相关论文: Rough homogenization for Langevin dynamics on fluc…

In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…

Path integrals similar to those describing stiff polymers arise in the Helfrich model for membranes. We show how these types of path integrals can be evaluated and apply our results to study the thermodynamics of a minority stripe phase in…

We investigate the Lagrangian properties of homogeneous, stratified turbulence at different Brunt-V\"ais\"al\"a frequencies.We show increasing vertical confinement of trajectories with increasing stratification strength highlighting the…

We study functionals, such as heat and work, along trajectories of a class of multi-dimensional generalized Langevin systems in various limiting situations that correspond to different level of homogenization. These are the situations where…

This paper is an extension of the result by Christowiak and Kreisbeck (2017), which addresses the Gamma-convergence approach to a homogenization problem for composite materials consisting of two distinct types of parallel layers. In…

Consider a linear elliptic partial differential equation in divergence form with a random coefficient field. The solution operator displays fluctuations around its expectation. The recently developed pathwise theory of fluctuations in…

We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…

In his 1989 paper, Floer established a connection between holomorphic strips with boundary on a Lagrangian $L$ and a small Hamiltonian push-off $L_{f}$, and gradient flow lines for the function $f$. The present paper studies the compactness…

In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the…

New aspects of turbulence are uncovered if one considers flow motion from the perspective of a fluid particle (known as the Lagrangian approach) rather than in terms of a velocity field (the Eulerian viewpoint). Using a new experimental…

We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…

The solution of rough differential equation, driven by the It\^o signature of a continuous local martingale, exists uniquely a.s. when the vector field is Lip(\beta) for \beta > 1, and coincides a.s. with the It\^o signature of the solution…

Stochastic perturbations of transport type are a common and widely accepted way of representing turbulent effects in fluid dynamics models. In many known examples, it even leads to improved solution theory, a phenomenon known as…

We investigate regularity properties of the solution map for the intermediate long wave equation (ILW) on the real line. More precisely, we study the scaled ILW which was shown to converge to the Korteweg-de Vries equation (KdV) in…

Suppose the observations of Lagrangian trajectories for fluid flow in some physical situation can be modelled sufficiently accurately by a spatially correlated It\^o stochastic process (with zero mean) obtained from data which is taken in…

We consider the problem of approximating the Langevin dynamics of inertial particles being transported by a background flow. In particular, we study an acceleration corrected advection-diffusion approximation to the Langevin dynamics, a…

Whenever an It\^o-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according to complementary distributions (or foliations, in the case…

Using coarse grained models we investigate the behavior of water adjacent to an extended hydrophobic surface peppered with various fractions of hydrophilic patches of different sizes. We study the spatial dependence of the mean interface…

For thermally fluctuating 2-d systems, like solid surfaces, time and space correlation of the local surface height diverge logarithmically in the rough phase, whereas saturation is obtained below the roughening transition. A 2-d Langevin…

Motivated by a problematic coming from mathematical finance, this paper is devoted to existing and additional results of continuity and differentiability of the It\^o map associated to rough differential equations. These regularity results…