Related papers: Invariant measures for Burgers equation with stoch…
We study the homogenization of the equation $-A(\frac{\cdot}{\varepsilon}):D^2 u_{\varepsilon} = f$ posed in a bounded convex domain $\Omega\subset \mathbb{R}^n$ subject to a Dirichlet boundary condition and the numerical approximation of…
We consider the one dimensional Burgers equation forced by a brownian in space and white noise in time process $\partial_t u + u \partial_x u = f(x,t)$, with $2E(f(x,t)f(y,s)) = (|x|+|y|-|x-y|)\delta(t-s)$ and we show that there are Levy…
We study a novel class of affine invariant and consistent tests for normality in any dimension. The tests are based on a characterization of the standard $d$-variate normal distribution as the unique solution of an initial value problem of…
We study the invariant measures of infinite systems of stochastic differential equations (SDEs) indexed by the vertices of a regular tree. These invariant measures correspond to Gibbs measures associated with certain continuous…
We study the kinetic Fokker-Planck equation perturbed by a stochastic Vlasov force term. When the noise intensity is not too large, we solve the Cauchy Problem in a class of well-localized (in velocity) functions. We also show that, when…
In this paper, we investigate the limiting dynamics of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by the Stratonovich noise defined on the entire space $\R^2$. We first prove the set of all invariant measures…
We consider a stochastic perturbation of the $\alpha$-Navier-Stokes model. The stochastic perturbation is an additive space-time noise of trace class. Under a natural condition about the trace of operator $Q$ in front of the noise, we prove…
The paper deals with the problem of stability for the flow of the 1D Burgers equation on a circle. Using some ideas from the theory of positivity preserving semigroups, we establish the strong contraction in the $L^1$ norm. As a…
In this work we study certain invariant measures that can be associated to the time averaged observation of a broad class of dissipative semigroups via the notion of a generalized Banach limit. Consider an arbitrary complete separable…
The paper deals with the stochastic two-dimensional Navier-Stokes equation for incompressible fluids, set in a bounded domain with Dirichlet boundary conditions. We consider additive noise in the form $G\, dW$, where $W$ is a cylindrical…
In this paper, we prove the global existence and uniqueness of solution to d-dimensional (for $d=2,3$) incompressible inhomogeneous Navier-Stokes equations with initial density being bounded from above and below by some positive constants,…
We consider an advection-diffusion equation that is both non-coercive and advection-dominated. We present a possible numerical approach, to our best knowledge new, and based on the invariant measure associated to the original equation. The…
In this work, we introduce a new method to prove the existence and uniqueness of a variational solution to the stochastic nonlinear diffusion equation $dX(t)={\rm div} [\frac{\nabla X(t)}{|\nabla X(t)|}]dt+X(t)dW(t) in…
We develop a general framework for establishing non-uniqueness of stationary measures for stochastically forced dynamical systems possessing an almost surely invariant submanifold. Our main abstract result provides sufficient conditions for…
We are interested in the life span and the asymptotic behaviour of the solutions to a system governing the motion of a pressureless gas, submitted to a strong, inhomogeneous magnetic field $ \e^{-1} B(x)$, of variable amplitude but fixed…
We construct a Gibbs measure for the nonlinear Schrodinger equation (NLS) on the circle, conditioned on prescribed mass and momentum: d \mu_{a,b} = Z^{-1} 1_{\int_T |u|^2 = a} 1_{i \int_T u \bar{u}_x = b} exp (\pm1/p \int_T |u|^p - 1/2…
The periodic KdV equation u_t=u_{xxx}+\beta uu_x arises from a Hamiltonian system with infinite-dimensional phase space L^2(T). Bourgain has shown that there exists a Gibbs measure \nu on balls \{\phi :\Vert\Phi\Vert^2_{L^2}\leq N\} in the…
We give an equivalent condition for the existence of invariant Gibbs measures for sequences of continuous functions on one-sided subshifts and, more generally, for the existence of Gibbs measures. These extend the results of Kim [6] and…
We study the statistical properties of solutions to Burgers' equation, $v_t + vv_x = \nu v_{xx}$, for large times, when the initial velocity and its potential are stationary Gaussian processes. The initial power spectral density at small…
In this paper, we provide two-sided estimates for the source solution of $d$-dimensional critical fractal Burgers equation $u_t-\Delta^{\alpha/2}+b\cdot \nabla\left(u|u|^q\right)=0$, $q=(\alpha-1)/d$, $\alpha\in(1,2)$, $b\in\mathbb{R}^d$,…