ترغب بنشر مسار تعليمي؟ اضغط هنا

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics

186   0   0.0 ( 0 )
 نشر من قبل Darryl D. Holm
 تاريخ النشر 2017
  مجال البحث فيزياء
والبحث باللغة English




اسأل ChatGPT حول البحث

In {em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby justifying stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centering condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow.

قيم البحث

اقرأ أيضاً

Models of self-organized criticality, which can be described as singular diffusions with or without (multiplicative) Wiener forcing term (as e.g. the Bak/Tang/Wiesenfeld- and Zhang-models), are analyzed. Existence and uniqueness of nonnegative strong solutions are proved. Previously numerically predicted transition to the critical state in 1-D is confirmed by a rigorous proof that this indeed happens in finite time with high probability.
A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a stochastic part ial differential equation with small Gaussian perturbation. This also confirms the effectiveness of the approximation of the averaged equation plus the fluctuating deviation to the slow-fast stochastic partial differential equations.
178 - W.Wang , A.J. Roberts 2009
Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any Lipschitz a ssumption on the slow modes. The rate of convergence in probability is obtained as a byproduct. Importantly, the deviation between the original equation and the averaged equation is also studied. A martingale approach proves that the deviation is described by a Gaussian process. This gives an approximation to errors of $mathcal{O}(e)$ instead of $mathcal{O}(sqrt{e})$ attained in previous averaging.
111 - Jinniao Qiu , Wenning Wei 2013
This paper is concerned with the quasi-linear reflected backward stochastic partial differential equation (RBSPDE for short). Basing on the theory of backward stochastic partial differential equation and the parabolic capacity and potential, we first associate the RBSPDE to a variational problem, and via the penalization method, we prove the existence and uniqueness of the solution for linear RBSPDE with Lapalacian leading coefficients. With the continuity approach, we further obtain the well-posedness of general quasi-linear RBSPDEs. Related results, including It^o formulas for backward stochastic partial differential equations with random measures, the comparison principle for solutions of RBSPDEs and the connections with reflected backward stochastic differential equations and optimal stopping problems, are addressed as well.
Let ${u(t,,x)}_{tge 0, xin mathbb{R}^d}$ denote the solution of a $d$-dimensional nonlinear stochastic heat equation that is driven by a Gaussian noise, white in time with a homogeneous spatial covariance that is a finite Borel measure $f$ and satisf ies Dalangs condition. We prove two general functional central limit theorems for occupation fields of the form $N^{-d} int_{mathbb{R}^d} g(u(t,,x)) psi(x/N), mathrm{d} x$ as $Nrightarrow infty$, where $g$ runs over the class of Lipschitz functions on $mathbb{R}^d$ and $psiin L^2(mathbb{R}^d)$. The proof uses Poincare-type inequalities, Malliavin calculus, compactness arguments, and Paul Levys classical characterization of Brownian motion as the only mean zero, continuous Levy process. Our result generalizes central limit theorems of Huang et al cite{HuangNualartViitasaari2018,HuangNualartViitasaariZheng2019} valid when $g(u)=u$ and $psi = mathbf{1}_{[0,1]^d}$.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا