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Enrique Thomann

Publications and source records attributed to Enrique Thomann.

12 recordsLinked to original sources

Navier-Stokes Equations with Fractional Dissipation and Associated Doubly Stochastic Yule Cascades

We introduce a self-similar doubly stochastic Yule (DSY) cascade associated with the deterministic Navier-Stokes equations (NSE) in $\mathbb{R}^d$ with fractional dissipation $(-\Delta)^\gamma$. Interestingly, such a structure is well-defined only in the scaling-supercritical regime $\gamma\in(\frac{1}{2},\frac{d+2}{4})$. We then characterize parametric regions of $(d,\gamma)$ that correspond to the stochastically explosive, non-explosive, hyperexplosive, non-hyperexplosive behaviors of the DSY cascade. Stochastic solution processes are constructed recursively to randomly transform (deterministic) initial data, such that their expectations yield solutions to the fractional NSE whenever these expectations exist. Explosion and geometric properties of the DSY cascade are then exploited to establish non-uniqueness and finite-time blowup results for a scalar partial differential equation associated with the fractional NSE using a majorization principle for stochastic solution processes. In the special case $d=2$, we derive a closed form for the solution process and prove the finite-time loss of integrability of the solution process for sufficiently large initial data. This lack of integrability does not necessarily imply finite-time blowup of solutions to the fractional NSE. Indeed, for vortex-flow initial data, we show that the solution can be continued beyond the time of integrability breakdown by averaging the stochastic solution processes in a way that creates symmetry cancellations.

math.PR

Transformation of Stochastic Recursions and Critical Phenomena in the Analysis of the Aldous-Shields-Athreya Cascade and Related Mean Flow Equations

The paper has two main goals. First, we extend the contemporary probability theory on trees to investigate critical phenomena in a stochastic model of Yule type called Aldous-Shields-Athreya (ASA) cascade. Second, we apply the newly developed probabilistic framework to problems of uniqueness and nonuniqueness of solutions to the linear and nonlinear mean flow equations, referred to as the pantograph equation and $α$-Riccati equation, respectively. The stochastic processes associated with these equations are related to each other via a one-parameter family of transformations. Remarkably, these simple transformations lead to infinitely many solutions to the initial-value problem of the nonlinear mean flow equation. Despite being non-explicit at the level of mean flow, their effect on the mean flow equations is reminiscent of how the Cole-Hopf transformation maps solutions of the heat equation to those of the Burgers equation. While the ASA cascade has been used to model percolation, ageing, and data compression, its relevance to any specific physical molecular dynamics is unclear to the authors. Nevertheless, our results highlight how simple stochastic-level transformations can uncover significant macroscopic structures. This principle is exemplified by the connection between spontaneous magnetization and shocks in the Burgers equation (Newman 1986) or the connection between the branching Brownian motion and the KPP equation (McKean 1975). In our model, the breakdown of uniqueness in mean flow solutions corresponds to critical phenomena in the ASA cascade such as stochastic explosion, hyperexplosion, and percolation.

math.PR

Approximate solutions to a nonlinear functional differential equation

A functional differential equation related to the logistic equation is studied by a combination of numerical and perturbation methods. Parameter regions are identified where the solution to the nonlinear problem is approximated well by known series solutions of the linear version of the equation. The solution space for a particular class of functions is then mapped out using a continuation approach.

math.CA

Doubly Stochastic Yule Cascades (Part I): The explosion problem in the time-reversible case

Motivated by the probabilistic methods for nonlinear differential equations introduced by McKean (1975) for the Kolmogorov-Petrovski-Piskunov (KPP) equation, and by Le Jan and Sznitman (1997) for the incompressible Navier-Stokes equations, we identify a new class of stochastic cascade models, referred to as Doubly Stochastic Yule cascades. We establish non-explosion criteria under the assumption that the randomization of Yule intensities from generation to generation is by an ergodic time-reversible Markov process. In addition to the cascade models that arise in the analysis of certain deterministic nonlinear differential equations, this model includes the multiplicative branching random walks, the branching Markov processes, and the stochastic generalizations of the percolation and/or cell aging models introduced by Aldous and Shields (1988) and independently by Athreya (1985).

math.PR

On Le Jan-Sznitman's stochastic approach to the Navier-Stokes equations

The paper explores the symbiotic relation between the Navier-Stokes equations and the associated stochastic cascades. Specifically, we examine how some well-known existence and uniqueness results for the Navier-Stokes equations can inform about the probabilistic features of the associated stochastic cascades, and how some probabilistic features of the stochastic cascades can, in turn, inform about the existence and uniqueness (or the lack thereof) of solutions. Our method of incorporating the stochastic explosion gives a simpler and more natural method to construct the solution compared to the original construction by Le Jan and Sznitman. This new stochastic construction is then used to show the finite-time blowup and non-uniqueness of the initial value problem for the Montgomery-Smith equation. We exploit symmetry properties inherent in our construction to give a simple proof of the global well-posedness results for small initial data in scale-critical Fourier-Besov spaces. We also obtain the pointwise convergence of the Picard's iteration associated with the Fourier-transformed Navier-Stokes equations.

