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We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Nils Berglund , Barbara Gentz

In this paper, we study a class of multiscale McKean-Vlasov stochastic systems where the entire system depends on the distribution of the fast component. First of all, by the Poisson equation method we prove that the slow component…

Probability · Mathematics 2025-09-30 Jie Xiang , Huijie Qiao

We study the homogenization of nonlinear, first-order equations with highly oscillatory mixing spatio-temporal dependence. It is shown in a variety of settings that the homogenized equations are stochastic Hamilton-Jacobi equations with…

Analysis of PDEs · Mathematics 2020-09-25 Benjamin Seeger

We study the homogenization of a steady diffusion equation in a highly heterogeneous medium made of two subregions separated by a periodic barrier through which the flow is proportional to the jump of the temperature by a layer conductance…

Analysis of PDEs · Mathematics 2008-11-08 Abdelhamid Ainouz

We consider families of fast-slow skew product maps of the form \begin{align*} x_{n+1} = x_n+\epsilon a(x_n,y_n,\epsilon), \quad y_{n+1} = T_\epsilon y_n, \end{align*} where $T_\epsilon$ is a family of nonuniformly expanding maps, and prove…

Dynamical Systems · Mathematics 2017-05-02 A. Korepanov , Z. Kosloff , I. Melbourne

We consider a system of nonlinear partial differential equations describing the motion of an incompressible chemically reacting generalized Newtonian fluid in three space dimensions. The governing system consists of a steady…

Numerical Analysis · Mathematics 2017-08-29 Seungchan Ko , Endre Suli

This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…

Probability · Mathematics 2010-01-15 K. Pakdaman , M. Thieullen , G. Wainrib

We consider the Nernst-Planck-Stokes system on a bounded domain of $\mathbb{R}^d$, $d=2,3$ with general nonequilibrium Dirichlet boundary conditions for the ionic concentrations. It is well known that, in a wide range of cases, equilibrium…

Analysis of PDEs · Mathematics 2025-01-09 Fizay-Noah Lee

We analyze behavior of weak solutions to compressible fluid flows in a bounded domain in $\mathbb{R}^3$, randomly perforated by tiny balls with random size. Assuming the radii of the balls scale like $\varepsilon^\alpha$, $\alpha > 3$, with…

Analysis of PDEs · Mathematics 2021-07-26 Peter Bella , Florian Oschmann

Stochastic modelling necessitates an interpretation of noise. In this paper, we describe the loss of deterministically stable behaviour in a fundamental fluid mechanics problem, conditional to whether noise is introduced in the sense of…

Dynamical Systems · Mathematics 2025-03-17 Theo Diamantakis , James Woodfield

The Lagrangian approach is natural to study issues of turbulent dispersion and mixing. We propose in this work a general Lagrangian stochastic model including velocity and acceleration as dynamical variables for inhomogeneous turbulent…

Fluid Dynamics · Physics 2020-05-01 Alessio Innocenti , Nicolas Mordant , Nick Stelzenmuller , Sergio Chibbaro

In recent years, substantial progress was made towards understanding convergence of fast-slow deterministic systems to stochastic differential equations. In contrast to more classical approaches, the assumptions on the fast flow are very…

Dynamical Systems · Mathematics 2019-06-18 Ilya Chevyrev , Peter K. Friz , Alexey Korepanov , Ian Melbourne , Huilin Zhang

In this document, we deal with the stabilization problem of slow-fast systems (or singularly perturbed Ordinary Differential Equations) at a non-hyperbolic point. The class of systems studied here have the following properties: 1) they have…

Systems and Control · Computer Science 2017-04-26 H. Jardon-Kojakhmetov , Jacquelien M. A. Scherpen , D. del Puerto-Flores

According to DiPerna-Lions theory, velocity fields with weak derivatives in $L^p$ spaces possess weakly regular flows. When a velocity field is perturbed by a white noise, the corresponding (stochastic) flow is far more regular in spatial…

Probability · Mathematics 2014-05-23 Fraydoun Rezakhanlou

In this paper, we prove the moderate deviations principle (MDP) for a general system of slow-fast dynamics. We provide a unified approach, based on weak convergence ideas and stochastic control arguments, that cover both the averaging and…

Probability · Mathematics 2017-06-02 Matthew R. Morse , Konstantinos Spiliopoulos

This paper provides mathematical analysis of an elementary fully discrete finite difference method applied to inhomogeneous (non-constant density and viscosity) incompressible Navier-Stokes system on a bounded domain. The proposed method…

Numerical Analysis · Mathematics 2023-02-28 Kohei Soga

In this paper, we aim to study the diffusion approximation for multi-scale McKean-Vlasov stochastic differential equations. More precisely, we prove the weak convergence of slow process $X^\varepsilon$ in $C([0,T];\mathbb{R}^n)$ towards the…

Probability · Mathematics 2022-06-07 Wei Hong , Shihu Li , Xiaobin Sun

We demonstrate that standard delay systems with a linear instantaneous and a delayed nonlinear term show weak chaos, asymptotically subdiffusive behavior, and weak ergodicity breaking if the nonlinearity is chosen from a specific class of…

Chaotic Dynamics · Physics 2024-07-15 Tony Albers , Lukas Hille , David Müller-Bender , Günter Radons

We study the large-time behavior of finite-energy weak solutions for the Vlasov-Navier-Stokes equations in a two-dimensional torus. We focus first on the homogeneous case where the ambient (incompressible and viscous) fluid carrying the…

Analysis of PDEs · Mathematics 2025-12-02 Raphaël Danchin , Ling-Yun Shou

We prove a stochastic averaging theorem for stochastic differential equations in which the slow and the fast variables interact. The approximate Markov fast motion is a family of Markov process with generator ${\mathcal L}_x$ for which we…

Probability · Mathematics 2019-02-19 Xue-Mei Li