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Spectral gaps, Kramers escape rates, and position-dependent relaxation timescales are dynamical invariants encoded in the infinitesimal generator $\Lop$ of a stochastic flow. We show that weak projection of the governing It\^{o} SDE onto…
We prove the absence of anomalous dissipation for passive scalars driven by some random autonomous divergence-free vector fields in $\mathbb T^d$. In dimension $d=2$ we just need continuity almost surely and a mild nondegeneracy condition…
We present a rigorous reassessment of chaotic behavior in two-dimensional autonomous systems with singular or nonsmooth dynamics. For the Cummings-Dixon-Kaus (CDK) model, we show that blow-up regularization restores smoothness and renders…
We prove the existence of a unique local strong solution to the stochastic compressible Euler system with nonlinear multiplicative noise. This solution exists up to a positive stopping time and is strong in both the PDE and probabilistic…
We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…
In the context of stochastic homogenization, the Bourgain-Spencer conjecture states that the ensemble-averaged solution of a divergence-form linear elliptic equation with random coefficients admits an intrinsic description in terms of…
We study pattern-forming instabilities in reaction-advection-diffusion systems. We develop an approach based on Lyapunov-Bloch exponents to figure out the impact of a spatially periodic mixing flow on the stability of a spatially…
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 the stochastic homogenization of the system -div \sigma^\epsilon = f^\epsilon \sigma^\epsilon \in \partial \phi^\epsilon (\nabla u^\epsilon), where (\phi^\epsilon) is a sequence of convex stationary random fields, with p-growth. We…
In plasma turbulence theory, due to the complexity of the system with many non-linearly interacting waves, the dynamics of the phases is often disregarded and the so-called random-phase approximation (RPA) is used assuming the existence of…
Control barrier functions are widely used to synthesize safety-critical controls. However, the presence of Gaussian-type noise in dynamical systems can generate unbounded signals and potentially result in severe consequences. Although…
In this paper we study the vanishing inertia and viscosity limit of a second order system set in an Euclidean space, driven by a possibly nonconvex time-dependent potential satisfying very general assumptions. By means of a variational…
We analyze the stochastic proximal subgradient descent in the case where the objective functions are path differentiable and verify a Sard-type condition. While the accumulation set may not be reduced to unique point, we show that the time…
In this paper we study a stochastic version of an inviscid shell model of turbulence with multiplicative noise. The deterministic counterpart of this model is quite general and includes inviscid GOY and Sabra shell models of turbulence. We…
Recently, a concept of deterministic and stochastic turbulence has been introduced based on experiments with a boundary layer. In these experiments, the flow was driven with controlled random perturbation; in addition, natural ambient noise…
Modelling the flow in a thin accretion disc like a dynamical system, we analyse the nature of the critical points of the steady solutions of the flow. For the simple inviscid disc there are two critical points, with the outer one being a…
In this article we present a general framework for non-concave robust stochastic control problems under model uncertainty in a discrete time finite horizon setting. Our framework allows to consider a variety of different path-dependent…