Related papers: Spontaneously stochastic Arnold's cat
We study the Lagrangian trajectories of statistically isotropic, homogeneous, and stationary divergence free spatiotemporal random vector fields. We design this advecting Eulerian velocity field such that it gets asymptotically rough and…
We study inviscid limits of invariant measures for the 2D Stochastic Navier-Stokes equations. As shown in \cite{Kuksin2004} the noise scaling $\sqrt{{\nu}}$ is the only one which leads to non-trivial limiting measures, which are invariant…
Anomalous diffusion and L\'evy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate…
We use the spectral kinetic theory of soliton gas to investigate the likelihood of extreme events in integrable turbulence described by the one-dimensional focusing nonlinear Schr\"odinger equation (fNLSE). This is done by invoking a…
A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…
Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…
Modeling fluid turbulence using a 'skeleton' of coherent structures has traditionally progressed by focusing on a few canonical experiments, such as pipe flow and Taylor-Couette flow. We here consider an alternative canonical experiment,…
Multiplicative cascades have been used in turbulence to generate fields with multifractal statistics and long-range correlations. Examples of continuous and causal stochastic processes which generate such a random field have been carefully…
How stochastic, microscopic events generate deterministic, macroscopic properties is a fundamental question in physics. We address this question by developing a quantum master equation model for concentrated radical solutions, where random…
Turbulence is a complex system exhibiting both universal statistical features and prominent coherent structures. We model turbulence using coherent vortices distributed within a multi-scale statistical framework, termed `woven turbulence'.…
We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…
This paper develops a model that incorporates the presence of stochastic arbitrage explicitly in the Black--Scholes equation. Here, the arbitrage is generated by a stochastic bubble, which generalizes the deterministic arbitrage model…
A new construction technique of multiple solutions of the Euler equa- tion in strong spaces is introduced which reveals the relationship to multi- ple Navier Stokes equation solutions with special force terms while avoid- ing viscosity…
In this paper, we investigate the wave solutions of a stochastic rotating shallow water model. This approximate model provides an interesting simple description of the interplay between waves and random forcing ensuing either from the wind…
In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…
Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the…
Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…
This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…
We consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ driven by L\'evy noise. Applying the variational approach, global existence and uniqueness of strong probabilistic…