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Alexandra Blessing Neamtu

Publications and source records attributed to Alexandra Blessing Neamtu.

2 recordsLinked to original sources

Well-posedness and Hurst parameter estimation for fluid equations driven by fractional transport noise

We study a two-dimensional incompressible vorticity equation on the torus driven by transport-type fractional Brownian noise with Hurst parameter $H \in (1/2,1)$. The model captures persistent, long-range correlated forcing consistent with inertial-range scaling laws and fractional Brownian approximations of turbulent fluctuations. A central ingredient of our approach is a version of the sewing lemma adapted to a class of integrands that includes, but is not limited to, transport-type structures. This result provides a flexible tool for constructing the Young integral and serves as a basis for analysing a wider class of stochastic partial differential equations. Using this approach, we establish existence and uniqueness of solutions via a fixed point argument and investigate statistical properties of the flow. In particular, we study quadratic functionals of the solution and derive an estimator for the Hurst parameter $H$.

math.PR

Synchronization for the Rough Kuramoto Model

We study the local synchronization of phases and frequencies for the Kuramoto model driven by rough noise. In particular, we prove exponential convergence towards synchronization and we give the explicit rate of convergence and quantify the size of the random basin of attraction. Furthermore, we show that the long time behavior of the system is determined by the evolution of phases' mean. Our result relies on the use of a Lyapunov function, capable of overriding the particular structure of the noise, taking in account only its intensity. Finally, we illustrate our analytical results and possible extensions with the help of numerical simulations.

math.DS