We study the full Navier--Stokes--Fourier system governing the motion of a general viscous, heat-conducting, and compressible fluid subject to stochastic perturbation. The system is supplemented with non-homogeneous Neumann boundary conditions for the temperature and hence energetically open. We show that, in contrast with the energetically closed system, there exists a stationary solution. Our approach is based on new global-in-time estimates which rely on the non-homogeneous boundary conditions combined with estimates for the pressure.
The bidomain system of degenerate reaction-diffusion equations is a well-established spatial model of electrical activity in cardiac tissue, with "reaction" linked to the cellular action potential and "diffusion" representing current flow between cells. The purpose of this paper is to introduce a "stochastically forced" version of the bidomain model that accounts for various random effects. We establish the existence of martingale (probabilistic weak) solutions to the stochastic bidomain model. The result is proved by means of an auxiliary nondegenerate system and the Faedo-Galerkin method. To…
We establish the existence and uniqueness of an ergodic invariant measure for 2D fractionally dissipated stochastic Euler equations on the periodic box, for any power of the dissipation term.
We investigate a class of scalar conservation laws on manifolds driven by multiplicative Gaussian (Ito) noise. The Cauchy problem defined on a Riemannian manifold is shown to be well-posed. We prove existence of generalized kinetic solutions using the vanishing viscosity method. A rigidity result is derived, which implies that generalized solutions are kinetic solutions and that kinetic solutions are uniquely determined by their initial data ($L^1$ contraction principle). Deprived of noise, the equations we consider coincide with those analyzed by Ben-Artzi and LeFloch (2007), who worked with …
Stochastically forced Navier-Stokes equations interacting with an elastic structure
University of California at Berkeley（加州大学伯克利分校）；Technische Universität Darmstadt（达姆施塔特工业大学）；Basque Center for Applied Mathematics (BCAM)（巴斯克应用数学中心）；IKERBASQUE, Basque Foundation for Science（伊克尔巴斯基奎，巴斯克科学基金会）
We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and short-range correlation. In the scales and the regime we consider, the hydrodynamic equation is a scalar second-order stochastic partial differential equation. Compared to the deterministic case, we also observe a phenomenon of enhanced diffusion.
We study the homogenization of a Hamilton-Jacobi equation forced by rapidly oscillating noise that is colored in space and white in time. It is shown that the homogenized equation is deterministic, and, in general, the noise has an enhancement effect, for which we provide a quantitative estimate. As an application, we perform a noise sensitivity analysis for Hamilton-Jacobi equations forced by a noise term with small amplitude, and identify the scaling at which the macroscopic enhancement effect is felt. The results depend on new, probabilistic estimates for the large scale Hölder regularity o…
We construct solutions to the randomly-forced Navier--Stokes--Poisson system in periodic three-dimensional domains or in the whole three-dimensional Euclidean space. These solutions are weak in the sense of PDEs and also weak in the sense of probability. As such, they satisfy the system in the sense of distributions and the underlying probability space and the stochastic driving force are also unknowns of the problem. Additionally, these solutions dissipate energy, satisfies a relative energy inequality in the sense of [4] and satisfy a renormalized form of the continuity equation in the sense…
We study turbulence in the one-dimensional Burgers equation with a white-in-time, Gaussian random force that has a Fourier-space spectrum $\sim 1/k$, where $k$ is the wave number. From very-high-resolution numerical simulations, in the limit of vanishing viscosity, we find evidence for multiscaling of velocity structure functions which cannot be falsified by standard tests. We find a new artifact in which logarithmic corrections can appear disguised as anomalous scaling and conclude that bifractal scaling is likely.
Enstrophy is an averaged measure of fluid vorticity. This quantity is particularly important in {\em rotating} geophysical flows. We investigate the dynamical evolution of enstrophy for large-scale quasi-geostrophic flows under random wind forcing. We obtain upper bounds on the enstrophy, as well as results establishing its Hölder continuity and describing the small-time asymptotics.
