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We study the convergence properties of the conditional (Kullback-Leibler) entropy in stochastic systems. We have proved very general results showing that asymptotic stability is a necessary and sufficient condition for the monotone…

Statistical Mechanics · Physics 2008-04-15 Michael C. Mackey , Marta Tyran-Kaminska

We prove a priori bounds for solutions of stochastic reaction diffusion equations with super-linear damping in the reaction term. These bounds provide a control on the supremum of solutions on any compact space-time set which only depends…

Analysis of PDEs · Mathematics 2018-09-24 Augustin Moinat , Hendrik Weber

The phenomenon of dissipation enhancement by transport noise is shown for stochastic 2D Navier-Stokes equations in velocity form. In the 3D case, suppression of blow-up is proved for stochastic Navier-Stokes equations in vorticity form; in…

Probability · Mathematics 2023-10-03 Dejun Luo

We analyze transport on a graph with multiple constraints and where the weight of the edges connecting the nodes is a dynamical variable. The network dynamics results from the interplay between a nonlinear function of the flow, dissipation,…

Statistical Mechanics · Physics 2023-11-28 Frederic Folz , Kurt Mehlhorn , Giovanna Morigi

In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zishun Liu , Saber Jafarpour , Yongxin Chen

We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…

Optimization and Control · Mathematics 2011-11-09 Q. -C. Pham , N. Tabareau , J. -J. Slotine

Origin of hydrodynamic turbulence in rotating shear flows is investigated. The particular emphasis is the flows whose angular velocity decreases but specific angular momentum increases with increasing radial coordinate. Such flows are…

High Energy Astrophysical Phenomena · Physics 2013-02-19 Banibrata Mukhopadhyay , Amit K. Chattopadhyay

The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…

Condensed Matter · Physics 2009-10-22 S. J. B. Einchcomb , A. J. McKane

This paper is concerned with stochastic systems whose state is a diffusion process governed by an Ito stochastic differential equation (SDE). In the framework of a nominal white-noise model, the SDE is driven by a standard Wiener process.…

Optimization and Control · Mathematics 2023-05-23 Igor G. Vladimirov

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

Probability · Mathematics 2013-03-19 Ennio Fedrizzi , Franco Flandoli

This paper is concerned with the stochastic generalized Ginzburg-Landau equation driven by a multiplicative noise of jump type. By a prior estimate, weak convergence and monotonicity technique, we prove the existence and uniqueness of the…

Analysis of PDEs · Mathematics 2023-01-10 Lin Lin , Hongjun Gao

We study Rayleigh B\'enard convection based on the Boussinesq approximation. We are interested in upper bounds on the Nusselt number $\mathrm{Nu}$, the upwards heat transport, in terms of the Rayleigh number $\mathrm{Ra}$, that…

Analysis of PDEs · Mathematics 2014-12-17 Antoine Choffrut , Camilla Nobili , Felix Otto

We establish a new version of the stochastic Strichartz estimate for the stochastic convolution driven by jump noise which we apply to the stochastic nonlinear Schr\"{o}dinger equation with nonlinear multiplicative jump noise in the Marcus…

Probability · Mathematics 2021-04-20 Zdzisław Brzeźniak , Wei Liu , Jiahui Zhu

We obtain energy estimates for a transport and stretching noise under Leray Projection on a 2D bounded convex domain, in Sobolev Spaces of arbitrarily high order. The estimates are taken in equivalent inner products, defined through powers…

Analysis of PDEs · Mathematics 2024-08-27 Daniel Goodair

Let an infinite, homogeneous, many-body quantum system be unitarily evolved for a long time from a state where two halves are independently thermalized. One says that a non-equilibrium steady state emerges if there are nonzero steady…

Strongly Correlated Electrons · Physics 2015-07-28 Benjamin Doyon

Chaos, in quantum systems, can be diagnosed by certain out-of-time-order correlators (OTOCs) that obey the chaos bound of Maldacena, Shenker, and Stanford (MSS). We begin by deriving a dispersion relation for this class of OTOCs, implying…

High Energy Physics - Theory · Physics 2022-04-20 Sandipan Kundu

We consider linear and nonlinear transport equations with irregular velocity fields, motivated by models coming from mean field games. The velocity fields are assumed to increase in each coordinate, and the divergence therefore fails to be…

Analysis of PDEs · Mathematics 2023-07-13 Pierre-Louis Lions , Benjamin Seeger

We consider a purely harmonic chain of oscillators which is perturbed by a stochastic noise. Under this perturbation, the system exhibits two conserved quantities: the volume and the energy. At the level of the hydrodynamic limit, under…

Probability · Mathematics 2025-05-16 Patrícia Gonçalves , Kohei Hayashi , João Pedro Mangi

This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are…

Mathematical Physics · Physics 2019-01-15 Darryl D. Holm

Using the relation of a set of nonlinear Langevin equations with reaction-diffusion processes, we note the existence of a maximal strength of the noise for the stochastic traveling wave solutions of these equations. Its determination is…

High Energy Physics - Phenomenology · Physics 2008-11-26 Robi Peschanski