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We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating…

Numerical Analysis · Mathematics 2021-06-08 Assyr Abdulle , Giacomo Garegnani , Grigorios A. Pavliotis , Andrew M. Stuart , Andrea Zanoni

A statistically stationary turbulence with a mean shear gradient is realized in a flow driven by suitable body forces. The flow domain is periodic in downstream and spanwise directions and bounded by stress free surfaces in the normal…

Chaotic Dynamics · Physics 2009-10-31 Joerg Schumacher , Bruno Eckhardt

We give a simple conceptual proof of the consistency of a test for multivariate uniformity in a bounded set $K \subset \mathbb{R}^d$ that is based on the maximal spacing generated by i.i.d. points $X_1, \ldots,X_n$ in $K$, i.e., the volume…

Statistics Theory · Mathematics 2017-08-31 Norbert Henze

We characterize the behavior of stochastic Navier-Stokes on $\mathbb{T} \times [-1,1]$ with Navier boundary conditions at high Reynolds number when initialized near Couette flow subject to small additive stochastic forcing. We take additive…

Analysis of PDEs · Mathematics 2026-03-03 Ryan Arbon , Jacob Bedrossian

We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…

Probability · Mathematics 2024-12-09 Katharina Schuh , Iain Souttar

We prove large-scale $C^\infty$ regularity for solutions of nonlinear elliptic equations with random coefficients, thereby obtaining a version of the statement of Hilbert's 19th problem in the context of homogenization. The analysis…

Analysis of PDEs · Mathematics 2020-05-20 Scott Armstrong , Samuel J. Ferguson , Tuomo Kuusi

In this paper, we study the asymptotic behavior of the normalized cadlag functions generated by the discrete Fourier transforms of a stationary centered square-integrable process, started at a point. We prove that the quenched invariance…

Probability · Mathematics 2018-02-16 David Barrera

We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…

Statistics Theory · Mathematics 2022-05-24 Niklas Dexheimer , Claudia Strauch

We derive necessary conditions for integrability in the Liouville sense of natural Hamiltonian systems with homogeneous potential of degree zero. We derive these conditions through an analysis of the differential Galois group of variational…

Dynamical Systems · Mathematics 2015-05-13 Guy Casale , Guillaume Duval , Andrzej J. Maciejewski , Maria Przybylska

We study homogenization for a class of generalized Langevin equations (GLEs) with state-dependent coefficients and exhibiting multiple time scales. In addition to the small mass limit, we focus on homogenization limits, which involve taking…

Mathematical Physics · Physics 2020-02-20 Soon Hoe Lim , Jan Wehr , Maciej Lewenstein

This paper is concerned with qualitative properties of bounded steady flows of an ideal incompressible fluid with no stagnation point in the two-dimensional plane R^2. We show that any such flow is a shear flow, that is, it is parallel to…

Analysis of PDEs · Mathematics 2018-10-03 Francois Hamel , Nikolai Nadirashvili

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

Probability · Mathematics 2013-03-19 Ennio Fedrizzi , Franco Flandoli

In this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are…

Probability · Mathematics 2009-01-21 Sophie Dede

We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients and unbounded divergence. In the first result we assume the drift is $L^{2}([0,T] \times \R^{d})\cap…

Analysis of PDEs · Mathematics 2022-07-06 Wladimir Neves , Christian Olivera

We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…

Probability · Mathematics 2025-11-26 Felix Otto , Christian Wagner

This note is about a drift-diffusion process $X$ with a time-independent, divergence-free drift $b$, where $b$ is a smooth Gaussian field that decorrelates over large scales. In two space dimensions, this just fails to fall into the…

Probability · Mathematics 2025-11-24 Peter Morfe , Felix Otto , Christian Wagner

The paper deals with homogenization of a model problem describing an immiscible compressible two-phase flow in random statistically homogeneous porous media. We derive the effective (macroscopic) problem and prove the convergence of…

Analysis of PDEs · Mathematics 2020-10-13 Brahim Amaziane , Leonid Pankratov , Andrey Piatnitski

We consider here the simplified Ericksen-Leslie system on the whole three-dimensional space. This system deals with the incompressible Navier-Stokes equations strongly coupled with a harmonic map flow which models the dynamical behavior for…

Analysis of PDEs · Mathematics 2021-07-21 Oscar Jarrin

Liouville-type theorems for the steady incompressible Navier-Stokes system are investigated for solutions in a three-dimensional slab with either no-slip boundary conditions or periodic boundary conditions. When the no-slip boundary…

Analysis of PDEs · Mathematics 2022-08-22 Jeaheang Bang , Changfeng Gui , Yun Wang , Chunjing Xie

We show that any smooth solution $(\mathbf{u},\mathbf{H})$ to the stationary equations of magneto-hydrodynamics (MHD) belonging to both spaces $L^6 (\mathbb{R}^3)$ and $BMO^{-1}(\mathbb{R}^3)$ must be identically zero. This is an extension…

Analysis of PDEs · Mathematics 2018-10-23 Simon Schulz
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