden Eijnden

In transportation systems (e.g. highways, railways, airports), traffic flows with distinct origin-destination pairs usually share common facilities and interact extensively. Such interaction is typically stochastic due to natural…

Optimization and Control · Mathematics 2019-08-06 Li Jin , Yining Wen

Strong existence and pathwise uniqueness of solutions with $L^{\infty}$-vorticity of 2D stochastic Euler equations is proved. The noise is multiplicative and involves first derivatives. A Lagrangian approach is implemented, where a…

Probability · Mathematics 2016-09-09 Zdzisław Brzeźniak , Franco Flandoli , Mario Maurelli

In this paper, we introduce branching processes in a L\'evy random environment. In order to define this class of processes, we study a particular class of non-negative stochastic differential equations driven by Brownian motions and Poisson…

Probability · Mathematics 2016-07-13 S. Palau , J. C. Pardo

We prove existence of a stochastic flow of diffeomorphisms generated by SDEs with drift in $L^q_t C^{0, \alpha}_x$ for any $q \in [2, \infty)$ and $\alpha \in (0, 1)$. This result is achieved using a Zvonkin-type transformation for the SDE.…

Probability · Mathematics 2025-10-02 Magnus C. Ørke

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

Fluid Dynamics · Physics 2021-04-21 Moritz Sieber , C. Oliver Paschereit , Kilian Oberleithner

We consider fixed points of steady solutions and flow directions using the boson Boltzmann equation that is a one-dimensionally reduced kinetic equation after the angular integration. With an elastic collision integral of the two-to-two…

High Energy Physics - Phenomenology · Physics 2017-10-11 Kenji Fukushima , Koichi Murase , Shi Pu

The existence and uniqueness are proved for the global positive solution to the system of stochastic differential equations describing a two-species mutualism model disturbed by the white noise, the centered and non-centered Poisson noises.…

Probability · Mathematics 2020-03-30 Olga Borysenko , Oleksandr Borysenko

We consider the stochastic electrokinetic flow in a smooth bounded domain $\mathcal{D}$, modelled by a Nernst-Planck-Navier-Stokes system with a blocking boundary conditions for ionic species concentrations, perturbed by multiplicative…

Analysis of PDEs · Mathematics 2021-12-22 Zhaoyang Qiu , Huaqiao Wang

At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…

Adaptation and Self-Organizing Systems · Physics 2022-04-12 Jeremy Worsfold , Tim Rogers , Paul Milewski

We consider the Navier-Stokes system describing the motion of a compressible barotropic fluid driven by stochastic external forces. Our approach is semi-deterministic, based on solving the system for each fixed representative of the random…

Analysis of PDEs · Mathematics 2012-06-06 Eduard Feireisl , Bohdan Maslowski , Antonin Novotny

This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in…

Probability · Mathematics 2025-01-14 Yufei Shao , Xianliang Zhao

A continuous-state branching process in varying environments is constructed by the pathwise unique solution to a stochastic integral equation driven by time-space noises. The process arises naturally in the limit theorem of Galton--Watson…

Probability · Mathematics 2020-03-04 Rongjuan Fang , Zenghu Li

The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…

Fluid Dynamics · Physics 2016-03-02 N Machicoane , M López-Caballero , L Fiabane , J-F Pinton , M Bourgoin , J Burguete , R Volk

The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…

Probability · Mathematics 2023-11-28 Paul Gassiat , Benjamin Gess , Pierre-Louis Lions , Panagiotis E. Souganidis

A Galton-Watson branching process with immigration evolving in a random environment is considered. Its associated random walk is assumed to be oscillating. We prove a functional limit theorem in which the process under consideration is…

Probability · Mathematics 2020-03-17 V. I. Afanasyev

We introduce an analogue to Kato's Criterion regarding the inviscid convergence of stochastic Navier-Stokes flows to the strong solution of the deterministic Euler equation. Our assumptions cover additive, multiplicative and transport type…

Probability · Mathematics 2023-08-16 Daniel Goodair , Dan Crisan

In this paper, we consider a stochastic version of the Cahn-Hilliard-Brinkman model in a smooth two- or three-dimensional domain with dynamical boundary conditions. The system describes creeping two-phase flows and is basically a coupling…

Probability · Mathematics 2026-01-13 Z. Brzeźniak , A. Ndongmo Ngana , T. Tachim Medjo

The flow of nematic liquid crystals can be described by a highly nonlinear stochastic hydrodynamical model, thus is often influenced by random fluctuations, such as uncertainty in specifying initial conditions and boundary conditions. In…

Probability · Mathematics 2019-06-28 Lidan Wang , Jiang-Lun Wu , Guoli Zhou