Related papers: The primitive equations with stochastic wind drive…
We show that, under reasonably mild hypotheses, the solution of the forced--dissipative rotating primitive equations of the ocean loses most of its fast, inertia--gravity, component in the small Rossby number limit as $t\to\infty$. At…
In this paper, we consider a stochastic version of the Cahn-Hilliard-Brinkman model in a smooth two- or three-dimensional domain with dynamical boundary conditions. The system describes creeping two-phase flows and is basically a coupling…
We study invariant random fields of nonlinear multiplicative stochastic heat equations in the weak disorder regime. Under a natural second-moment condition, we show that positive invariant fields are in one-to-one correspondence with…
We propose a method for developing the flows of stochastic dynamical systems, posed as Ito's stochastic differential equations, on a Riemannian manifold identified through a suitably constructed metric. The framework used for the stochastic…
Nonstationary and nonequilibrium processes are considered on the basis of an Enskog-Landau kinetic equation using a boundary conditions method. A nonstationary solution of this equation is found in the pair collision approximation. This…
Expectations of path integrals of killed stochastic processes play a central role in several applications across physics, chemistry, and finance. Simulation-based evaluation of these functionals is often biased and numerically expensive due…
This work is devoted to establishing the local-in-time well-posedness of strong solutions to the three-dimensional compressible primitive equations of atmospheric dynamics. It is shown that strong solutions exist, unique, and depend…
We study linear stochastic partial differential equations of parabolic type. We consider a new boundary value problem where a Cauchy condition is replaced by a prescribed average of the solution either over time and probabilistic space for…
The 3D-primitive equations with only horizontal viscosity are considered on a cylindrical domain $\Omega=(-h,h) \times G$, $G\subset \mathbb{R}^2$ smooth, with the physical Dirichlet boundary conditions on the sides. Instead of considering…
We derive and analyse well-posed boundary conditions for the linear shallow water wave equation. The analysis is based on the energy method and it identifies the number, location and form of the boundary conditions so that the initial…
In hydrodynamics, the momentum distribution of particles at the end of the evolution is completely determined by initial conditions. We study quantitatively to what extent anisotropic flow is determined by predictors such as the initial…
This paper concerns the large time asymptotic behavior of solutions to the free boundary problem of the compressible primitive equations in atmospheric dynamics with physical vacuum. Up to second order of the perturbations of an…
The probabilistic representation of weak solutions to a parabolic boundary value problem is established in the following framework. The boundary value problem consists of a second order parabolic equation defined on a time-varying Lipschitz…
Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…
We prove that, for a given spherically symmetric fluid distribution with tangential pressure on an initial spacelike hypersurface with a timelike boundary, there exists a unique, local in time solution to the Einstein equations in a…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…
This paper investigates existence results for path-dependent differential equations driven by a H{\"o}lder function where the integrals are understood in the Young sense. The two main results are proved via an application of Schauder…
The Cahn-Hilliard equation is the most common model to describe phase separation processes of a mixture of two components. For a better description of short-range interactions of the material with the solid wall, various dynamic boundary…
In this paper, we are concerned with the stochastic time-fractional diffusion-wave equations in a Hilbert space. The main objective of this paper is to establish properties of the stochastic weak solutions of the initial-boundary value…