arXiv subjects
Publications and source records attributed to Martina Hofmanova.
A summary of recent contributions in the field of rough partial differential equations is given. For that purpose we rely on the formalism of ``unbounded rough driver''. We present applications to concrete models including Landau-Lifshitz-Gilbert, Navier-Stokes and Euler equations.
We consider the Navier-Stokes system in three dimensions perturbed by a transport noise which is sufficiently smooth in space and rough in time. The existence of a weak solution was proved recently, however, as in the deterministic setting the question of uniqueness remains a major open problem. An important feature of systems with uniqueness is the semigroup property satisfied by their solutions. Without uniqueness, this property cannot hold generally. We select a system of solutions satisfying the semigroup property with appropriately shifted rough path. In addition, the selected solutions respect the well accepted admissibility criterium for physical solutions, namely, maximization of the energy dissipation. Finally, under suitable assumptions on the driving rough path, we show that the Navier-Stokes system generates a measurable random dynamical system. To the best of our knowledge, this is the first construction of a measurable single-valued random dynamical system in the state space for an SPDE without uniqueness.
We study the surface quasi-geostrophic equation with an irregular spatial perturbation $$ \partial_{t }θ+ u\cdot\nablaθ= -ν(-Δ)^{γ/2}θ+ ζ,\qquad u=\nabla^{\perp}(-Δ)^{-1}θ, $$ on $[0,\infty)\times\mathbb{T}^{2}$, with $ν\geq 0$, $γ\in [0,3/2)$ and $ζ\in B^{-2+κ}_{\infty,\infty}(\mathbb{T}^{2})$ for some $κ>0$. This covers the case of $ζ= (-Δ)^{α/2}ξ$ for $α<1$ and $ξ$ a spatial white noise on $\mathbb{T}^{2}$. Depending on the relation between $γ$ and $α$, our setting is subcritical, critical or supercritical in the language of Hairer's regularity structures \cite{Hai14}. Based on purely analytical tools from convex integration and without the need of any probabilistic arguments including renormalization, we prove existence of infinitely many analytically weak solutions in $L^{p}_{\rm{loc}}(0,\infty;B_{\infty,1}^{-1/2})\cap C_{b}([0,\infty);B^{-1/2-δ}_{\infty,1})\cap C^{1}_{b}([0,\infty);B^{-3/2-δ}_{\infty,1})$ for all $p\in [1,\infty)$ and $δ>0$. We are able to prescribe an initial as well as a terminal condition at a finite time $T>0$, and to construct steady state, i.e. time independent, solutions. In all cases, the solutions are non-Gaussian, but we may as well prescribe Gaussianity at some given times. Moreover, a coming down from infinity with respect to the perturbation and the initial condition holds. Finally, we show that the our solutions generate statistically stationary solutions as limits of ergodic averages, and we obtain existence of infinitely many non-Gaussian time dependent ergodic stationary solutions. We also extend our results to a more general class of singular SPDEs.
We consider the barotropic Navier--Stokes system driven by a physically well-motivated transport noise in both continuity as well as momentum equation. We focus on three different situations: (i) the noise is smooth in time and the equations are understood as in the sense of the classical weak deterministic theory, (ii) the noise is rough in time and we interpret the equations in the framework of rough paths with unbounded rough drivers and (iii) we have a Brownian noise of Stratonovich type and study the existence of martingale solutions. The first situation serves as an approximation for (ii) and (iii), while (ii) and (iii) are motivated by recent results on the incompressible Navier--Stokes system concerning the physical modeling as well as regularization by noise.
We consider systems of stochastic evolutionary equations of the $p$-Laplace type. We establish convergence rates for a finite-element based space-time approximation, where the error is measured in a suitable quasi-norm. Under natural regularity assumptions on the solution, our main result provides linear convergence in space and convergence of order $α$ in time for all $α\in(0,\frac{1}{2})$. The key ingredient of our analysis is a random time-grid, which allows us to compensate for the lack of time regularity. Our theoretical results are confirmed by numerical experiments.
