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相关论文: Lower bounds on the Lyapunov exponents of stochast…

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We put forward a new method for obtaining quantitative lower bounds on the top Lyapunov exponent of stochastic differential equations (SDEs). Our method combines (i) an (apparently new) identity connecting the top Lyapunov exponent to a…

动力系统 · 数学 2022-08-04 Jacob Bedrossian , Alex Blumenthal , Sam Punshon-Smith

We prove that all Galerkin truncations of the 2d stochastic Navier-Stokes equations in vorticity form on any rectangular torus subjected to hypoelliptic, additive stochastic forcing are chaotic at sufficiently small viscosity, provided the…

概率论 · 数学 2022-08-04 Jacob Bedrossian , Sam Punshon-Smith

We develop a powerful and general method to provide rigorous and accurate upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the…

动力系统 · 数学 2025-06-02 Maxime Breden , Hugo Chu , Jeroen S. W. Lamb , Martin Rasmussen

We consider the top Lyapunov exponent associated to the advection-diffusion and linearised Navier-Stokes equations on the two-dimensional torus. The velocity field is given by the stochastic Navier-Stokes equations driven by a…

概率论 · 数学 2024-11-18 Martin Hairer , Sam Punshon-Smith , Tommaso Rosati , Jaeyun Yi

We consider the 2D incompressible Navier-Stokes equations driven by mildly degenerate noise that acts only on finitely many low Fourier modes, a setting that models large-scale stirring. For this system, we prove that the top Lyapunov…

动力系统 · 数学 2026-05-15 Dengdi Chen , Yan Zheng

We provide a criterion for establishing lower bounds on the rate of convergence in $f$-variation of a continuous-time ergodic Markov process to its invariant measure. The criterion consists of novel super- and submartingale conditions for…

概率论 · 数学 2024-04-16 Miha Brešar , Aleksandar Mijatović

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 this paper we give sufficient conditions for random splitting systems to have a positive top Lyapunov exponent. We verify these conditions for random splittings of two fluid models: the conservative Lorenz-96 equations and Galerkin…

动力系统 · 数学 2023-11-29 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

We study a low-rank iterative solver for the unsteady Navier-Stokes equations for incompressible flows with a stochastic viscosity. The equations are discretized using the stochastic Galerkin method, and we consider an all-at-once…

数值分析 · 数学 2020-04-22 Howard C. Elman , Tengfei Su

In this paper, we apply discontinuous finite element Galerkin method to the time-dependent $2D$ incompressible Navier-Stokes model. We derive optimal error estimates in $L^\infty(\textbf{L}^2)$-norm for the velocity and in…

数值分析 · 数学 2021-12-24 Saumya Bajpai , Deepjyoti Goswami , Kallol Ray

In this paper we prove the existence of weak martingale solutions to the stochastic Navier-Stokes Equations driven by pure jump L\'evy processes. Our proof consists of two parts. In the first one, mostly classical, we recall a priori…

We present two different reduced order strategies for incompressible parameterized Navier-Stokes equations characterized by varying Reynolds numbers. The first strategy deals with low Reynolds number (laminar flow) and is based on a…

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

系统与控制 · 计算机科学 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson

We study the 2D Navier-Stokes equations within the framework of a constraint that ensures energy conservation throughout the solution. By employing the Galerkin approximation method, we demonstrate the existence and uniqueness of a global…

偏微分方程分析 · 数学 2023-07-13 Sangram Satpathi

We consider the incompressible 2D Navier-Stokes equations with periodic boundary conditions driven by a deterministic time periodic forcing and a degenerate stochastic forcing. We show that the system possesses a unique ergodic periodic…

动力系统 · 数学 2021-05-04 Rongchang Liu , Kening Lu

We study the existence and uniqueness of solutions of 2D Stochastic Navier-Stokes equation with space irregular jump noise for initial data in certain Sobolev spaces of negative order. Comparing with the Galerkin approximation method, the…

概率论 · 数学 2019-07-30 Jiahui Zhu , Zdzisław Brzeźniak , Wei Liu

We provide a Lyapunov convergence analysis for time-inhomogeneous variable coefficient stochastic differential equations (SDEs). Three typical examples include overdamped, irreversible drift, and underdamped Langevin dynamics. We first…

概率论 · 数学 2024-02-05 Qi Feng , Xinzhe Zuo , Wuchen Li

We carry out a stability and convergence analysis of a fully discrete scheme for the time-dependent Navier-Stokes equations resulting from combining an $H(\mathrm{div}, \Omega)$-conforming discontinuous Galerkin spatial discretization, and…

数值分析 · 数学 2025-10-22 L. Beirão da Veiga , F. Dassi , S. Gómez

We study the steady-state Navier-Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For…

数值分析 · 数学 2016-04-26 Bedřich Sousedík , Howard C. Elman

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

数值分析 · 数学 2016-05-18 Kookjin Lee , Howard C. Elman
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