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Jinqiao Duan

Publications and source records attributed to Jinqiao Duan.

At least 235 records · Page 13Linked to original sources
arXiv2008

Small probability events for two-layer geophysical flows under uncertainty

The stochastics two-layer quasi-geostrophic flow model is an intermediate system between the single-layer two dimensional barotropic flow model and the continuously stratified three dimensional baroclinic flow model. This model is widely used to investigate basic mechanisms in geophysical flows, such as baroclinic effects, the Gulf Stream and subtropical gyres. A large deviation principle for the two-layer quasi-geostrophic flow model under uncertainty is proved. The proof is based on the Laplace principle and a variational approach. This approach does not require the exponential tightness estimates which are needed in other methods for establishing large deviation principles.

math.DS↗
arXiv2008

An intermediate regime for exit phenomena driven by non-Gaussian Levy noises

A dynamical system driven by non-Gaussian Lévy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian Lévy noises, it is shown that the mean exit time is asymptotically faster than exponential (the well-known Gaussian Brownian noise case) but slower than polynomial (the stable Lévy noise case), in terms of the reciprocal of the small noise intensity.

math.DS↗
arXiv2008

General Matrix-Valued Inhomogeneous Linear Stochastic Differential Equations and Applications

The expressions of solutions for general $n\times m$ matrix-valued inhomogeneous linear stochastic differential equations are derived. This generalizes a result of Jaschke (2003) for scalar inhomogeneous linear stochastic differential equations. As an application, some $\R^n$ vector-valued inhomogeneous nonlinear stochastic differential equations are reduced to random differential equations, facilitating pathwise study of the solutions.

math.DS↗
arXiv2008

Reductions and deviations for stochastic partial differential equations under fast dynamical boundary conditions

In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The noises in the model and in the boundary condition are both additive. An effective equation is derived and justified by reducing the random \emph{dynamical} boundary condition to a simpler one. The effective system is still a stochastic partial differential equation. Furthermore, the quantitative comparison between the solution of the original stochastic system and the effective solution is provided by establishing normal deviations and large deviations principles. Namely, the normal deviations are asymptotically characterized, while the rate and speed of the large deviations are estimated.

math.DS↗
arXiv2007

A dynamical approximation for stochastic partial differential equations

Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the random invariant manifold is almost surely asymptotically complete. The asymptotic dynamical behavior is thus described by a stochastic ordinary differential system on the random invariant manifold, under suitable conditions. As an application, stationary states (invariant measures) is considered for one example of stochastic partial differential equations.

math.DS↗
arXiv2007

Effective macroscopic dynamics of stochastic partial differential equations in perforated domains

An effective macroscopic model for a stochastic microscopic system is derived. The original microscopic system is modeled by a stochastic partial differential equation defined on a domain perforated with small holes or heterogeneities. The homogenized effective model is still a stochastic partial differential equation but defined on a unified domain without holes. The solutions of the microscopic model is shown to converge to those of the effective macroscopic model in probability distribution, as the size of holes diminishes to zero. Moreover, the long time effectivity of the macroscopic system in the sense of \emph{convergence in probability distribution}, and the effectivity of the macroscopic system in the sense of \emph{convergence in energy} are also proved.

math.AP↗
arXiv2007

Homogenized dynamics of stochastic partial differential equations with dynamical boundary conditions

A microscopic heterogeneous system under random influence is considered. The randomness enters the system at physical boundary of small scale obstacles as well as at the interior of the physical medium. This system is modeled by a stochastic partial differential equation defined on a domain perforated with small holes (obstacles or heterogeneities), together with random dynamical boundary conditions on the boundaries of these small holes. A homogenized macroscopic model for this microscopic heterogeneous stochastic system is derived. This homogenized effective model is a new stochastic partial differential equation defined on a unified domain without small holes, with static boundary condition only. In fact, the random dynamical boundary conditions are homogenized out, but the impact of random forces on the small holes' boundaries is quantified as an extra stochastic term in the homogenized stochastic partial differential equation. Moreover, the validity of the homogenized model is justified by showing that the solutions of the microscopic model converge to those of the effective macroscopic model in probability distribution, as the size of small holes diminishes to zero.

math.AP↗
arXiv2006

Non-autonomous dynamics of wave equations with nonlinear damping and critical nonlinearity

The authors consider non-autonomous dynamical behavior of wave-type evolutionary equations with nonlinear damping and critical nonlinearity. These type of waves equations are formulated as non-autonomous dynamical systems (namely, cocycles). A sufficient and necessary condition for the existence of pullback attractors is established for norm-to-weak continuous non-autonomous dynamical systems, in terms of pullback asymptotic compactness or pullback $κ-$contraction criteria. A technical method for verifying pullback asymptotic compactness, via contractive functions, is devised. These results are then applied to the wave-type evolutionary equations with nonlinear damping and critical nonlinearity, to obtain the existence of pullback attractors. The required pullback asymptotic compactness for the existence of pullback attractors is fulfilled by some new a priori estimates for concrete wave type equations arising from applications. Moreover, the pullback $κ-$contraction criterion for the existence of pullback attractors is of independent interest.

math.DS↗
arXiv2006

An impact of stochastic dynamic boundary conditions on the evolution of the Cahn-Hilliard system