We establish the anomalous mean dissipation rate of energy in the inviscid limit for a stochastic shell model of turbulent fluid flow. The proof relies on viscosity independent bounds for stationary solutions and on establishing ergodic and mixing properties for the viscous model. The shell model is subject to a degenerate stochastic forcing in the sense that noise acts directly only through one wavenumber. We show that it is hypo-elliptic (in the sense of Hormander) and use this property to prove a gradient bound on the Markov semigroup.
We investigate the ergodicity of 2D large scale quasigeostrophic flows under random wind forcing. We show that the quasigeostrophic flows are ergodic under suitable conditions on the random forcing and on the fluid domain, and under no restrictions on viscosity, Ekman constant or Coriolis parameter. When these conditions are satisfied, then for any observable of the quasigeostrophic flows, its time average approximates the statistical ensemble average, as long as the time interval is sufficiently long.
This article is devoted to the analysis of semilinear, parabolic, Stochastic Partial Differential Equations, with slow and fast time scales. Asymptotically, an averaging principle holds: the slow component converges to the solution of another semilinear, parabolic, SPDE, where the nonlinearity is averaged with respect to the invariant distribution of the fast process. We exhibit orders of convergence, in both strong and weak senses, in two relevant situations, depending on the spatial regularity of the fast process and on the covariance of the Wiener noise in the slow equation. In a very regul…
We consider three-dimensional stochastically forced Navier-Stokes equations subjected to white-in-time (colored-in-space) forcing in the absence of boundaries. Upper and lower bounds of the mean value of the time-averaged energy dissipation rate, $\mathbb{E} [\langle\varepsilon \rangle] $, are derived directly from the equations. First, we show that for a weak (martingale) solution to the stochastically forced Navier-Stokes equations, \[ \mathbb{E} [\langle\varepsilon \rangle] \leq G^2 + (2+ \frac{1}{Re})\frac{U^3}{L},\] where $G^2$ is the total energy rate supplied by the random force, $U$ is…
We show the existence of non-unique stationary weak solutions for forced surface quasi-geostrophic (SQG) equation via a convex integration scheme. The scheme is implemented for the sum-difference system of two distinct solutions. Through this scheme, one observes the external forcing is naturally generated accompanying the flexibility in means of lack of uniqueness. It thus provides a transparent way to reveal the flexibility of the system with the presence of a forcing.
These expository notes address certain stationary and ergodic properties of the equations of fluid dynamics subject to a spatially degenerate (i.e. frequency localized), white in time gaussian forcing. In order to provide an accessible treatment of some recent progress in this subject we will develop ideas in detail for a class of finite dimensional models.
We give an overview of the ideas central to some recent developments in the ergodic theory of the stochastically forced Navier Stokes equations and other dissipative stochastic partial differential equations. Since our desire is to make the core ideas clear, we will mostly work with a specific example: the stochastically forced Navier Stokes equations. To further clarify ideas, we will also examine in detail a toy problem. A few general theorems are given. Spatial regularity, ergodicity, exponential mixing, coupling for a SPDE, and hypoellipticity are all discussed.
We study the stochastically forced system of isentropic Euler equations of gas dynamics with a $γ$-law for the pressure. We show the existence of martingale weak entropy solutions; we also discuss the existence and characterization of invariant measures in the concluding section.
This is a habilitation self-report describing results on forced periodic solutions of partial differential equations. Here averaging principle in the spirit of Bogoliubov and Mitropolsky for ODE's and Henry for parabolic equations are used together with topological methods such as fixed point index and topological degree.
We consider an inviscid stochastically forced dyadic model, where the additive noise acts only on the first component. We prove that a strong solution for this problem exists and is unique by means of uniform energy estimates. Moreover, we exploit these results to establish strong existence and uniqueness of the stationary distribution.
Consider the unforced incompressible homogeneous Navier-Stokes equations on the $d$-torus $\mathbb{T}^d$ where $d\geq 4$ is the space dimension. It is shown that there exist nontrivial steady-state weak solutions $u\in L^{2}(\mathbb{T}^d)$. The result implies the nonuniqueness of finite energy weak solutions for the Navier-Stokes equations in dimensions $d \geq 4$. And it also suggests that the uniqueness of forced stationary problem is likely to fail however smooth the given force is.
