Related papers: Stability of densities for perturbed degenerate Di…
In this paper we prove a new strong uniqueness result and a weak existence result for possibly {\it degenerate} multidimensional stochastic differential equations with Sobolev diffusion coefficients and rough drifts. In particular, examples…
We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…
We investigate the effects of the propagation of a non-degenerate Brownian noise through a chain of deterministic differential equations whose coefficients are rough and satisfy a weak like H{\"o}rmander structure (i.e. a non-degeneracy…
The effect of Kolmogorov-size spherical particles on homogeneous and isotropic turbulence is investigated using particle-resolved direct numerical simulations at a Taylor-scale Reynolds number of $150$. Four monodisperse suspensions of…
This paper proves a Krylov-Safonov estimate for a multidimensional diffusion process whose diffusion coefficients are degenerate on the boundary. As applications the existence and uniqueness of invariant probability measures for the process…
Density is the turbulence statistics that is most readily available from observations. Different regimes of turbulence correspond to different density spectra. For instance, the viscosity-damped regime of MHD turbulence relevant, for…
We consider partial differential equations (PDE) of drift-diffusion type in the unit interval, supplemented by either two conservation laws or by a conservation law and a further boundary condition. We treat two different cases: (i) uniform…
We produce uniform and decaying bounds in time for derivatives of the solution to the backwards Kolmogorov equation associated to a stochastic processes governed by a time dependent dynamics. These hold under assumptions over the…
We establish a simple criterion for locating points where the transition density of a degenerate diffusion is strictly positive. Throughout, we assume that the diffusion satisfies a stochastic differential equation (SDE) on $\mathbf{R}^d$…
We consider It\^o uniformly nondegenerate equations with random coefficients. When the coefficients satisfy some low regularity assumptions with respect to the spatial variables and Malliavin differentiability assumptions on the sample…
We consider in this work a model conservative system subject to dissipation and Gaussian-type stochastic perturbations. The original conservative system possesses a continuous set of steady states, and is thus degenerate. We characterize…
We study the homogeneous isotropic turbulence of a shear-thinning fluid modeled by the Carreau model and show how the variable viscosity affects the multiscale behaviour of the turbulent flow. We show that Kolmogorov theory can be extended…
Particle simulations of the Kolmogorov flow are analyzed by the Landau-Lifshitz fluctuating hydrodynamics. It is shown that a spurious diffusion of the center of mass corrupts the statistical properties of the flow. The analytical…
We determine the cumulants of electromagnetic energy transmitted through one-dimensional disordered medium with absorption or amplification. For this purpose we derive the Keldysh nonlinear sigma-model action with a source term that…
Suspended particles can significantly alter the fluid properties and, in particular, can modify the transition from laminar to turbulent flow. We investigate the effect of heavy particle suspensions on the linear stability of the Kolmogorov…
In this paper we study the existence of densities for strongly degenerate stochastic differential equations whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
This thesis consists of two separate parts: in each we study the stability under small perturbations of certain probability models in different contexts. In the first, we study small random perturbations of a deterministic dynamical system…
This paper is concerned with a strongly degenerate convection-diffusion equation in one space dimension whose convective flux involves a non-linear function of the total mass to one side of the given position. This equation can be…
The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…