Nonlinear systems are often subject to random influences. Sometimes the noise enters the system through physical boundaries and this leads to stochastic dynamic boundary conditions. A dynamic, as opposed to static, boundary condition involves the time derivative as well as spatial derivatives for the system state variables on the boundary. Although stochastic \emph{static} (Neumann or Dirichet type) boundary conditions have been applied for stochastic partial differential equations, not much is known about the dynamical impact of stochastic \emph{dynamic} boundary conditions. The purpose of this paper is to study possible impacts of stochastic dynamic boundary conditions on the long term dynamics of the Cahn-Hilliard equation arising in the materials science. We show that the dimension estimation of the random attractor increases as the coefficient for the dynamic term in the stochastic dynamic boundary condition decreases. However, the dimension of the random attractor is not affected by the corresponding stochastic static boundary condition.

math.DS↗
arXiv2006

Feedback stabilization for Oseen fluid equations:A stochastic approach

The authors consider stochastic aspects of the stabilization problem for two and three-dimensional Oseen equations with help of feedback control defined on a part of the fluid boundary. Stochastic issues arise when inevitable unpredictable fluctuations in numerical realization of stabilization procedures are taken into account and they are supposed to be independent identically distributed random variables. Under this assumption the solution to the stabilization problem obtained via boundary feedback control can be described by a Markov chain or a discrete random dynamical system. It is shown that this random dynamical system possesses a unique, exponentially attracting, invariant measure, namely, this random dynamical system is ergodic. This gives adequate statistical description of the stabilization process on the stage when stabilized solution has to be retained near zero (i.e. near unstable state of equilibrium).

math.AP↗
arXiv2006

Invariant manifold reduction for stochastic dynamical systems

Invariant manifolds facilitate the understanding of nonlinear stochastic dynamics. When an invariant manifold is represented approximately by a graph for example, the whole stochastic dynamical system may be reduced or restricted to this manifold. This reduced system may provide valuable dynamical information for the original system. The authors have derived an invariant manifold reduction or restriction principle for systems of Stratonovich or Ito stochastic differential equations. Two concepts of invariance are considered for invariant manifolds. The first invariance concept is in the framework of cocycles -- an invariant manifold being a random set. The dynamical reduction is achieved by investigating random center manifolds. The second invariance concept is in the sense of almost sure -- an invariant manifold being a deterministic set which is not necessarily attracting. The restriction of the original stochastic system on this deterministic local invariant manifold is still a stochastic system but with reduced dimension.

math.DS↗
arXiv2006

Predictability of the Burgers dynamics under model uncertainty

Complex systems may be subject to various uncertainties. A great effort has been concentrated on predicting the dynamics under uncertainty in initial conditions. In the present work, we consider the well-known Burgers equation with random boundary forcing or with random body forcing. Our goal is to attempt to understand the stochastic Burgers dynamics by predicting or estimating the solution processes in various diagnostic metrics, such as mean length scale, correlation function and mean energy. First, for the linearized model, we observe that the important statistical quantities like mean energy or correlation functions are the same for the two types of random forcing, even though the solutions behave very differently. Second, for the full nonlinear model, we estimate the mean energy for various types of random body forcing, highlighting the different impact on the overall dynamics of space-time white noises, trace class white-in-time and colored-in-space noises, point noises, additive noises or multiplicative noises.

math.CA↗
arXiv2006

Stochastic parameterization for large eddy simulation of geophysical flows

Recently, stochastic, as opposed to deterministic, parameterizations are being investigated to model the effects of unresolved subgrid scales (SGS) in large eddy simulations (LES) of geophysical flows. We analyse such a stochastic approach in the barotropic vorticity equation to show that (i) if the stochastic parameterization approximates the actual SGS stresses, then the solution of the stochastic LES approximates the "true" solution at appropriate scale sizes; and that (ii) when the filter scale size approaches zero, the solution of the stochastic LES approaches the true solution.

math.AP↗
arXiv2006

Dynamics of the Thermohaline Circulation Under Uncertainty

The ocean thermohaline circulation under uncertainty is investigated by a random dynamical systems approach. It is shown that the asymptotic dynamics of the thermohaline circulation is described by a random attractor and by a system with finite degrees of freedom.

math-ph↗
arXiv2006

Uniform attractors for non-autonomous wave equations with nonlinear damping

We consider dynamical behavior of non-autonomous wave-type evolutionary equations with nonlinear damping, critical nonlinearity, and time-dependent external forcing which is translation bounded but not translation compact (i.e., external forcing is not necessarily time-periodic, quasi-periodic or almost periodic). A sufficient and necessary condition for the existence of uniform attractors is established using the concept of uniform asymptotic compactness. The required compactness for the existence of uniform attractors is then fulfilled by some new a priori estimates for concrete wave type equations arising from applications. The structure of uniform attractors is obtained by constructing a skew product flow on the extended phase space for the norm-to-weak continuous process.

math.DS↗
arXiv2006

Impact of Boundary Conditions on Entrainment and Transport in Gravity Currents

Gravity currents have been studied numerically and experimentally both in the laboratory and in the ocean. The question of appropriate boundary conditions is still challenging for most complex flows. Gravity currents make no exception - appropriate, physically and mathematically sound boundary conditions are yet to be found. This task is further complicated by the technical limitations imposed by the current oceanographic techniques. In this paper, we make a first step toward a better understanding of the impact of boundary conditions on gravity currents. Specifically, we use direct numerical simulations to investigate the effect that the popular Neumann, and less popular Dirichlet boundary conditions on the bottom continental shelf have on the entrainment and transport of gravity currents. The finding is that gravity currents under these two different boundary conditions differ most in the way they transport heat from the top towards the bottom. This major difference occurs at medium temperature ranges. Entrainment and transport at high temperatures also show significant differences.

physics.flu-dyn↗