The paper is devoted to studying the asymptotics of the family $(μ^\varepsilon)$ of stationary measures of the Markov process generated by the flow of stochastic 2D Navier-Stokes equation with smooth white noise. By using the large deviations techniques, we prove that this family is exponentially tight in $H^{1-γ}(D)$ for any $γ>0$ and vanishes exponentially outside any neighborhood of the set $\cal O$ of $ω$-limit points of the deterministic equation. In particular, any of its weak limits is concentrated on the closure $\bar{\cal O}$. A key ingredient of the proof is a new formula that allows…
We study stochastically forced semilinear parabolic PDE's of the Ginzburg-Landau type. The class of forcings considered are white noises in time and colored smooth noises in space. Existence of the dynamics in $L^\infty$, as well as existence of an invariant measure are proven. We also show that the solutions are with high probability analytic in a strip around the real axis and give estimates on the width of that strip.
We consider the stochastically forced Burgers equation with an emphasis on spatially rough driving noise. We show that the law of the process at a fixed time $t$, conditioned on no explosions, is absolutely continuous with respect to the stochastic heat equation obtained by removing the nonlinearity from the equation. This establishes a form of ellipticity in this infinite dimensional setting. The results follow from a recasting of the Girsanov Theorem to handle less spatially regular solutions while only proving absolute continuity at a fixed time and not on path-space. The results are proven…
We continue our study of the problem of mixing for a class of PDEs with very degenerate noise. As we established earlier, the uniqueness of stationary measure and its exponential stability in the dual-Lipschitz metric holds under the hypothesis that the unperturbed equation has exactly one globally stable equilibrium point. In this paper, we relax that condition, assuming only global controllability to a given point. It is proved that the uniqueness of a stationary measure and convergence to it are still valid, whereas the rate of convergence is not necessarily exponential. The result is appli…
We investigate the long-time behavior of solutions to a stochastically forced one-dimensional Navier-Stokes system, describing the motion of a compressible viscous fluid, in the case of linear pressure law. We prove existence of an invariant measure for the Markov process generated by strong solutions. We overcome the difficulties of working with non-Feller Markov semigroups on non-complete metric spaces by generalizing the classical Krylov-Bogoliubov method, and by providing suitable polynomial and exponential moment bounds on the solution, together with pathwise estimates.
The ergodic properties of the randomly forced Navier-Stokes system have been extensively studied in the literature during the last two decades. The problem has always been considered in bounded domains, in order to have, for example, suitable spectral properties for the Stokes operator, to ensure some compactness properties for the resolving operator of the system and the associated functional spaces, etc. In the present paper, we consider the Navier-Stokes system in an unbounded domain satisfying the Poincaré inequality. Assuming that the system is perturbed by a bounded non-degenerate noise,…
We consider a non-homogeneous generalised Burgers equation: $$ \frac{\partial u}{\partial t} + f'(u)\frac{\partial u}{\partial x} - ν\frac{\partial^2 u}{\partial x^2} = η^ω,\quad t \in \R,\ x \in S^1. $$ Here, νis small and positive, f is strongly convex and satisfies a growth assumption, while η^ω is a space-smooth random "kicked" forcing term. For any solution $u$ of this equation, we consider the quasi-stationary regime, corresponding to t>=2. After taking the ensemble average, we obtain upper estimates as well as time-averaged lower estimates for a class of Sobolev norms of $u$. These esti…
We consider the non-homogeneous generalised Burgers equation \frac{\partial u}{\partial t} + f'(u)\frac{\partial u}{\partial x} - ν\frac{\partial^2 u}{\partial x^2} = η,\ t \geq 0,\ x \in S^1. Here f is strongly convex and satisfies a growth condition, νis small and positive, while ηis a random forcing term, smooth in space and white in time. For any solution u of this equation we consider the quasi-stationary regime, corresponding to t>=T_1, where T_1 depends only on f and on the distribution of η. We obtain sharp upper and lower bounds for Sobolev norms of $u$ averaged in time and in ensembl…
