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Consider a proper metric space X and a sequence of i.i.d. random continuous mappings F_n from X to X. It induces the stochastic dynamical system (SDS) X_n^x = F_n(X_{n-1}^x) starting at x in X. In this paper, we study existence and…

Probability · Mathematics 2012-12-05 Marc Peigné , Wolfgang Woess

We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

Probability · Mathematics 2017-01-11 Vincent Bansaye

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

We analyze a system of nonlinear stochastic partial differential equations (SPDEs) of mixed elliptic-parabolic type that models the propagation of electric signals and their effect on the deformation of cardiac tissue. The system governs…

Analysis of PDEs · Mathematics 2024-05-29 Mostafa Bendahmane , Kenneth H. Karlsen , Fatima Mroue

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

This report is the foreword of a series dedicated to stochastic deformations of curves. Problems are set in terms of exclusion processes, the ultimate goal being to derive hydrodynamic limits for these systems after proper scalings. In this…

Probability · Mathematics 2007-05-23 Guy Fayolle , Cyril Furtlehner

The stochastic scenario of relaxation in the complex systems is presented. It is based on a general probabilistic formalism of limit theorems. The nonexponential relaxation is shown to result from the asymptotic self-similar properties in…

Statistical Mechanics · Physics 2011-11-15 Aleksander Stanislavsky

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 consider the inviscid unsteady Prandtl system in two dimensions, motivated by the fact that it should model to leading order separation and singularity formation for the original viscous system. We give a sharp expression for the maximal…

Analysis of PDEs · Mathematics 2021-02-08 Charles Collot , Tej-Eddine Ghoul , Nader Masmoudi

We propose a finite volume stochastic collocation method for the random Euler system. We rigorously prove the convergence of random finite volume solutions under the assumption that the discrete differential quotients remain bounded in…

Numerical Analysis · Mathematics 2026-01-01 Maria Lukacova-Medvidova , Simon Schneider

One challenge in developing a statistical field theory of turbulence is the analysis of the functional equations that govern the complete statistics of the flow field. Simplified models of turbulence may help to develop such a statistical…

Fluid Dynamics · Physics 2025-11-18 Lukas Bentkamp , Michael Wilczek

Strongly nonlinear flows, which commonly arise in geophysical and engineering turbulence, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and…

Dynamical Systems · Mathematics 2022-01-25 Hassan Arbabi , Themistoklis Sapsis

In this paper we propose a finite-dimensional and deterministic approach to the study of invariant sets of certain nonautonomous differential inclusions naturally arising in the context of random and control dynamical systems, as well as in…

Dynamical Systems · Mathematics 2026-04-30 Konstantinos Kourliouros , Iacopo P. Longo , Martin Rasmussen

The statistical behavior of scalars passively advected by random flows exhibits intermittency in the form of anomalous multiscaling, in many ways similar to the patterns commonly observed in incompressible high-Reynolds fluids. This…

Fluid Dynamics · Physics 2024-08-30 Simon Thalabard , Alexei A. Mailybaev

Analytical (rational) mechanics is the mathematical structure of Newtonian deterministic dynamics developed by D'Alembert, Langrange, Hamilton, Jacobi, and many other luminaries of applied mathematics. Diffusion as a stochastic process of…

Mathematical Physics · Physics 2012-09-03 Hao Ge , Hong Qian

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

Fluid Dynamics · Physics 2021-04-21 Moritz Sieber , C. Oliver Paschereit , Kilian Oberleithner

The study of passive scalar transport in a turbulent velocity field leads naturally to the notion of generalized flows which are families of probability distributions on the space of solutions to the associated ODEs, which no longer satisfy…

Chaotic Dynamics · Physics 2009-10-31 Weinan E , Eric Vanden Eijnden

We consider a class of invariant measures for a passive scalar $f$ driven by an incompressible velocity field $\boldsymbol{u}$, on a $d$-dimensional periodic domain, satisfying $$ \partial_t f + \boldsymbol{u} \cdot \nabla f = 0, \qquad…

Analysis of PDEs · Mathematics 2016-10-12 Jacob Bedrossian , Michele Coti Zelati , Nathan Glatt-Holtz

Spontaneous collapse models aim to resolve the measurement problem in quantum mechanics by considering wave-function collapse as a physical process. We analyze how these models affect a decaying flavor-oscillating system whose evolution is…

Quantum Physics · Physics 2020-08-26 Kyrylo Simonov

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini