Related papers: On Stochastic Shell Models of Turbulence
We consider a class of one-dimensional nonlinear stochastic parabolic problems associated with Sellers and Budyko diffusive energy balance climate models with a Legendre weighted diffusion and an additive cylindrical Wiener processes…
The linear stability of a shear-thinning, viscoelastic fluid undergoing any of the canonical rectilinear shear flows, viz., plane Couette flow and pressure-driven flow through a channel or a tube is analyzed in the creeping-flow limit using…
In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from…
In this paper we study the spatial and temporal behaviour of the dynamic processes in porous elastic mixtures. For the spatial behaviour we use the time-weighted surface power function method in order to obtain a more precisely…
We consider stochastic partial differential equations on $\mathbb{R}^{d}, d\geq 1$, driven by a Gaussian noise white in time and colored in space, for which the pathwise uniqueness holds. By using the Skorokhod representation theorem we…
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…
A new model for viscoelastic phase separation is proposed, based on a systematically derived conservative two-fluid model. Dissipative effects are included by phenomenological viscoelastic terms. By construction, the model is consistent…
We propose a new approach to models of general compressible viscous fluids based on the concept of dissipative solutions. These are weak solutions satisfying the underlying equations modulo a defect measure. A dissipative solution coincides…
We present the mathematical analysis of the stationary Oldroyd model with diffusive stress: existence and uniqueness of weak solutions is shown if the source terms are small enough or if the Reynolds and Weissenberg numbers are small…
In this study we investigate shallow turbidity density currents and underflows from mechanical point of view. We propose a simple hyperbolic model for such flows. On one hand, our model is based on very basic conservation principles. On the…
Recent work suggests unstable recurrent solutions of the equations governing fluid flow can play an important role in structuring the dynamics of turbulence. Here we present a method for detecting intervals of time where turbulence…
We consider the Navier-Stokes equations in $\mathbb R^d$ ($d=2,3$) with a stochastic forcing term which is white noise in time and coloured in space; the spatial covariance of the noise is not too regular, so It\^o calculus cannot be…
In this paper, we study a nonlinear fluid-structure interaction problem driven by a multiplicative, white-in-time noise. The problem consists of the Navier-Stokes equations describing the flow of an incompressible, viscous fluid in a 2D…
Developed turbulent motion of fluid still lacks an analytical description despite more than a century of active research. Nowadays phenomenological ideas are widely used in practical applications, such as small-scale closures for numerical…
We adopt an input-output approach to analyze the effect of persistent white-in-time structured stochastic base flow perturbations on the mean-square properties of the linearized Navier-Stokes equations. Such base flow variations enter the…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
We introduce a novel concept of dissipative measure-valued martingale solution to the stochastic Euler equations describing the motion of an inviscid incompressible fluid. These solutions are characterized by a parametrized Young measure…
We consider a stochastic partial differential equation with piecewise constant coefficients driven by a multiplicative space-time white noise. The existence and uniqueness of the mild solution in Walsh sense is established. We mainly study…
In this article, we consider a stochastic PDE of parabolic type, driven by a space-time white-noise, and its numerical discretization in time with a semi-implicit Euler scheme. When the nonlinearity is assumed to be bounded, then a…
A LDP is proved for the inviscid shell model of turbulence. As the viscosity coefficient converges to 0 and the noise intensity is multiplied by the square root of the viscosity, we prove that some shell models of turbulence with a…