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This letter reports on a new method of analysing experimentally gained time series with respect to different types of noise involved, namely, we show that it is possible to differentiate between dynamical and measurement noise. This method…

Data Analysis, Statistics and Probability · Physics 2009-11-07 M. Siefert , J. Peinke , R. Friedrich

Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…

Condensed Matter · Physics 2007-05-23 Miguel A. Munoz

We consider a viscous incompressible fluid interacting with a linearly elastic shell of Koiter type which is located at some part of the boundary. Recently models with stochastic perturbation in the shell equation have been proposed in the…

Analysis of PDEs · Mathematics 2024-01-10 Dominic Breit , Prince Romeo Mensah , Thamsanqa Castern Moyo

We consider a stochastic version of the point vortex system, in which the fluid velocity advects single vortices intermittently for small random times. Such system converges to the deterministic point vortex dynamics as the rate at which…

Probability · Mathematics 2023-11-28 Andrea Agazzi , Francesco Grotto , Jonathan C. Mattingly

An inviscid two-dimensional fluid model with nonlinear dispersion that arises simultaneously in coarse-grained descriptions of the dynamics of the Euler equation and in the description of non-Newtonian fluids of second grade is considered.…

Fluid Dynamics · Physics 2007-05-23 Balasubramanya T. Nadiga

We systematically derived hydrodynamic equations and transport coefficients for a class of multi-speed lattice Boltzmann models in D dimensions, using the multi-scale technique. The constitutive relation of physical fluid is recovered by a…

comp-gas · Physics 2008-02-03 Yu Chen , Hirotada Ohashi , Mamoru Akiyama

The long term aim is to use modern dynamical systems theory to derive discretisations of noisy, dissipative partial differential equations. As a first step we here consider a small domain and apply stochastic centre manifold techniques to…

Dynamical Systems · Mathematics 2025-10-20 A. J. Roberts

After reviewing the main features of anomalous energy transport in 1D systems, we report simulations performed with chains of noisy anharmonic oscillators. The stochastic terms are added in such a way to conserve total energy and momentum,…

Statistical Mechanics · Physics 2008-01-25 G. Basile , L. Delfini , S. Lepri , R. Livi , S. Olla , A. Politi

Inferring the causal structure of a set of random variables from a finite sample of the joint distribution is an important problem in science. Recently, methods using additive noise models have been suggested to approach the case of…

Machine Learning · Statistics 2012-07-24 Jonas Peters , Dominik Janzing , Bernhard Schölkopf

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

Analysis of PDEs · Mathematics 2020-06-19 Benjamin Gess , Scott Smith

A stochastic transport linear equation (STLE) with multiplicative space-time dependent noise is studied. It is shown that, under suitable assumptions on the noise, a multiplicative renormalization leads to convergence of the solutions of…

Probability · Mathematics 2019-11-27 Lucio Galeati

In this paper, we study a nonlinear fluid-structure interaction problem driven by a multiplicative, white-in-time noise. The problem consists of the Navier-Stokes equations describing the flow of an incompressible, viscous fluid in a 2D…

Analysis of PDEs · Mathematics 2024-02-14 Krutika Tawri

In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…

Dynamical Systems · Mathematics 2012-08-08 Hu Hongxiao

In the last few years it was proved that scalar passive quantities subject to suitable stochastic transport noise, and more recently that also vector passive quantities subject to suitable stochastic transport and stretching noise, weakly…

Probability · Mathematics 2024-07-16 Federico Butori , Franco Flandoli , Eliseo Luongo , Yassine Tahraoui

We consider the deterministic and stochastic versions of a first order non-autonomous differential equation which allows us to discuss the persistence of rivers ("fleuves") under noise.

Probability · Mathematics 2025-11-03 Michael Scheutzow , Michael Grinfeld

This article considers the variational wave equation with viscosity and transport noise as a system of three coupled nonlinear stochastic partial differential equations. We prove pathwise global existence, uniqueness, and temporal…

Analysis of PDEs · Mathematics 2026-01-08 Peter H. C. Pang

In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from…

Probability · Mathematics 2007-05-23 D. Blömker , G. A. Pavliotis , M. Hairer

We consider transport of passive particles in steady laminar plane flows of incompressible viscous fluids. While drifting along the streamlines, the particles experience alternating accelerations and slowdowns. For an ensemble of particles,…

Fluid Dynamics · Physics 2025-10-02 Michael A. Zaks , Alexander Nepomnyashchy

Complex fluids in shear flow and biased dynamics in crowded environments exhibit counterintuitive features which are difficult to address both at theoretical level and by molecular dynamic simulations. To understand some of these features…

Soft Condensed Matter · Physics 2012-09-19 Francesco Turci , Estelle Pitard , Mauro Sellitto

Stochastic fractionally dissipative quasi-geostrophic type equation on $R^d$ with a multiplicative Gaussian noise is considered. We prove the existence of a martingale solution. In the 2D sub-critical case we prove also the pathwise…

Probability · Mathematics 2017-02-10 Zdzislaw Brzezniak , Elżbieta Motyl