arXiv subjects

Martina Hofmanová

Publications and source records attributed to Martina Hofmanová.

32 records · Page 2Linked to original sources

arXiv2021

Ergodic theory for energetically open compressible fluid flows

The ergodic hypothesis is examined for energetically open fluid systems represented by the barotropic Navier--Stokes equations with general inflow/outflow boundary conditions. We show that any globally bounded trajectory generates a stationary statistical solution, which is interpreted as a stochastic process with continuous trajectories supported by the family of weak solutions of the problem. The abstract Birkhoff--Khinchin theorem is applied to obtain convergence (in expectation and a.s.) of ergodic averages for any bounded Borel measurable function of state variables associated to any stationary solution. Finally, we show that validity of the ergodic hypothesis is determined by the behavior of entire solutions (i.e. a solution defined for any $t\in R$). In particular, the ergodic averages converge for any trajectory provided its $ω-$limit set in the trajectory space supports a unique (in law) stationary solution.

math.AP↗

arXiv2021

Stationary solutions in thermodynamics of stochastically forced fluids

We study the full Navier--Stokes--Fourier system governing the motion of a general viscous, heat-conducting, and compressible fluid subject to stochastic perturbation. The system is supplemented with non-homogeneous Neumann boundary conditions for the temperature and hence energetically open. We show that, in contrast with the energetically closed system, there exists a stationary solution. Our approach is based on new global-in-time estimates which rely on the non-homogeneous boundary conditions combined with estimates for the pressure.

math.AP↗

arXiv2020

On ill- and well-posedness of dissipative martingale solutions to stochastic 3D Euler equations

We are concerned with the question of well-posedness of stochastic three dimensional incompressible Euler equations. In particular, we introduce a novel class of dissipative solutions and show that (i) existence; (ii) weak--strong uniqueness; (iii) non-uniqueness in law; (iv) existence of a strong Markov solution; (v) non-uniqueness of strong Markov solutions; all hold true within this class. Moreover, as a byproduct of (iii) we obtain existence and non-uniqueness of probabilistically strong and analytically weak solutions defined up to a stopping time and satisfying an energy inequality.

math.PR↗

arXiv2020

Global well-posedness of the 3D Navier--Stokes equations perturbed by a deterministic vector field

We are concerned with the problem of global well-posedness of the 3D Navier--Stokes equations on the torus with unitary viscosity. While a full answer to this question seems to be out of reach of the current techniques, we establish a regularization by a deterministic vector field. More precisely, we consider the vorticity form of the system perturbed by an additional transport type term. Such a perturbation conserves the enstrophy and therefore a priori it does not imply any smoothing. Our main result is a construction of a deterministic vector field $v=v(t,x)$ which provides the desired regularization of the system and yields global well-posedness for large initial data outside arbitrary small sets. The proof relies on probabilistic arguments developed by Flandoli and Luo, tools from rough path theory by Hofmanová, Leahy and Nilssen and a new Wong--Zakai approximation result, which itself combines probabilistic and rough path techniques.

math.PR↗

arXiv2020

On convergence of approximate solutions to the compressible Euler system

We consider a sequence of approximate solutions to the compressible Euler system admitting uniform energy bounds and/or satisfying the relevant field equations modulo an error vanishing in the asymptotic limit. We show that such a sequence either (i) converges strongly in the energy norm, or (ii) the limit is not a weak solution of the associated Euler system. This is in sharp contrast to the incompressible case, where (oscillatory) approximate solutions may converge weakly to solutions of the Euler system. Our approach leans on identifying a system of differential equations satisfied by the associated turbulent defect measure and showing that it only has a trivial solution.

math.AP↗

arXiv2019

Existence of martingale solutions and large-time behavior for a stochastic mean curvature flow of graphs

We are concerned with a stochastic mean curvature flow of graphs over a periodic domain of any space dimension. We establish existence of martingale solutions which are strong in the PDE sense and study their large-time behavior. Our analysis is based on a viscous approximation and new global bounds, namely, an $L^{\infty}_{ω,x,t}$ estimate for the gradient and an $L^{2}_{ω,x,t}$ bound for the Hessian. The proof makes essential use of the delicate interplay between the deterministic mean curvature part and the stochastic perturbation, which permits to show that certain gradient-dependent energies are supermartingales. Our energy bounds in particular imply that solutions become asymptotically spatially homogeneous and approach a Brownian motion perturbed by a random constant.

math.PR↗

arXiv2019

An energy method for rough partial differential equations

We present a well-posedness and stability result for a class of nondegenerate linear parabolic equations driven by rough paths. More precisely, we introduce a notion of weak solution that satisfies an intrinsic formulation of the equation in a suitable Sobolev space of negative order. Weak solutions are then shown to satisfy the corresponding energy estimates which are deduced directly from the equation. Existence is obtained by showing compactness of a suitable sequence of approximate solutions whereas uniqueness relies on a doubling of variables argument and a careful analysis of the passage to the diagonal. Our result is optimal in the sense that the assumptions on the deterministic part of the equation as well as the initial condition are the same as in the classical PDEs theory.

