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This paper concerns the McKean-Vlasov stochastic differential equation (SDE) with common noise. An appropriate definition of a weak solution to such an equation is developed. The importance of the notion of compatibility in this definition…

Probability · Mathematics 2020-06-29 William R. P. Hammersley , David Šiška , Łukasz Szpruch

The problem of pattern formation in a generic two species reaction--diffusion model is studied, under the hypothesis that only one species can diffuse. For such a system, the classical Turing instability cannot take place. At variance, by…

Statistical Mechanics · Physics 2013-09-16 Laura Cantini , Claudia Cianci , Duccio Fanelli , Emma Massi , Luigi Barletti

We study the tamed magnetohydrodynamics equations, introduced recently in a paper by the author, perturbed by multiplicative Wiener noise of transport type on the whole space $\mathbb{R}^{3}$ and on the torus $\mathbb{T}^{3}$. In a first…

Analysis of PDEs · Mathematics 2020-04-24 Andre Schenke

We consider ergodic backward stochastic differential equations, in a setting where noise is generated by a countable state uniformly ergodic Markov chain. We show that for Lipschitz drivers such that a comparison theorem holds, these…

Probability · Mathematics 2012-07-25 Samuel N. Cohen , Ying Hu

We prove that every Markov solution to the three dimensional Navier-Stokes equation with periodic boundary conditions driven by additive Gaussian noise is uniquely ergodic. The convergence to the (unique) invariant measure is exponentially…

Mathematical Physics · Physics 2009-11-13 Marco Romito

A dyadic shell model for the Navier-Stokes equations is studied in the context of turbulence. The model is an infinite nonlinearly coupled system of ODEs. It is proved that the unique fixed point is a global attractor, which converges to…

Analysis of PDEs · Mathematics 2009-11-13 Alexey Cheskidov , Susan Friedlander

The inviscid 2D Boussinesq system with thermal diffusivity and multiplicative noise of transport type is studied in the $L^2$-setting. It is shown that, under a suitable scaling of the noise, weak solutions to the stochastic 2D Boussinesq…

Probability · Mathematics 2021-12-08 Dejun Luo

In this paper we aim at generalizing the results of A. K. Zvonkin and A. Y. Veretennikov on the construction of unique strong solutions of stochastic differential equations with singular drift vector field and additive noise in the…

Probability · Mathematics 2019-03-15 David Baños , Martin Bauer , Thilo Meyer-Brandis , Frank Proske

We establish stability and pathwise uniqueness of solutions to Wiener noise driven McKean-Vlasov equations with random non-Lipschitz continuous coefficients. In the deterministic case, we also obtain the existence of unique strong…

Probability · Mathematics 2024-11-05 Alexander Kalinin , Thilo Meyer-Brandis , Frank Proske

Thermodynamically consistent models for two-phase flow in porous media have attracted significant attention in recent years. In this paper, we prove the existence, uniqueness and regularity of the weak solution to such a recent model…

Analysis of PDEs · Mathematics 2026-02-05 Huangxin Chen , Jisheng Kou , Haitao Leng , Shuyu Sun , Hai Zhao

We prove a uniqueness result for weak solutions to the Vlasov-Navier-Stokes system in two dimensions, both in the whole space and in the periodic case, under a mild decay condition on the initial distribution function. The main result is…

Analysis of PDEs · Mathematics 2017-10-23 Daniel Han-Kwan , Évelyne Miot , Ayman Moussa , Iván Moyano

In this paper, we show the existence and uniqueness of a strong solution to stochastic 3D tamed Navier-Stokes equations driven by multiplicative Levy noise with periodic boundary conditions. Then we establish the large deviation principles…

Probability · Mathematics 2020-02-24 Zhao Dong , Rangrang Zhang

We obtain a perfect sampling characterization of weak ergodicity for backward products of finite stochastic matrices, and equivalently, simultaneous tail triviality of the corresponding nonhomogeneous Markov chains. Applying these ideas to…

Statistics Theory · Mathematics 2016-01-07 Nick Whiteley , Anthony Lee

This paper is concerned with the existence of invariant measure for 3D stochastic primitive equations driven by linear multiplicative noise under non-periodic boundary conditions. The common method is to apply Sobolev imbedding theorem to…

Probability · Mathematics 2018-01-30 Rangrang Zhang , Guoli Zhou

A phenomenological turbulence model in which the energy spectrum obeys a nonlinear diffusion equation is presented. This equation respects the scaling properties of the original Navier-Stokes equations and it has the Kolmogorov -5/3 cascade…

Fluid Dynamics · Physics 2007-05-23 Colm Connaughton , Sergey Nazarenko

We study constrained 2-dimensional Navier-Stokes Equations driven by a multiplicative Gaussian noise in the Stratonovich form. In the deterministic case [4] we showed the existence of global solutions only on a two dimensional torus and…

Analysis of PDEs · Mathematics 2018-01-11 Zdzisław Brzeźniak , Gaurav Dhariwal

A new approach to the old-standing problem of the anomaly of the scaling exponents of nonlinear models of turbulence has been proposed and tested through numerical simulations. This is achieved by constructing, for any given nonlinear…

Probability · Mathematics 2016-11-08 Hakima Bessaih , Benedetta Ferrario

This paper proves the uniqueness of measure for the two-dimensional Navier-Stokes equations under a random kick-force and a time-dependent deterministic force. By extending a result for uniqueness of measure for time-homogeneous Markov…

Analysis of PDEs · Mathematics 2016-07-01 Gregory Varner

We study the dynamics of perturbations in time delayed dynamical systems. Using a suitable space-time coordinate transformation, we find that the time evolution of the linearized perturbations (Lyapunov vector) can be mapped to the linear…

Statistical Mechanics · Physics 2009-11-10 Alejandro D. Sanchez , Juan M. Lopez , Miguel A. Rodriguez , Manuel A. Matias

We consider the stochastic Navier--Stokes equations in three dimensions and prove that the law of analytically weak solutions is not unique. In particular, we focus on three examples of a stochastic perturbation: an additive, a linear…

Probability · Mathematics 2021-10-28 Martina Hofmanová , Rongchan Zhu , Xiangchan Zhu