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F. Flandoli

Publications and source records attributed to F. Flandoli.

17 recordsLinked to original sources
arXiv2024

Extreme Value theory and Poisson statistics for discrete time samplings of stochastic differential equations

We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an annealead transfer operators on ad-hoc spaces of probability densities. The spectral properties of such operators are obtained by employing a mixture of techniques coming from SDE theory and a functional analytic approach to dynamical systems.

math.DS↗
arXiv2016

Strong uniqueness for SDEs in Hilbert spaces with nonregular drift

We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This generalizes a classical result by one of the authors to infinite dimensions. Our results also generalize and improve recent results by N. Champagnat and P. E. Jabin, proved in finite dimensions, in the case where their diffusion matrix is constant and nondegenerate and their weakly differentiable drift is the (weak) gradient of a convex function. We also prove weak existence, hence obtain unique strong solutions by the Yamada-Watanabe theorem. The proofs are based in part on a recent maximal regularity result in infinite dimensions, the theory of quasi-regular Dirichlet forms and an infinite dimensional version of a Zvonkin-type transformation. As a main application, we show pathwise uniqueness for stochastic reaction diffusion equations perturbed by a Borel measurable bounded drift. Hence, such SDE have a unique strong solution.

math.PR↗
arXiv2014

Strong uniqueness for stochastic evolution equations with unbounded measurable drift term

We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally bounded drift term $B$ and cylindrical Wiener noise. We prove pathwise (hence strong) uniqueness in the class of global solutions. This paper extends our previous paper (Da Prato, Flandoli, Priola and M. Rockner, Annals of Prob., published online in 2012) which generalized Veretennikov's fundamental result to infinite dimensions assuming boundedness of the drift term. As in our previous paper pathwise uniqueness holds for a large class, but not for every initial condition. We also include an application of our result to prove existence of strong solutions when the drift $B$ is only measurable, locally bounded and grows more than linearly.

math.PR↗
arXiv2013

Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift

We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilbert spaces with merely measurable bounded drift and cylindrical Wiener noise, thus generalizing Veretennikov's fundamental result on $\mathbb{R}^d$ to infinite dimensions. Because Sobolev regularity results implying continuity or smoothness of functions do not hold on infinite-dimensional spaces, we employ methods and results developed in the study of Malliavin-Sobolev spaces in infinite dimensions. The price we pay is that we can prove uniqueness for a large class, but not for every initial distribution. Such restriction, however, is common in infinite dimensions.

math.PR↗
arXiv2013

Fokker-Planck equations for SPDE with non-trace class noise

In this paper we develop a new technique to prove existence of solutions of Fokker-Planck equations on Hilbert spaces for Kolmogorov operators with non trace-class second order coefficients or equivalently with an associated stochastic partial differential equation (SPDE) with non trace-class noise. Applications include stochastic 2D and 3D-Navier-Stokes equations with non trace-class additive noise.

math.PR↗
arXiv2010

Renormalized solutions for stochastic transport equations and the regularization by bilinear multiplicative noise

A linear stochastic transport equation with non-regular coefficients is considered. Under the same assumption of the deterministic theory, all weak $L^\infty$-solutions are renormalized. But then, if the noise is nondegenerate, uniqueness of weak $L^\infty$-solutions does not require essential new assumptions, opposite to the deterministic case where for instance the divergence of the drift is asked to be bounded. The proof gives a new explanation why bilinear multiplicative noise may have a regularizing effect.

math.PR↗
arXiv2010

Pathwise uniqueness and continuous dependence for SDEs with nonregular drift

A new proof of a pathwise uniqueness result of Krylov and Röckner is given. It concerns SDEs with drift having only certain integrability properties. In spite of the poor regularity of the drift, pathwise continuous dependence on initial conditions may be obtained, by means of this new proof. The proof is formulated in such a way to show that the only major tool is a good regularity theory for the heat equation forced by a function with the same regularity of the drift.

