Related papers: Momentum Maps and Stochastic Clebsch Action Princi…
Kinetic theory describes a dilute monatomic gas using a distribution function $f(q,p,t)$, the expected phase-space density of particles. The distribution function evolves according to the collisionless Boltzmann equation in the high Knudsen…
We give a new result on the well-posedness of the two-dimensional Stochastic Harmonic Map flow, whose study is motivated by the Landau-Lifshitz-Gilbert model for thermal fluctuations in micromagnetics. We construct strong solutions that…
We devise an explicit method to integrate $\alpha$-stable stochastic differential equations (SDEs) with non-Lipschitz coefficients. To mitigate against numerical instabilities caused by unbounded increments of the L\'evy noise, we use a…
We consider stochastic optimization problems involving an expected value of a nonlinear function of a base random vector and a conditional expectation of another function depending on the base random vector, a dependent random vector, and…
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…
With the rapid development of computational techniques and scientific tools, great progress of data-driven analysis has been made to extract governing laws of dynamical systems from data. Despite the wide occurrences of non-Gaussian…
We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…
In this paper we consider the stochastic primitive equation for geophysical flows subject to transport noise and turbulent pressure. Admitting very rough noise terms, the global existence and uniqueness of solutions to this stochastic…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
Dynamics of collisionless plasma described by the Poisson-Vlasov equations is connected with the Hamiltonian motions of particles and their symmetries. The Poisson equation is obtained as a constraint arising from the gauge symmetries of…
Homogenisation theory has seen recent applications in deriving stochastic transport models for fluid dynamics. In this work, we first derive the stochastic Lagrange-to-Euler map that underpins stochastic transport noise in fluid dynamics as…
In this work we study a stochastic version of the Friedmann acceleration equation. This model has been proposed in the cosmology literature as a possible explanation of the uncertainty found in the experimental quantification of the Hubble…
We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension we numerically simulate singular solutions (peakons)…
Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…
We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…
We analyze the dynamical equations obeyed by a classical system with position-dependent mass. It is shown that there is a non-conservative force quadratic in the velocity associated to the variable mass. We construct the Lagrangian and the…
We discuss stochastic derivations, stochastic Hamiltonians and the flows that they generate, algebraic fluctuaion-dissipation theorems, etc., in a language common to both classical and quantum algebras. It is convenient to define distinct…
In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…
We propose a coordinate-invariant geometric formulation of the GENERIC stochastic differential equation, unifying reversible Hamiltonian and irreversible dissipative dynamics within a differential-geometric framework. Our construction…
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…