math.AP

Doubly stochastic Yule cascades (Part II): The explosion problem in the non-reversible case

We analyze the explosion problem for a class of stochastic models introduced in Part I (arXiv:2103.06912), referred to as doubly stochastic Yule cascades. These models arise naturally in the construction of solutions to evolutionary PDEs as well as in purely probabilistic first passage percolation phenomena having a Markov-type statistical dependence, new for this context. Using cut-set arguments and a greedy algorithm, we respectively establish criteria for non-explosion and explosion without requiring the time-reversibility of the underlying branching Markov chain (a condition required in Part I). Notable applications include the explosion of the self-similar cascade of the Navier-Stokes equations in dimension $d=3$ and non-explosion in dimensions $d\ge 12$.

math.PR

Global analysis of a predator-prey model with variable predator search rate

We consider a modified Rosenzweig-MacArthur predator-prey model, based on the premise that the search rate of predators is dependent on the prey density, rather than constant. A complete analysis of the global behavior of the model is presented, and shows that the model exhibits a dichotomy similar to the classical Rosenzweig-MacArthur model: either the coexistence steady state is globally stable; or it is unstable, and then a unique, globally stable limit cycle exists. We discuss the similarities, but also important differences between our model and the Rosenweig-MacArthur model. The main differences are that: 1. The paradox of enrichment which always occurs in the Rosenzweig-MacArthur model, does not always occur here, and 2. Even when the paradox of enrichment occurs, predators can adapt by lowering their search rate, and effectively stabilize the system.

q-bio.PE

A Delayed Yule Process

In now classic work, David Kendall (1966) recognized that the Yule process and Poisson process could be related by a (random) time change. Furthermore, he showed that the Yule population size rescaled by its mean has an almost sure exponentially distributed limit as $t\to \infty$. In this note we introduce a class of coupled delayed Yule processes parameterized by $0 < α\le 1$ that includes the Poisson process at $α= {1/2}$. Moreover we extend Kendall's limit theorem to include a larger class of positive martingales derived from functionals that gauge the population genealogy. A somewhat surprising connection with the Holley-Liggett smoothing transformation also emerges in this context. Specifically, the latter is exploited to uniquely characterize the moment generating functions of distributions of the limit martingales, generalizing Kendall's mean one exponential limit.

math.PR

Symmetry Breaking and Uniqueness for the Incompressible Navier-Stokes Equations

The present article establishes connections between the structure of the deterministic Navier-Stokes equations and the structure of (similarity) equations that govern self-similar solutions as expected values of certain naturally associated stochastic cascades. A principle result is that explosion criteria for the stochastic cascades involved in the probabilistic representations of solutions to the respective equations coincide. While the uniqueness problem itself remains unresolved, these connections provide interesting problems and possible methods for investigating symmetry breaking and the uniqueness problem for Navier-Stokes equations. In particular, new branching Markov chains, including a dilogarithmic branching random walk on the multiplicative group $(0,\infty)$, naturally arise as a result of this investigation.

math.AP

Ergodic and Mixing Properties of the Boussinesq Equations with a Degenerate Random Forcing

We establish the existence, uniqueness and attraction properties of an ergodic invariant measure for the Boussinesq Equations in the presence of a degenerate stochastic forcing acting only in the temperature equation and only at the largest spatial scales. The central challenge is to establish time asymptotic smoothing properties of the Markovian dynamics corresponding to this system. Towards this aim we encounter a Lie bracket structure in the associated vector fields with a complicated dependence on solutions. This leads us to develop a novel Hörmander-type condition for infinite-dimensional systems. Demonstrating the sufficiency of this condition requires new techniques for the spectral analysis of the Malliavin covariance matrix.

math.AP

Interfacial Phenomena and Natural Local Time

This article addresses a modification of local time for stochastic processes, to be referred to as `natural local time'. It is prompted by theoretical developments arising in mathematical treatments of recent experiments and observations of phenomena in the geophysical and biological sciences pertaining to dispersion in the presence of an interface of discontinuity in dispersion coefficients. The results illustrate new ways in which to use the theory of stochastic processes to infer macro scale parameters and behavior from micro scale observations in particular heterogeneous environments.

math.PR

Corrections for "Occupation and local times for skew Brownian motion with applications to dispersion across an interface"

We are making corrections and acknowledging colleagues that pointed out mistakes in our recent paper titled "Occupation and local times for skew Brownian motion with applications to dispersion across an interface" which was published in Annals of Applied Probability (2011) 21(1) 183-214. Specifically the corrections are: 1. The restriction of $γ$ to non negative values in Theorem 1.3 is not needed. But one has probabilistic interpretation only when $γ$ is non negative. 2. State the correct formulas in Corollary 3.3 as their were computational errors in the original formulas. We thank Pierre Etoiré and Miguel Martinez for pointing out these errors.

math.PR