Related papers: From additive to transport noise in 2D fluid dynam…
We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…
In this paper, we establish a moderate deviation principle for an abstract nonlinear equation forced by random noise of L\'evy type. This type of equation covers many hydrodynamical models, including stochastic 2D Navier-Stokes equations,…
In recent years, research and development in nanoscale science and technology have grown significantly, with electrical transport playing a key role. A natural challenge for its description is to shed light on anomalous behaviours observed…
A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…
We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…
We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
We consider stochastic 2D Euler equations with $L^2$-initial vorticity and driven by L\'evy transport noise in the Marcus sense. Under a suitable scaling limit of the noises, we prove that the weak solutions converge weakly to the unique…
A linear stochastic vector advection equation is considered. The equation may model a passive magnetic field in a random fluid. The driving velocity field is a integrable to a certain power and the noise is infinite dimensional. We prove…
In this paper, we establish a large deviation principle for stochastic models of two-dimensional second grade fluids driven by L\'evy noise. The weak convergence method introduced by Budhiraja, Dupuis and Maroulas in [5] plays a key role.
A stochastic version of the two-layer quasi-geostrophic model (2LQG) with multiplicative transport noise is analysed. This popular intermediate complexity model describes large scale atmosphere and ocean dynamics at the mid-latitudes. The…
We introduce a stochastic version of Proudman-Taylor model, a 2D-3C fluid approximation of the 3D Navier-Stokes equations, with the small-scale turbulence modeled by a transport-stretching noise. For this model we may rigorously take a…
A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…
We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…
We study anomalous charged fluid in $2n$-dimensions ($n\geq 2$) up to sub-leading derivative order. Only the effect of gauge anomaly is important at this order. Using the Euclidean partition function formalism, we find the constraints on…
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of…
We investigate theoretically and numerically transport noise-induced diffusion in flows on the sphere. Previous analysis on the torus demonstrated that suitably chosen transport noise in the Euler equations leads to diffusive behavior…
We estimate the time a point or set, respectively, requires to approach the attractor of a radially symmetric gradient type stochastic differential equation driven by small noise. Here, both of these times tend to infinity as the noise gets…
We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDEs) driven by space-time noise, for multiplicative and additive noise. We examine convergence of…
This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…