Related papers: Kolmogorov equations associated to the stochastic …
In this paper, we study the logarithmically regularized $2$D Euler system \eqref{e1}, which is derived by regularizing the Euler equation for the vorticity. We establish local well-posedness of the logarithmically regularized $2$D Euler…
We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…
This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…
The aim of this article is to show the global existence of both martingale and pathwise solutions of stochastic equations with a monotone operator, of the Ladyzenskaya-Smagorinsky type, driven by a general Levy noise. The classical approach…
We consider an initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a…
The hierarchy of exact equations is given that relates two-spatial-point velocity structure functions of arbitrary order with other statistics. Because no assumption is used, the exact statistical equations can apply to any flow for which…
The stochastic 2D Navier-Stokes equations on the torus driven by degenerate noise are studied. We characterize the smallest closed invariant subspace for this model and show that the dynamics restricted to that subspace is ergodic. In…
We consider the barotropic Navier--Stokes system driven by a physically well-motivated transport noise in both continuity as well as momentum equation. We focus on three different situations: (i) the noise is smooth in time and the…
We consider the vorticity form of 2D Navier--Stokes equations perturbed by an Ornstein--Uhlenbeck flow of transport type. Contrary to previous works where the random perturbation was interpreted as Stratonovich transport noise, here we…
We consider time discretizations of the two-dimensional Euler equation written in vorticity form. The discretization method uses a Crouch-Grossman integrator that proceeds in two stages: first freezing the velocity vector field at the…
We consider the Navier-Stokes system in two and three space dimensions perturbed by transport noise and subject to periodic boundary conditions. The noise arises from perturbing the advecting velocity field by space-time dependent noise…
The main difficulty in studying numerical method for stochastic evolution equations (SEEs) lies in the treatment of the time discretization (J. Printems. [ESAIM Math. Model. Numer. Anal. (2001)]). Although fruitful results on numerical…
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…
First, we consider Kolmogorov flow (a shear flow with a sinusoidal velocity profile) for 2D Navier-Stokes equation on a torus. Such flows, also called bar states, have been numerically observed as one type of metastable states in the study…
In the recent work [arXiv:2308.03216], Coghi and Maurelli proved pathwise uniqueness of solutions to the vorticity form of stochastic 2D Euler equation, with Kraichnan transport noise and initial data in $L^1\cap L^p$ for $p>3/2$. The aim…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial…
We analyze the non-Markovian stochastic Schroedinger equation describing a particle subject to spontaneous collapses in space (in the language of collapse models), or subject to a continuous measurement of its position (in the language of…
Stochastic processes associated with traveling wave solutions of the sine-Gordon equation are presented. The structure of the forward Kolmogorov equation as a conservation law is essential in the construction and so is the traveling wave…
Descriptions of complex physical or biological systems often include stochastic contributions, and these are commonly simulated using Wiener processes. In many cases however, non-Gaussian fluctuations may originate from non-Wiener processes…