SearcharxivSearch

arXiv · 2407.02289

Some properties of a non-hydrostatic stochastic oceanic primitive equations model

Abstract

In this paper, we study how relaxing the classical hydrostatic balance hypothesis affects theoretical aspects of the LU primitive equations well-posedness. We focus on models that sit between incompressible 3D LU Navier-Stokes equations and standard LU primitive equations, aiming for numerical manageability while capturing non-hydrostatic phenomena. Our main result concerns the well-posedness of a specific stochastic interpretation of the LU primitive equations. This holds with rigid-lid type boundary conditions, and when the horizontal component of noise is independent of z. In fact these conditions can be related to the dynamical regime in which the primitive equations remain valid. Moreover, under these conditions, we show that the LU primitive equations solution tends toward the one of the deterministic primitive equations for a vanishing noise, thus providing a physical coherence to the LU stochastic model.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Arnaud Debussche, Étienne Mémin, Antoine Moneyron. 2024-07-02. Some properties of a non-hydrostatic stochastic oceanic primitive equations model. https://arxiv.org/abs/2407.02289

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR