Related papers: Exponential ergodicity for a stochastic two-layer …
We present embedding procedures for the non-Markovian stochastic Schr\"{o}dinger equations, arising from studies of quantum systems coupled with bath environments. By introducing auxiliary wave functions, it is demonstrated that the…
The double Heston model is one of the most popular option pricing models in financial theory. It is applied to several issues such that risk management and volatility surface calibration. This paper deals with the problem of global…
We consider a simple analytically tractable model of metastability and ageing. In this model, a particle can jump left or right by two steps to an unoccupied site, but only if the the site in between is occupied. We show that the model is…
Periodically forced turbulence is used as a test case to evaluate the predictions of two-equation and multiple-scale turbulence models in unsteady flows. The limitations of the two-equation model are shown to originate in the basic…
Rotating convection is considered on the tilted $f$-plane where gravity and rotation are not aligned. For sufficiently large rotation rates, $\Omega$, the Taylor-Proudman effect results in the gyroscopic alignment of anisotropic columnar…
The steady response of the stratosphere to a sea surface temperature (SST) forcing is considered in two separate theoretical models. It is first shown that anomalies in SST impose a geopotential anomaly at the tropopause. Solutions to the…
Effects of quasi-point vortices on the inertial range of scales in homogeneous two-dimensional turbulence (classic and quantum) have been studied using the notion of distributed chaos. Results of direct numerical simulations of decaying…
Turbulence and large-scale waves in the tropical region are studied using the spherical shallow water equations. With mesoscale vorticity forcing, both moist and dry systems show kinetic energy scaling that is dominated by rotational modes,…
Surface quasi geostrophy (SQG) describes the two-dimensional active transport of a temperature field in a strongly stratified and rotating environment. Besides its relevance to geophysics, SQG bears formal resemblance with various flows of…
The hindered diffusion model is introduced. It is a continuum model giving the dynamics of a conserved density. Similar to the spin-facilitated models, the kinetics are hindered by a fluctuating diffusion coefficient that decreases as the…
Smoothing operation to make continuous density field from observed point-like distribution of galaxies is crucially important for topological or morphological analysis of the large-scale structure, such as, the genus statistics or the area…
The goal of this note is to provide a theoretical explanation for the saturation of the drag coefficient in strong wind conditions. The hydrodynamic model under consideration takes into account the important effects of airborne droplets of…
This work develops a theoretical model for steady thermodynamic and kinematic profiles for severe convective storm environments, building off of the two-layer static energy framework developed in Agard and Emanuel (2017). The model is…
The momentum formulation of the surface quasi-geostrophic equations consists of two nonlinear terms, besides the pressure term, one of which cannot be written in a divergence form. When the anti-divergence operator is applied to such…
It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information. While the existing theory provides a rather complete picture…
Enstrophy is an averaged measure of fluid vorticity. This quantity is particularly important in {\em rotating} geophysical flows. We investigate the dynamical evolution of enstrophy for large-scale quasi-geostrophic flows under random wind…
Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…
The turbulent evolution of the shallow water system exhibits asymmetry in vorticity. This emergent phenomenon can be classified as "balanced", that is, it is not due to the inertial-gravity wave modes. The Quasi-Geostrophic (QG) system, the…
In the present paper we study slow-fast systems of coupled equations from fluid dynamics, where the fast component is perturbed by additive noise. We prove that, under a suitable limit of infinite separation of scales, the slow component of…
We study steady-state properties of inelastic gases in two-dimensions in the presence of an energy source. We generalize previous hydrodynamic treatments to situations where high and low density regions coexist. The theoretical predictions…