Related papers: Semi-martingale driven variational principles
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
We present a numerical investigation of stochastic transport in ideal fluids. According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles of transformation theory and multi-time homogenisation, respectively, imply a…
In this paper we study dynamic backward problems, with the computation of conditional expectations as a main objective, in a framework where the (forward) state process satisfies a Volterra type SDE, with fractional Brownian motion as a…
The stochastic variational approach for geophysical fluid dynamics was introduced by Holm (Proc Roy Soc A, 2015) as a framework for deriving stochastic parameterisations for unresolved scales. This paper applies the variational stochastic…
In this paper, we study the homogenization of the distribution-dependent stochastic abstract fluid models by combining the $two\!-\!scale$ convergence and martingale representative approach. A general framework of the homogenization…
The martingale part in the semimartingale decomposition of a Brownian motion with respect to an enlargement of its filtration, is an anticipative mapping of the given Brownian motion. In analogy to optimal transport theory, we define causal…
Hamiltonian variational principles provided, since 60s, the means of developing very successful wave theories for nonlinear free-surface flows, under the assumption of irrotationality. This success, in conjunction with the recognition that…
The hydrodynamical model of the collective behavior of animals consists of the Euler equation with additional non-local forcing terms representing the repulsive and attractive forces among individuals. This paper deals with the system…
The Euler-Poincar\'e approach to complex fluids is used to derive multiscale equations for computationally modelling Euler flows as a basis for modelling turbulence. The model is based on a \emph{kinematic sweeping ansatz} (KSA) which…
We derive a semi-geostrophic variational balance model for the three-dimensional Euler--Boussinesq equations on the non-traditional $f$-plane under the rigid lid approximation. The model is obtained by a small Rossby number expansion in the…
We consider a stochastic Volterra integral equation with regular path-dependent coefficients and a Brownian motion as integrator in a multidimensional setting. Under an imposed absolute continuity condition, the unique solution is a…
Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with…
In this work we recast the collisional Vlasov-Maxwell and Vlasov-Poisson equations as systems of coupled stochastic and partial differential equations, and we derive stochastic variational principles which underlie such reformulations. We…
Stochastic field theories are often constructed phenomenologically, without a systematic assessment of thermodynamic consistency or local detailed balance. This may hinder a physical description of irreversibility at the field-theoretic…
In this article, we develop a semigroup-theoretic framework for the analytic characterisation of martingales with path-dependent terminal conditions. Our main result establishes that a measurable adapted process of the form \[ V(t) -…
In this paper we study a family of nonlinear (conditional) expectations that can be understood as a stochastic process with uncertain parameters. We develop a general framework which can be seen as a version of the martingale problem method…
The recent researches in non equilibrium and far from equilibrium systems have been proved to be useful for their applications in different disciplines and many subjects. A general principle to approach all these phenomena with a unique…
This paper introduces and studies a field theoretic analogue of the Clebsch variational principle of classical mechanics. This principle yields an alternative derivation of the covariant Euler-Poincar\'e equations that naturally includes…
In a recent paper (Abe S 2013 Phys. Rev. E 88 022142), a variational principle has been formulated for spatiotemporally-fractional Fokker-Planck equations and applied to derivations of their approximate analytic solutions based on the…
We present a derivation of a stochastic model of Navier Stokes equations that relies on a decomposition of the velocity fields into a differentiable drift component and a time uncorrelated uncertainty random term. This type of decomposition…