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A famous feature of the Camassa-Holm equation is its admission of peaked soliton solutions known as peakons. We investigate this equation under the influence of stochastic transport. Noting that peakons are weak solutions of the equation,…

We introduce a stochastic perturbation of the Camassa-Holm equation such that, unlike previous formulations, energy is conserved by the stochastic flow. We compare this to a complementary approach which preserves Casimirs of the Poisson…

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

The relations between smooth and peaked soliton solutions are reviewed for the Camassa-Holm (CH) shallow water wave equation in one spatial dimension. The canonical Hamiltonian formulation of the CH equation in action-angle variables is…

Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

We show that wave breaking occurs with positive probability for the Stochastic Camassa-Holm (SCH) equation. This means that temporal stochasticity in the diffeomorphic flow map for SCH does not prevent the wave breaking process which leads…

A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…

The peakons discussed here are singular solutions of the dispersionless Camassa-Holm (CH) shallow water wave equation in one spatial dimension. These are reviewed in the context of asymptotic expansions and Euler-Poincar\'e variational…

We construct stochastic multisymplectic systems by considering a stochastic extension to the variational formulation of multisymplectic partial differential equations proposed in [Hydon, {\it Proc. R. Soc. A}, 461, 1627--1637, 2005]. The…

This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The Legendre transform of the Lagrangian formulation of these SPDEs yields their Lie-Poisson Hamiltonian…

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this…

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…

We study the problem of learning the law of linear stochastic partial differential equations (SPDEs) with additive Gaussian forcing from spatiotemporal observations. Most existing deep learning approaches either assume access to the driving…

Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…

Stochastic dynamics has emerged as one of the key themes ranging from models in applications to theoretical foundations in mathematics. One class of stochastic dynamics problems that has received considerable attention recently are…

The Camassa-Holm equation (CH) is a well known integrable equation describing the velocity dynamics of shallow water waves. This equation exhibits spontaneous emergence of singular solutions (peakons) from smooth initial conditions. The CH…

We demonstrate for the first time the possibility for explicit construction in a discrete Hamiltonian model of an exact solution of the form $\exp(-|n|)$, i.e., a discrete peakon. These discrete analogs of the well-known, continuum peakons…