We consider a statistical limit of solutions to the compressible Navier--Stokes system in the high Reynolds number regime in a domain exterior to a rigid body. We investigate to what extent this highly turbulent regime can be modeled by an external stochastic perturbation, as suggested in the related physics literature. To this end, we interpret the statistical limit as a stochastic process on the associated trajectory space. We suppose that the limit process is statistically equivalent to a solution of the stochastic compressible Euler system. Then, necessarily, (i) the stochastic forcing is not active -- the limit is a statistical solution of the deterministic Euler system; (ii) the solutions S-converge to the limit; (iii) if, in addition, the expected value of the limit process solves the Euler system, then the limit is deterministic and the convergence is strong in the $L^p$-sense. These results strongly indicate that a stochastic forcing may not be a suitable model for turbulent randomness in compressible fluid flows.
We present a new construction of the Euclidean $Φ^4$ quantum field theory on $\mathbb{R}^3$ based on PDE arguments. More precisely, we consider an approximation of the stochastic quantization equation on $\mathbb{R}^3$ defined on a periodic lattice of mesh size $\varepsilon$ and side length $M$. We introduce a new renormalized energy method in weighted spaces and prove tightness of the corresponding Gibbs measures as $\varepsilon \rightarrow 0$, $M \rightarrow \infty$. Every limit point is non-Gaussian and satisfies reflection positivity, translation invariance and stretched exponential integrability. These properties allow to verify the Osterwalder--Schrader axioms for a Euclidean QFT apart from rotation invariance and clustering. Our argument applies to arbitrary positive coupling constant, to multicomponent models with $O(N)$ symmetry and to some long-range variants. Moreover, we establish an integration by parts formula leading to the hierarchy of Dyson--Schwinger equations for the Euclidean correlation functions. To this end, we identify the renormalized cubic term as a \emph{distribution} on the space of Euclidean fields.
We introduce a new concept of dissipative measure-valued martingale solutions to the stochastic compressible Euler equations. These solutions are weak in the probabilistic sense i.e., the probability space and the driving Wiener process are an integral part of the solution. We derive the relative energy inequality for the stochastic compressible Euler equations and, as a corollary, we exhibit pathwise weak-strong uniqueness principle. Moreover, making use of the relative energy inequality, we investigate the low Mach limit (incompressible limit) of the underlying system of equations. As a main novelty with respect to the related literature, our results apply to general nonlinear multiplicative stochastic perturbations of Nemytskij type.
We are concerned with the long time behavior of the stochastic Navier--Stokes system for compressible fluids in dimension two and three. In this setting, the part of the phase space occupied by the solution depends sensitively on the choice of the initial state. Our main results are threefold. (i) The kinetic energy of a solution is universally and asymptotically bounded, independent of the initial datum. (ii) Time shifts of a solution with initially controlled energy are asymptotically compact and generate an entire solution defined for all $t\in R$. (iii) Every solution with initially controlled energy generates a stationary solution and even an ergodic stationary solution on the closure of the convex hull of its $ω$--limit set.
We discuss several approaches to generalized solutions of problems describing the motion of inviscid fluids. We propose a new concept of dissipative solution to the compressible Euler system based on a careful analysis of possible oscillations and/or concentrations in the associated generating sequence. Unlike the conventional measure-valued solutions or rather their expected values, the dissipative solutions comply with a natural compatibility condition - they are classical solutions as long as they enjoy certain degree of smoothness.
It is nowadays well understood that the multidimensional isentropic Euler system is desperately ill--posed. Even certain smooth initial data give rise to infinitely many solutions and all available selection criteria fail to ensure both global existence and uniqueness. We propose a different approach to well--posedness of this system based on ideas from the theory of Markov semigroups: we show the existence of a Borel measurable solution semiflow. To this end, we introduce a notion of dissipative solution which is understood as time dependent trajectories of the basic state variables - the mass density, the linear momentum, and the energy - in a suitable phase space. The underlying system of PDEs is satisfied in a generalized sense. The solution semiflow enjoys the standard semigroup property and the solutions coincide with the strong solutions as long as the latter exist. Moreover, they minimize the energy (maximize the energy dissipation) among all dissipative solutions.
