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In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Probability · Mathematics 2021-06-09 Michael Röckner , Longjie Xie , Li Yang

The steady motion of a viscous incompressible fluid in a multiply-connected, planar, bounded domain (perforated with a large number of small holes) is modeled through the Navier-Stokes equations with non-homogeneous Dirichlet boundary data…

Analysis of PDEs · Mathematics 2025-02-25 Clara Patriarca , Gianmarco Sperone

In the finite element analysis with fast decoupled time integration scheme for viscoelastic fluid (the Leonov model) flow, we investigate strong nonlinear behavior in 2D creeping contraction flow. The algorithm is applicable in the whole…

Fluid Dynamics · Physics 2011-11-02 Youngdon Kwon

We propose a stochastic model reduction strategy for deterministic and stochastic slow-fast systems with finite time-scale separation. The stochastic model reduction relaxes the assumption of infinite time-scale separation of classical…

Statistical Mechanics · Physics 2018-04-26 Jeroen Wouters , Georg A. Gottwald

We present a generalization of Krylov-Rozovskii's result on the existence and uniqueness of solutions to monotone stochastic differential equations. As an application, the stochastic generalized porous media and fast diffusion equations are…

Probability · Mathematics 2007-05-23 Jiagang Ren , Michael Röckner , Feng-Yu Wang

We consider a singularly perturbed second order elliptic system in the whole space. The coefficients of the systems fast oscillate and depend both of slow and fast variables. We obtain the homogenized operator and in the uniform norm sense…

Mathematical Physics · Physics 2007-05-23 Denis Borisov

The work treats systems combining slow and fast motions depending on each other where fast motions are perturbations of families of either dynamical systems or Markov processes with freezed slow variable. In the first case we consider…

Dynamical Systems · Mathematics 2013-02-21 Yuri Kifer

Using the formalism of rigorous statistical mechanics, we study the phenomena of phase separation and freezing-point depression upon freezing of solutions. Specifically, we devise an Ising-based model of a solvent-solute system and show…

Mathematical Physics · Physics 2007-05-23 Kenneth Alexander , Marek Biskup , Lincoln Chayes

A hierarchical system of equations is introduced to describe dynamics of `sizes' of infinite clusters which coagulate and fragmentate with homogeneous rates of certain form. We prove that this system of equations is solved weakly by…

Probability · Mathematics 2018-09-03 Kenji Handa

We present a universal view on diffusive behaviour in chaotic spatially extended systems for anisotropic and isotropic media. For anisotropic systems, strong chaos leads to diffusive behaviour (Brownian motion with drift) and weak chaos…

Dynamical Systems · Mathematics 2015-06-15 Georg A. Gottwald , Ian Melbourne

This work deals with the homogenization of an initial- and boundary-value problem for the doubly-nonlinear system $$ D_t w -\nabla\cdot \vec z = \nabla\cdot \vec h(x,t,x/\varepsilon), \qquad w\in \alpha(u,x/\varepsilon), \qquad \vec z\in…

Analysis of PDEs · Mathematics 2014-10-14 A. K. Nandakumaran , Augusto Visintin

In this paper, we study the asymptotic behaviors of solutions to the inhomogeneous Navier-Stokes-Vlasov system in $\mathbb{R}^{3}\times\mathbb{R}^{3}$, where the initial fluid density is allowed to vanish. We establish the uniform bound of…

Analysis of PDEs · Mathematics 2025-05-12 Hai-Liang Li , Ling-Yun Shou , Yue Zhang

We present several new phenomena about almost sure convergence on homogeneous chaoses that include Gaussian Wiener chaos and homogeneous sums in independent random variables. Concretely, we establish the fact that almost sure convergence on…

Probability · Mathematics 2019-02-25 Guillaume Poly , Guangqu Zheng

There are many problems that lead to analysis of dynamical systems in which one can distinguish motions of two types: slow one and fast one. An averaging over fast motion is used for approximate description of the slow motion. First…

Chaotic Dynamics · Physics 2009-11-11 A. I. Neishtadt , A. A. Vasiliev

We study the dynamics of an inertial particle coupled to forcing, dissipation, and noise in the small mass limit. We derive an expression for the limiting (homogenized) joint distribution of the position and (scaled) velocity degrees of…

Mathematical Physics · Physics 2018-04-04 Jeremiah Birrell , Janek Wehr

We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…

Numerical Analysis · Mathematics 2021-08-09 Andrea Bonito , Vivette Girault , Diane Guignard , Kumbakonam R. Rajagopal , Endre Süli

We study the asymptotic behavior of stochastic hyperbolic parabolic equations with slow and fast time scales. Both the strong and weak convergence in the averaging principe are established, which can be viewed as a functional law of large…

Probability · Mathematics 2020-11-12 Michael Röckner , Longjie Xie , Li Yang

The dynamics of many important high-dimensional dynamical systems are both chaotic and complex, meaning that strong reducing hypotheses are required to understand the dynamics. The highly influential chaotic hypothesis of Gallavotti and…

Chaotic Dynamics · Physics 2022-02-04 Caroline L. Wormell

We investigate the stochastic homogenization of a class of turbulent diffusions generated by non-local symmetric L\'evy operators with divergence-free drift fields in ergodic random environments, where neither the drift fields nor their…

Probability · Mathematics 2026-02-20 Xin Chen , Jian Wang , Kun Yin