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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…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

This paper deals with uncertain dynamical systems in which predictions about the future state of a system are assessed by so called pseudomeasures. Two special cases are stochastic dynamical systems, where the pseudomeasure is the…

chao-dyn · Physics 2016-08-31 Andreas Hamm

In 1959, Batchelor predicted that the stationary statistics of passive scalars advected in fluids with small diffusivity $\kappa$ should display a $|k|^{-1}$ power spectrum along an inertial range contained in the viscous-convective range…

Analysis of PDEs · Mathematics 2020-12-24 Jacob Bedrossian , Alex Blumenthal , Sam Punshon-Smith

The authors consider stochastic aspects of the stabilization problem for two and three-dimensional Oseen equations with help of feedback control defined on a part of the fluid boundary. Stochastic issues arise when inevitable unpredictable…

Analysis of PDEs · Mathematics 2007-05-23 Jinqiao Duan , Andrei V. Fursikov

A novel method for stability and instability study of autonomous dynamical systems using the flow and divergence of the vector field is proposed. A relation between the method of Lyapunov functions and the proposed method is established.…

Systems and Control · Electrical Eng. & Systems 2020-04-02 Igor Furtat

We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…

Dynamical Systems · Mathematics 2021-12-24 Michal Branicki , Kenneth Uda

We present a novel framework for the probabilistic modelling of random fourth order material tensor fields, with a focus on tensors that are physically symmetric and positive definite (SPD), of which the elasticity tensor is a prime…

Computational Engineering, Finance, and Science · Computer Science 2025-04-03 Sharana Kumar Shivanand , Bojana Rosić , Hermann G. Matthies

We investigate a stochastic version of the Allen-Cahn-Navier-Stokes system in a smooth two- or three-dimensional domain with random initial data. The system consists of a Navier-Stokes equation coupled with a convective Allen-Cahn equation,…

Analysis of PDEs · Mathematics 2022-05-31 Andrea Di Primio , Maurizio Grasselli , Luca Scarpa

Many natural systems show emergent phenomena at different scales, leading to scaling regimes with signatures of chaos at large scales and an apparently random behavior at small scales. These features are usually investigated quantitatively…

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…

Dynamical Systems · Mathematics 2023-09-04 Chunxi Jiao , Georg A. Gottwald

Real-world decision-making problems often involve decision-dependent uncertainty, where the probability distribution of the random vector depends on the model decisions. Few studies focus on two-stage stochastic programs with this type of…

Optimization and Control · Mathematics 2025-07-08 Maria Bazotte , Margarida Carvalho , Thibaut Vidal

We prove that the statistical properties of random perturbations of a nonuniformly hyperbolic diffeomorphism are described by a finite number of stationary measures. We also give necessary and sufficient conditions for the stochastic…

Dynamical Systems · Mathematics 2011-11-10 Jose F. Alves , Vitor Araujo , Carlos H. Vasquez

We investigate instabilities in a stochastic mathematical model of cochlear dynamics. The cochlea is modeled as a spatio-temporal dynamical system made up of a spatially distributed array of coupled oscillators, together with the cochlear…

Biological Physics · Physics 2018-09-10 Maurice Filo , Bassam Bamieh

In this paper we analyze the transport of passive tracers by deterministic stationary incompressible flows which can be decomposed over an infinite number of spatial scales without separation between them. It appears that a low order…

Mathematical Physics · Physics 2009-11-10 Houman Owhadi

By analyzing two Kinetically Constrained Models of supercooled liquids we show that the anomalous transport of a driven tracer observed in supercooled liquids is another facet of the phenomenon of dynamical heterogeneity. We focus on the…

Statistical Mechanics · Physics 2016-07-06 Giacomo Gradenigo , Eric Bertin , Giulio Biroli

The robust statistical description of dynamical systems under perturbations is a central problem in ergodic theory. In this paper, we investigate the statistical properties of skew-product maps driven by a subshift of finite type with…

Dynamical Systems · Mathematics 2026-03-23 Davi Lima , Rafael Lucena

Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…

In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…

Probability · Mathematics 2013-09-18 Jingchen Liu , Xiang Zhou

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

Probability · Mathematics 2019-05-02 Wenqing Hu , Michael Salins , Konstantinos Spiliopoulos

We provide a concise PDE-based proof of anomalous diffusion in the Kraichan model -- a stochastic, white-in-time model of passive scalar turbulence. That is, we show an exponential rate of $L^2$ decay in expectation of a passive scalar…

Mathematical Physics · Physics 2024-06-04 Keefer Rowan