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The inviscid 2D Boussinesq system with thermal diffusivity and multiplicative noise of transport type is studied in the $L^2$-setting. It is shown that, under a suitable scaling of the noise, weak solutions to the stochastic 2D Boussinesq…

Probability · Mathematics 2021-12-08 Dejun Luo

We prove the existence of a unique global strong solution for a stochastic two-dimensional Euler vorticity equation for incompressible flows with noise of transport type. In particular, we show that the initial smoothness of the solution is…

Analysis of PDEs · Mathematics 2020-10-23 Dan Crisan , Oana Lang

In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of these results, we prove sharp quantitative propagation of chaos…

Probability · Mathematics 2024-05-15 Kevin Hu , Kavita Ramanan , William Salkeld

We prove a stochastic version of the classical RAGE theorem that applies to the two-point motion generated by noisy transport equations. As a consequence, we identify a necessary and sufficient condition for the corresponding diffusive…

Analysis of PDEs · Mathematics 2025-07-16 Michele Coti Zelati , Martin Hairer , David Villringer

In this paper we analyze the theoretical properties of a stochastic representation of the incompressible Navier-Stokes equations defined in the framework of the modeling under location uncertainty (LU). This setup built from a stochastic…

Analysis of PDEs · Mathematics 2023-02-01 Arnaud Debussche , Berenger Hug , Etienne Memin

This work establishes the existence and regularity of random pullback attractors for parabolic partial differential equations with rough nonlinear multiplicative noise under natural assumptions on the coefficients. To this aim, we combine…

Probability · Mathematics 2024-01-26 Alexandra Neamtu , Tim Seitz

We review some basic results on existence and uniqueness of the invariant measure for the two-dimensional stochastic Navier-Stokes equations. A large part of the literature concerns the additive noise case; after revising these models, we…

Probability · Mathematics 2025-01-06 Benedetta Ferrario , Margherita Zanella

The 2D Euler equations are a simple but rich set of non-linear PDEs that describe the evolution of an ideal inviscid fluid, for which one dimension is negligible. Solving numerically these equations can be extremely demanding. Several…

Numerical Analysis · Mathematics 2023-01-18 Paolo Cifani , Sagy Ephrati , Milo Viviani

In this paper we consider the stochastic primitive equation for geophysical flows subject to transport noise and turbulent pressure. Admitting very rough noise terms, the global existence and uniqueness of solutions to this stochastic…

Analysis of PDEs · Mathematics 2022-10-26 Antonio Agresti , Matthias Hieber , Amru Hussein , Martin Saal

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

Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…

Analysis of PDEs · Mathematics 2018-02-08 Shirin Boroushaki , Nassif Ghoussoub

We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…

Statistical Mechanics · Physics 2023-12-12 Boris S. Maryshev , Lyudmila S. Klimenko

A recently developed non-linear fluctuating hydrodynamics theory has been quite successful in describing various features of anomalous energy transport. However the diffusion and the noise terms present in this theory are not derived from…

Statistical Mechanics · Physics 2019-01-23 Asaf Miron , Julien Cividini , Anupam Kundu , David Mukamel

The Kolmogorov equation associated to a stochastic 2D Euler equations with transport type noise and random initial conditions is studied by a direct approach, based on Fourier analysis, Galerkin approximation and Wiener chaos methods. The…

Probability · Mathematics 2019-05-17 Franco Flandoli , Dejun Luo

We introduce an analogue to Kato's Criterion regarding the inviscid convergence of stochastic Navier-Stokes flows to the strong solution of the deterministic Euler equation. Our assumptions cover additive, multiplicative and transport type…

Probability · Mathematics 2023-08-16 Daniel Goodair , Dan Crisan

We prove the existence and uniqueness of global, probabilistically strong, analytically strong solutions of the 2D Stochastic Navier-Stokes Equation under Navier boundary conditions. The choice of noise includes a large class of additive,…

Probability · Mathematics 2023-08-17 Daniel Goodair

This work is a continuation of the authors' work for the stochastic 2D Euler equation driven by transport type noise. Here we lift the incompressibility constraint. Instead we assume a weighted incompressibility condition. This condition is…

Analysis of PDEs · Mathematics 2021-01-15 Dan Crisan , Oana Lang

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

In this work we set the stage for a new probabilistic pathwise approach to effectively calibrate a general class of stochastic nonlinear fluid dynamics models. We focus on a 2D Euler SALT equation, showing that the driving stochastic…

Probability · Mathematics 2023-05-10 Oana Lang , Wei Pan

The existence of random attractors for a large class of stochastic partial differential equations (SPDE) driven by general additive noise is established. The main results are applied to various types of SPDE, as e.g. stochastic…

Analysis of PDEs · Mathematics 2011-07-21 Benjamin Gess , Wei Liu , Michael Roeckner