math.PR↗
arXiv2010

Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations

The motion of a finite number of point vortices on a two-dimensional periodic domain is considered. In the deterministic case it is known to be well posed only for almost every initial configuration. Coalescence of vortices may occur for certain initial conditions. We prove that when a generic stochastic perturbation compatible with the Eulerian description is introduced, the point vortex motion becomes well posed for every initial configuration, in particular coalescence disappears.

math.PR↗
arXiv2009

Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift

We consider a SDE with a smooth multiplicative non-degenerate noise and a possibly unbounded Holder continuous drift term. We prove existence of a global flow of diffeomorphisms by means of a special transformation of the drift of Ito-Tanaka type. The proof requires non-standard elliptic estimates in Holder spaces. As an application of the stochastic flow, we obtain a Bismut-Elworthy-Li type formula for the first derivatives of the associated diffusion semigroup.

math.PR↗
arXiv2008

Energy dissipation and self-similar solutions for an unforced inviscid dyadic model

A shell-type model of an inviscid fluid, previously considered in the literature, is investigated in absence of external force. Energy dissipation of positive solutions is proved and decay of energy like $t^{-2}$ is established. Self-similar decaying positive solutions are introduced and proved to exist and classified. Coalescence and blow-up are obtained as a consequence, in the class of arbitrary sign solutions.

math.AP↗
arXiv2007

Markov selections for the 3D stochastic Navier-Stokes equations

We investigate the Markov property and the continuity with respect to the initial conditions (strong Feller property) for the solutions to the Navier-Stokes equations forced by an additive noise. First, we prove, by means of an abstract selection principle, that there are Markov solutions to the Navier-Stokes equations. Due to the lack of continuity of solutions in the space of finite energy, the Markov property holds almost everywhere in time. Then, depending on the regularity of the noise, we prove that any Markov solution has the strong Feller property for regular initial conditions. We give also a few consequences of these facts, together with a new sufficient condition for well-posedness.

math.PR↗
arXiv2006

On a stochastic version of Prouse model in fluid dynamics

A stochastic version of a modified Navier-Stokes equation (introduced by Prouse) is considered in a 3-dimensional torus. We prove existence and uniqueness of martingale solutions. A different model with the non linearity given by a power 5 of the velocity is analyzed; for the structure function of this model, some insights towards an expression similar to that obtained by the Kolmogorov 1941 theory of turbulence are presented.

math.PR↗
arXiv2006

Markovianity and ergodicity for a surface growth PDE

The paper analyses a model in surface growth, where uniqueness of weak solutions seems to be out of reach. We provide the existence of a weak martingale solution satisfying energy inequalities and having the Markov property. Furthermore, under non-degeneracy conditions on the noise, we establish that any such solution is strong Feller and has a unique invariant measure.

math.PR↗
arXiv2006

Regularity of transition semigroups associated to a 3D stochastic Navier-Stokes equation

A 3D stochastic Navier-Stokes equation with a suitable non degenerate additive noise is considered. The regularity in the initial conditions of every Markov transition kernel associated to the equation is studied by a simple direct approach. A by-product of the technique is the equivalence of all transition probabilities associated to every Markov transition kernel.

math.PR↗
arXiv2005

Remarks on the K41 scaling law in turbulent fluids

A definition of K41 scaling law for suitable families of measures is given and investigated. First, a number of necessary conditions are proved. They imply the absence of scaling laws for 2D stochastic Navier-Stokes equations and for the stochastic Stokes (linear) problem in any dimension, while they imply a lower bound on the mean vortex stretching in 3D. Second, for 3D stochastic Navier-Stokes equations necessary and sufficient conditions for K41 are proved, translating the problem into bounds for energy and enstrophy of high and low modes respectively. The validity of such conditions in 3D remains open. Finally, a stochastic vortex model with such properties is presented.

math-ph↗
arXiv2000

The Gibbs ensemble of a vortex filament

We introduce a statistical ensemble for a single vortex filament of a three dimensional incompressible fluid. The core of the vortex is modelled by a quite generic stochastic process. We prove the existence of the partition function for both positive and a limited range of negative temperatures.

math-ph↗