Related papers: Convergence of solutions of SDEs to Harris flows

In this paper we have constructed an approximation for the Harris flow and the Arratia flow using a sequence of independent stationary Gaussian processes as a perturbation. We have established what should be the relationship between the…

The splitting scheme (the Kato-Trotter formula) is applied to stochastic flows with common noise of the type introduced by Th.E.~Harris. The case of possibly coalescing flows with continuous infinitesimal covariance is considered and the…

We demonstrate the existence of a large number of exact solutions of plane Couette flow, which share the topology of known periodic solutions but are localized in space. Solutions of different size are organized in a snakes-and-ladders…

We are concerned with a stochastic mean curvature flow of graphs over a periodic domain of any space dimension. We establish existence of martingale solutions which are strong in the PDE sense and study their large-time behavior. Our…

In this note we extend the main results of [2] and [8], which concern the weak convergence of the $n$-point motions of smooth Harris flows to those of the Arratia flow, to the case when the covariance functions of these Harris flows…

Given a one-dimensional stochastic differential equation, one can associate to this equation a stochastic flow on $[0,+\infty )$, which has an absorbing barrier at zero. Then one can define its dual stochastic flow. In \cite{AW}, Akahori…

Motivated from time-inconsistent stochastic control problems, we introduce a new type of coupled forward-backward stochastic systems, namely, flows of forward-backward stochastic differential equations. They are systems consisting of a…

Applications of normalizing flows to the sampling of field configurations in lattice gauge theory have so far been explored almost exclusively in two space-time dimensions. We report new algorithmic developments of gauge-equivariant flow…

We present several new spatially localized equilibrium and traveling-wave solutions of plane Couette and channel flows. The solutions exhibit strikingly concentrated regions of vorticity that are flanked on either side by high-speed…

We identify most probable flows for Kunita Brownian motions, i.e. stochastic flows with Eulerian noise and deterministic drifts. Such stochastic processes appear for example in fluid dynamics and shape analysis modelling coarse scale…

A recent article by Li and Lv considered fully nonlinear contraction of convex hypersurfaces by certain nonhomogeneous functions of curvature, showing convergence to points in finite time in cases where the speed is a function of a…

We are concerned with a stochastic mean curvature flow of graphs with extra force over a periodic domain of any dimension. Based on compact embedding method of variational SPDE, we prove the existence of martingale solution. Moreover, we…

Existing fundamental theorems for mean-square convergence of numerical methods for stochastic differential equations (SDEs) require globally or one-sided Lipschitz continuous coefficients, while strong convergence results under merely local…

Motivated by the fact that in nature almost all phenomena behave randomly in some scales and deterministically in some other scales, we build up a framework suitable to tackle both deterministic and stochastic homogenization problems…

We show that the gradient flows associated with a recently found family of Morse functions converge exponentially to the roots of the symmetric continuous Hahn polynomials. By symmetry reduction the rate of the exponential convergence can…

In this paper, we study porous media flows in heterogeneous stochastic media. We propose an efficient forward simulation technique that is tailored for variational Bayesian inversion. As a starting point, the proposed forward simulation…

Stable and accurate finite element methods are presented for Darcy flow in heterogeneous porous media with an interface of discontinuity of the hydraulic conductivity tensor. Accurate velocity fields are computed through global or local…

In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…

For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect cocycles over the same metric dynamical system. The metric…

Invariant solutions of shear flows have recently been extended from spatially periodic solutions in minimal flow units to spatially localized solutions on extended domains. One set of spanwise-localized solutions of plane Couette flow…