math.AP↗

arXiv2019

Global solutions to elliptic and parabolic $Φ^4$ models in Euclidean space

We prove existence of global solutions to singular SPDEs on $\mathbb{R}^d$ with cubic nonlinearities and additive white noise perturbation, both in the elliptic setting in dimensions $d=4,5$ and in the parabolic setting for $d=2,3$. We prove uniqueness and coming down from infinity for the parabolic equations. A motivation for considering these equations is the construction of scalar interacting Euclidean quantum field theories. The parabolic equations are related to the $Φ^4_d$ Euclidean quantum field theory via Parisi--Wu stochastic quantization, while the elliptic equations are linked to the $Φ^4_{d-2}$ Euclidean quantum field theory via the Parisi--Sourlas dimensional reduction mechanism.

math.PR↗

arXiv2018

Randomized exponential integrators for modulated nonlinear Schrödinger equations

We consider the nonlinear Schrödinger equation with dispersion modulated by a (formal) derivative of a time-dependent function with fractional Sobolev regularity of class $W^{α,2}$ for some $α\in (0,1)$. Due to the loss of smoothness in the problem classical numerical methods face severe order reduction. In this work, we develop and analyze a new randomized exponential integrator based on a stratified Monte Carlo approximation. The new discretization technique averages the high oscillations in the solution allowing for improved convergence rates of order $α+1/2$. In addition, the new approach allows us to treat a far more general class of modulations than the available literature. Numerical results underline our theoretical findings and show the favorable error behavior of our new scheme compared to classical methods.

math.NA↗

arXiv2018

On the Navier-Stokes equation perturbed by rough transport noise

We consider the Navier-Stokes system in two and three space dimensions perturbed by transport noise and subject to periodic boundary conditions. The noise arises from perturbing the advecting velocity field by space-time dependent noise that is smooth in space and rough in time. We study the system within the framework of rough path theory and, in particular, the recently developed theory of unbounded rough drivers. We introduce an intrinsic notion of a weak solution of the Navier-Stokes system, establish suitable a priori estimates and prove existence. In two dimensions, we prove that the solution is unique and stable with respect to the driving noise.

math.AP↗

arXiv2018

A priori estimates for rough PDEs with application to rough conservation laws

We introduce a general weak formulation for PDEs driven by rough paths, as well as a new strategy to prove well-posedness. Our procedure is based on a combination of fundamental a priori estimates with (rough) Gronwall-type arguments. In particular this approach does not rely on any sort of transformation formula (flow transformation, Feynman--Kac representation formula etc.) and is therefore rather flexible. As an application, we study conservation laws driven by rough paths establishing well--posedness for the corresponding kinetic formulation.

math.AP↗

arXiv2017

Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE

We study quasilinear degenerate parabolic-hyperbolic stochastic partial differential equations with general multiplicative noise within the framework of kinetic solutions. Our results are twofold: First, we establish new regularity results based on averaging techniques. Second, we prove the existence and uniqueness of solutions in a full $L^1$ setting requiring no growth assumptions on the nonlinearities. In addition, we prove a comparison result and an $L^1$-contraction property for the solutions.

math.PR↗

arXiv2016

Degenerate parabolic stochastic partial differential equations: Quasilinear case

In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic solution and develop a well-posedness theory that includes also an $L^1$-contraction property. In comparison to the previous works of the authors concerning stochastic hyperbolic conservation laws [J. Funct. Anal. 259 (2010) 1014-1042] and semilinear degenerate parabolic SPDEs [Stochastic Process. Appl. 123 (2013) 4294-4336], the present result contains two new ingredients that provide simpler and more effective method of the proof: a generalized Itô formula that permits a rigorous derivation of the kinetic formulation even in the case of weak solutions of certain nondegenerate approximations and a direct proof of strong convergence of these approximations to the desired kinetic solution of the degenerate problem.

math.AP↗

arXiv2015

Stochastic Navier-Stokes equations for compressible fluids

We study the Navier-Stokes equations governing the motion of isentropic compressible fluid in three dimensions driven by a multiplicative stochastic forcing. In particular, we consider a stochastic perturbation of the system as a function of momentum and density, which is affine linear in momentum and satisfies suitable growth assumptions with respect to density, and establish existence of the so-called finite energy weak martingale solution under the condition that the adiabatic constant satisfies $γ>3/2$. The proof is based on a four layer approximation scheme together with a refined stochastic compactness method and a careful identification of the limit procedure.

math.AP↗