Related papers: On Linear Stochastic Flows
A plane non-parallel vortex flow in a square fluid domain is examined. The energy dissipation of the flow is dominated by viscosity and linear friction effect of a Hartmann layer. This is a traditional Navier-Stokes flow when the linear…
We consider nonautonomous semilinear evolution equations of the form \label{semilineq} \frac{dx}{dt}= A(t)x+f(t,x). Here $A(t)$ is a (possibly unbounded) linear operator acting on a real or complex Banach space $\X$ and $f: \R\times\X\to\X$…
Stochastic models, based on random processes, may lead to power law distributions, which provide long range correlations. The observation of power law behavior and the presence of long range correlations in biological systems has been…
In this note, we study the non-linear evolution problem $dY_t = -A Y_t dt + B(Y_t) dX_t$, where $X$ is a $\gamma$-H\"older continuous function of the time parameter, with values in a distribution space, and $-A$ the generator of an…
The aim of the paper is to present various asymptotic behaviors of skew-evolution semiflows in Banach spaces, as exponential decay, instability, exponential in- stability and integral instability. Relations between these asymptotic…
The study of shear layer instability in compressible flows is key to understanding phenomena from aerodynamics to astrophysical jets. Blumen's seminal paper [``Shear layer instability of an inviscid compressible fluid," J. Fluid Mech. {\bf…
We develop a covariant formalism to study nonlinear perturbations of dissipative and interacting relativistic fluids. We derive nonlinear evolution equations for various covectors defined as linear combinations of the spatial gradients of…
We consider a stochastic flow on $\mathds{R}$ generated by an SDE with its drift being a function of bounded variation. We show that the flow is differentiable with respect to the initial conditions. Asymptotic properties of the flow are…
Spatially localized states play an important role in transition to turbulence in shear flows (Kawahara, Uhlmann & van Veen, Annu. Rev. Fluid Mech. 44, 203 (2012)). Despite the fact that some of them are attractors on the separatrix between…
We consider a scalar field governed by an advection-diffusion equation (or a more general evolution equation) with rapidly fluctuating, Gaussian distributed random coefficients. In the white noise limit, we derive the closed evolution…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
We show that a stochastic flow which is generated by a stochastic differential equation on $\R^d$ with bounded volatility has a random attractor provided that the drift component in the direction towards the origin is larger than a certain…
We investigate stochastic parabolic evolution equations with time-dependent random generators and locally Lipschitz continuous drift terms. Using pathwise mild solutions, we construct an infinite-dimensional stationary Ornstein-Uhlenbeck…
In this paper, we investigate the existence of mild solutions to Hilfer fractional equation of semi-linear evolution with non-instantaneous impulses, using the concepts of equicontinuous $C_{0}$-semigroup and Kuratowski measure of…
Many generative models originally developed in finite-dimensional Euclidean space have functional generalizations in infinite-dimensional settings. However, the extension of rectified flow to infinite-dimensional spaces remains unexplored.…
In cylindrical domain, we consider the nonstationary flow with prescribed inflow and outflow, modelled with Navier-Stokes equations under the slip boundary conditions. Using smallness of some derivatives of inflow function, external force…
We prove a new linearization principle for the nonlinear stability of solutions to semilinear evolution equations of parabolic type. We assume that the set of equilibria forms a finite dimensional manifold of normally stable and normally…
Let $U,H$ be two separable Hilbert spaces. The main goal of this paper is to study the weak uniqueness of the Stochastic Differential Equation evolving in $H$ \begin{align*} dX(t)=AX(t)dt+\mathcal{V}B(X(t))dt+GdW(t), \quad t>0, \quad X(0)=x…
This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal…
Consider an arbitrary closed, countably $n$-rectifiable set in a strictly convex $(n+1)$-dimensional domain, and suppose that the set has finite $n$-dimensional Hausdorff measure and the complement is not connected. Starting from this given…