1,720,965 research outputs found
On the convergence of stochastic transport equations to a deterministic parabolic one
No full textA stochastic transport linear equation (STLE) with multiplicative space-time dependent noise is studied. It is shown that, under suitable assumptions on the noise, a multiplicative renormalization leads to convergence of the solutions of STLE to the solution of a deterministic parabolic equation. Existence and uniqueness for STLE are also discussed. Our method works in dimension ; the case is also investigated but no conclusive answer is obtained
Nonlinear Young Differential Equations: A Review
Full text linkNonlinear Young integrals have been first introduced in Catellier and Gubinelli (Stoch Process Appl 126(8):2323–2366, 2016) and provide a natural generalisation of classical Young ones, but also a versatile tool in the pathwise study of regularisation by noise phenomena. We present here a self-contained account of the theory, focusing on wellposedness results for abstract nonlinear Young differential equations, together with some new extensions; convergence of numerical schemes and nonlinear Young PDEs are also treated. Most results are presented for general (possibly infinite dimensional) Banach spaces and without using compactness assumptions, unless explicitly stated
LDP and CLT for SPDEs with transport noise
Full text linkIn this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity term. Large deviations and Gaussian fluctuations underlying such scaling limit are investigated in two cases of interest: stochastic linear transport equations in dimension and 2D Euler equations in vorticity form. In both cases, a central limit theorem with strong convergence and explicit rate is established. The proofs rely on nontrivial tools, like the solvability of transport equations with supercritical coefficients and -convergence arguments
Stability estimates for singular SDEs and applications
Full text linkWe prove several stability estimates, comparing solutions driven by different (bi,σi), both for Itô and Stratonovich SDEs, possibly depending on negative Sobolev norms of the difference b1−b2. We then discuss several applications of these results to McKean–Vlasov SDEs, criteria for strong compactness of solutions and Wong–Zakai type theorems
Noiseless regularisation by noise
Full text linkWe analyse the effect of a generic continuous additive perturbation to the well-posedness of ordinary differential equations. Genericity here is understood in the sense of prevalence. This allows us to discuss these problems in a setting where we do not have to commit ourselves to any restrictive assumption on the statistical properties of the perturbation. The main result is that a generic continuous perturbation renders the Cauchy problem well-posed for arbitrarily irregular vector fields. Therefore we establish regularisation by noise “without probability”
Regularization of multiplicative SDEs through additive noise
No full textWe investigate the regularizing effect of certain additive continuous perturbations on SDEs with multiplicative fractional Brownian motion (fBm). Traditionally, a Lipschitz requirement on the drift and diffusion coefficients is imposed to ensure existence and uniqueness of the SDE. We show that suitable perturbations restore existence, uniqueness and regularity of the flow for the resulting equation, even when both the drift and the diffusion coefficients are distributional, thus extending the program of regularization by noise to the case of multiplicative SDEs. Our method relies on a combination of the nonlinear Young formalism developed by Catellier and Gubinelli (Stochastic Process. Appl. 126 (2016) 2323–2366), and stochastic averaging estimates recently obtained by Hairer and Li (Ann. Probab. 48 (2020) 1826–1860)
Eddy heat exchange at the boundary under white noise turbulence
No full textWe prove the existence of an eddy heat diffusion coefficient coming from an idealized model of turbulent fluid. A difficulty lies in the presence of a boundary, with also turbulent mixing and the eddy diffusion coefficient going to zero at the boundary. Nevertheless, enhanced diffusion takes place.
This article is part of the theme issue ‘Scaling the turbulence edifice (part 2)’
Scaling limit of stochastic 2D Euler equations with transport noises to the deterministic Navier–Stokes equations
Full text linkWe consider a family of stochastic 2D Euler equations in vorticity form on the torus, with transport-type noises and L2-initial data. Under a suitable scaling of the noises, we show that the solutions converge weakly to that of the deterministic 2D Navier–Stokes equations. Consequently, we deduce that the weak solutions of the stochastic 2D Euler equations are approximately unique and “weakly quenched exponential mixing.
Delayed blow-up by transport noise
Full text linkFor some deterministic nonlinear PDEs on the torus whose solutions may blow up in finite time, we show that, under suitable conditions on the nonlinear term, the blow-up is delayed by multiplicative noise of transport type in a certain scaling limit. The main result is applied to the 3D Keller–Segel, 3D Fisher–KPP, and 2D Kuramoto–Sivashinsky equations, yielding long-time existence for large initial data with high probability
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