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相关论文: Stochastic Lagrangian Flows for SDEs with rough co…

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This paper is based on a formulation of the Navier-Stokes equations developed by P. Constantin and the first author (\texttt{arxiv:math.PR/0511067}, to appear), where the velocity field of a viscous incompressible fluid is written as the…

概率论 · 数学 2010-03-16 Gautam Iyer , Jonathan Mattingly

In this paper, we extend our previous result from [16]. We prove that transport equations with rough coefficients do possess a uniqueness property. Our method relies strongly on duality and bears a strong resemblance with the well-known…

偏微分方程分析 · 数学 2017-12-29 Guillaume Lévy

In this paper, we establish the global well-posedness of stochastic 3D Leray-$\alpha$ model with general fractional dissipation driven by multiplicative noise. This model is the stochastic 3D Navier-Stokes equation regularized through a…

偏微分方程分析 · 数学 2018-06-08 Shihu Li , Wei Liu , Yingchao Xie

In this paper, we mainly study the turbulence of Lagrangian flow advected by stochastic 2D Navier-Stokes equations. It is proved that this system has observable full-horseshoes. The observable full-horseshoe means that it is a kind of…

动力系统 · 数学 2023-11-10 Wen Huang , Jianhua Zhang

In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…

概率论 · 数学 2025-05-07 Matthias Rakotomalala

Stochastic differential equations (SDEs) on compact foliated spaces were introduced a few years ago. As a corollary, a leafwise Brownian motion on a compact foliated space was obtained as a solution to an SDE. In this paper we construct…

动力系统 · 数学 2020-03-05 Yuzuru Inahama , Kiyotaka Suzaki

In this paper we study the stochastic Navier-Stokes equation with artificial compressibility. The main results of this work are the existence and uniqueness theorem for strong solutions and the limit to incompressible flow. These results…

概率论 · 数学 2010-12-07 Utpal Manna , Jose-Luis Menaldi , Sivaguru S. Sritharan

We deduce almost-sure exponentially fast mixing of passive scalars advected by solutions of the stochastically-forced 2D Navier-Stokes equations and 3D hyper-viscous Navier-Stokes equations in $\mathbb T^d$ subjected to non-denegenerate…

偏微分方程分析 · 数学 2019-05-13 Jacob Bedrossian , Alex Blumenthal , Samuel Punshon-Smith

In this paper, we study the convergence analysis for a robust stochastic structure-preserving Lagrangian numerical scheme in computing effective diffusivity of time-dependent chaotic flows, which are modeled by stochastic differential…

数值分析 · 数学 2021-06-03 Zhongjian Wang , Jack Xin , Zhiwen Zhang

We consider non-degenerate SDEs with a $\beta$-Holder continuous and bounded drift term and driven by a Levy noise $L$ which is of $\alpha$-stable type. If $\alpha \in [1,2)$ and $\beta \in (1 - \frac{\alpha}{2},1) $ we show pathwise…

动力系统 · 数学 2014-05-13 Enrico Priola

We consider a fluid governed by the randomly forced 2D Navier-Stokes system. It is assumed that the force is bounded, acts directly only on a small number of Fourier modes, and satisfies some natural decomposability and observability…

偏微分方程分析 · 数学 2024-11-18 Vahagn Nersesyan , Deng Zhang , Chenwan Zhou

In the current state of the art regarding the Navier--Stokes equations, the existence of unique solutions for incompressible flows in two spatial dimensions is already well-established. Recently, these results have been extended to models…

偏微分方程分析 · 数学 2024-11-11 Jean-Paul Adogbo , Piotr B. Mucha , Maja Szlenk

In this paper we derive a representation of the deterministic 3-dimensional Navier-Stokes equations based on stochastic Lagrangian paths. The particle trajectories obey SDEs driven by a uniform Wiener process; the inviscid Weber formula for…

概率论 · 数学 2010-03-16 Peter Constantin , Gautam Iyer

The Eulerian-Lagrangian approach based on Large-Eddy Simulation (LES) is one of the most promising and viable numerical tools to study turbulent dispersed flows when the computational cost of Direct Numerical Simulation (DNS) becomes too…

流体动力学 · 物理学 2017-06-02 Alessio Innocenti , Cristian Marchioli , Sergio Chibbaro

In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as…

流体动力学 · 物理学 2015-01-13 J. -P. Minier , S. Chibbaro , S. B. Pope

In this article we prove the existence and uniqueness for degenerate stochastic differential equations with Sobolev (possibly singular) drift and diffusion coefficients in a generalized sense. In particular, our result covers the classical…

概率论 · 数学 2010-09-07 Xicheng Zhang

In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…

数值分析 · 数学 2020-08-24 Junlong Lyu , Zhongjian Wang , Jack Xin , Zhiwen Zhang

We introduce Lagrangian Flow Networks (LFlows) for modeling fluid densities and velocities continuously in space and time. By construction, the proposed LFlows satisfy the continuity equation, a PDE describing mass conservation in its…

机器学习 · 计算机科学 2023-12-15 F. Arend Torres , Marcello Massimo Negri , Marco Inversi , Jonathan Aellen , Volker Roth

The nonuniqueness of Leray-Hopf solutions to the unforced incompressible 3D Navier-Stokes equations is one of the central open problems in mathematical fluid dynamics. In this paper, we provide, to our knowledge, the first rigorous…

偏微分方程分析 · 数学 2026-03-20 Thomas Hou , Yixuan Wang , Changhe Yang

This paper is concerned with the numerical analysis of the explicit Euler scheme for ordinary differential equations with non-Lipschitz vector fields. We prove the convergence of the Euler scheme to regular lagrangian flow (Diperna-Lions…

经典分析与常微分方程 · 数学 2019-09-26 Juan D. Londoño , Christian Olivera