We introduce a rough perturbation of the Navier-Stokes system and justify its physical relevance from balance of momentum and conservation of circulation in the inviscid limit. We present a framework for a well-posedness analysis of the system. In particular, we define an intrinsic notion of solution based on ideas from the rough path theory and study the system in an equivalent vorticity formulation. In two space dimensions, we prove that well-posedness and enstrophy balance holds. Moreover, we derive rough path continuity of the equation, which yields a Wong-Zakai result for Brownian driving paths, and show that for a large class of driving signals, the system generates a continuous random dynamical system. In dimension three, the noise is not enstrophy balanced, and we establish the existence of local in time solutions.
To circumvent the ill-posedness issues present in various models of continuum fluid mechanics, we present a dynamical systems approach aiming at selection of physically relevant solutions. Even under the presence of infinitely many solutions to the full Euler system describing the motion of a compressible inviscid fluid, our approach permits to select a system of solutions (one trajectory for every initial condition) satisfying the classical semiflow property. Moreover, the selection respects the well accepted admissibility criteria for physical solutions, namely, maximization of the entropy production rate and the weak--strong uniqueness principle. Consequently, strong solutions are always selected whenever they exist and stationary states are stable and included in the selection as well. To this end, we introduce a notion of dissipative solution, which is given by a triple of density, momentum and total entropy defined as expectations of a suitable measure--valued solution.
We analyze the Markov property of solutions to the compressible Navier--Stokes system perturbed by a general multiplicative stochastic forcing. We show the existence of an almost sure Markov selection to the associated martingale problem. Our proof is based on the abstract framework introduced in [F. Flandoli, M. Romito: Markov selections for the 3D stochastic Navier--Stokes equations. Probab. Theory Relat. Fields 140, 407--458. (2008)]. A major difficulty arises from the fact, different from the incompressible case, that the velocity field is not continuous in time. In addition, it cannot be recovered from the variables whose time evolution is described by the Navier--Stokes system, namely, the density and the momentum. We overcome this issue by introducing an auxiliary variable into the Markov selection procedure.
We present a rough path analog of the classical Gronwall Lemma introduced recently by A. Deya, M. Gubinelli, M. Hofmanová, S. Tindel in [arXiv:1604.00437] and discuss two of its applications. First, it is applied in the framework of rough path driven PDEs in order to establish energy estimates for weak solutions. Second, it is used in order to prove uniqueness for reflected rough differential equations.
We consider the (barotropic) Euler system describing the motion of a compressible inviscid fluid driven by a stochastic forcing. Adapting the method of convex integration we show that the initial value problem is ill-posed in the class of weak (distributional) solutions. Specifically, we find a sequence $τ_M \to \infty$ of positive stopping times for which the Euler system admits infinitely many solutions originating from the same initial data. The solutions are weak in the PDE sense but strong in the probabilistic sense, meaning, they are defined on an {\it a priori} given stochastic basis and adapted to the driving stochastic process.
We study the long-time behavior of solutions to a stochastically driven Navier-Stokes system describing the motion of a compressible viscous fluid driven by a temporal multiplicative white noise perturbation. The existence of stationary solutions is established in the framework of Lebesgue--Sobolev spaces pertinent to the class of weak martingale solutions. The methods are based on new global-in-time estimates and a combination of deterministic and stochastic compactness arguments. In contrast with the deterministic case, where related results were obtained only under rather restrictive constitutive assumptions for the pressure, the stochastic case is tractable in the full range of constitutive relations allowed by the available existence theory. This can be seen as a kind of regularizing effect of the noise on the global-in-time solutions.
We introduce an exponential-type time-integrator for the KdV equation and prove its first-order convergence in $H^1$ for initial data in $H^3$. Furthermore, we outline the generalization of the presented technique to a second-order method.