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Related papers: Stochastic Lagrangian Flows for SDEs with rough co…

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This paper is based on a formulation of the Navier-Stokes equations developed by P. Constantin and the first author (\texttt{arxiv:math.PR/0511067}, to appear), where the velocity field of a viscous incompressible fluid is written as the…

Probability · Mathematics 2010-03-16 Gautam Iyer , Jonathan Mattingly

In this paper, we extend our previous result from [16]. We prove that transport equations with rough coefficients do possess a uniqueness property. Our method relies strongly on duality and bears a strong resemblance with the well-known…

Analysis of PDEs · Mathematics 2017-12-29 Guillaume Lévy

In this paper, we establish the global well-posedness of stochastic 3D Leray-$\alpha$ model with general fractional dissipation driven by multiplicative noise. This model is the stochastic 3D Navier-Stokes equation regularized through a…

Analysis of PDEs · Mathematics 2018-06-08 Shihu Li , Wei Liu , Yingchao Xie

In this paper, we mainly study the turbulence of Lagrangian flow advected by stochastic 2D Navier-Stokes equations. It is proved that this system has observable full-horseshoes. The observable full-horseshoe means that it is a kind of…

Dynamical Systems · Mathematics 2023-11-10 Wen Huang , Jianhua Zhang

In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…

Probability · Mathematics 2025-05-07 Matthias Rakotomalala

Stochastic differential equations (SDEs) on compact foliated spaces were introduced a few years ago. As a corollary, a leafwise Brownian motion on a compact foliated space was obtained as a solution to an SDE. In this paper we construct…

Dynamical Systems · Mathematics 2020-03-05 Yuzuru Inahama , Kiyotaka Suzaki

In this paper we study the stochastic Navier-Stokes equation with artificial compressibility. The main results of this work are the existence and uniqueness theorem for strong solutions and the limit to incompressible flow. These results…

Probability · Mathematics 2010-12-07 Utpal Manna , Jose-Luis Menaldi , Sivaguru S. Sritharan

We deduce almost-sure exponentially fast mixing of passive scalars advected by solutions of the stochastically-forced 2D Navier-Stokes equations and 3D hyper-viscous Navier-Stokes equations in $\mathbb T^d$ subjected to non-denegenerate…

Analysis of PDEs · Mathematics 2019-05-13 Jacob Bedrossian , Alex Blumenthal , Samuel Punshon-Smith

In this paper, we study the convergence analysis for a robust stochastic structure-preserving Lagrangian numerical scheme in computing effective diffusivity of time-dependent chaotic flows, which are modeled by stochastic differential…

Numerical Analysis · Mathematics 2021-06-03 Zhongjian Wang , Jack Xin , Zhiwen Zhang

We consider non-degenerate SDEs with a $\beta$-Holder continuous and bounded drift term and driven by a Levy noise $L$ which is of $\alpha$-stable type. If $\alpha \in [1,2)$ and $\beta \in (1 - \frac{\alpha}{2},1) $ we show pathwise…

Dynamical Systems · Mathematics 2014-05-13 Enrico Priola

We consider a fluid governed by the randomly forced 2D Navier-Stokes system. It is assumed that the force is bounded, acts directly only on a small number of Fourier modes, and satisfies some natural decomposability and observability…

Analysis of PDEs · Mathematics 2024-11-18 Vahagn Nersesyan , Deng Zhang , Chenwan Zhou

In the current state of the art regarding the Navier--Stokes equations, the existence of unique solutions for incompressible flows in two spatial dimensions is already well-established. Recently, these results have been extended to models…

Analysis of PDEs · Mathematics 2024-11-11 Jean-Paul Adogbo , Piotr B. Mucha , Maja Szlenk

In this paper we derive a representation of the deterministic 3-dimensional Navier-Stokes equations based on stochastic Lagrangian paths. The particle trajectories obey SDEs driven by a uniform Wiener process; the inviscid Weber formula for…

Probability · Mathematics 2010-03-16 Peter Constantin , Gautam Iyer

The Eulerian-Lagrangian approach based on Large-Eddy Simulation (LES) is one of the most promising and viable numerical tools to study turbulent dispersed flows when the computational cost of Direct Numerical Simulation (DNS) becomes too…

Fluid Dynamics · Physics 2017-06-02 Alessio Innocenti , Cristian Marchioli , Sergio Chibbaro

In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as…

Fluid Dynamics · Physics 2015-01-13 J. -P. Minier , S. Chibbaro , S. B. Pope

In this article we prove the existence and uniqueness for degenerate stochastic differential equations with Sobolev (possibly singular) drift and diffusion coefficients in a generalized sense. In particular, our result covers the classical…

Probability · Mathematics 2010-09-07 Xicheng Zhang

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…

Numerical Analysis · Mathematics 2020-08-24 Junlong Lyu , Zhongjian Wang , Jack Xin , Zhiwen Zhang

We introduce Lagrangian Flow Networks (LFlows) for modeling fluid densities and velocities continuously in space and time. By construction, the proposed LFlows satisfy the continuity equation, a PDE describing mass conservation in its…

Machine Learning · Computer Science 2023-12-15 F. Arend Torres , Marcello Massimo Negri , Marco Inversi , Jonathan Aellen , Volker Roth

The nonuniqueness of Leray-Hopf solutions to the unforced incompressible 3D Navier-Stokes equations is one of the central open problems in mathematical fluid dynamics. In this paper, we provide, to our knowledge, the first rigorous…

Analysis of PDEs · Mathematics 2026-03-20 Thomas Hou , Yixuan Wang , Changhe Yang

This paper is concerned with the numerical analysis of the explicit Euler scheme for ordinary differential equations with non-Lipschitz vector fields. We prove the convergence of the Euler scheme to regular lagrangian flow (Diperna-Lions…

Classical Analysis and ODEs · Mathematics 2019-09-26 Juan D. Londoño , Christian Olivera