arXiv subjects

Sam Punshon-Smith

Publications and source records attributed to Sam Punshon-Smith.

9 recordsLinked to original sources

arXiv2026

Unique ergodicity of projective cocycles over the 2D stochastic Navier-Stokes equations

We consider the linear cocycles generated by the linearized vorticity equation and by passive scalar advection diffusion, both driven by the two dimensional stochastic Navier-Stokes flow on the torus with non degenerate additive forcing, and we prove uniqueness of the stationary measures for the projective process associated to such linear dynamics. The proof relies on a localized asymptotic strong coupling construction, and on the non-degeneracy of the Malliavin matrix of the projective process. Establishing this non-degeneracy for passive scalar advection poses additional challenges, and requires a proof (based on Cameron-Martin analyticity arguments) that generically the passive scalar is nowhere one-dimensional.

math.PR↗

arXiv2025

Non-uniqueness of stationary measures for stochastic systems with almost surely invariant manifolds

We develop a general framework for establishing non-uniqueness of stationary measures for stochastically forced dynamical systems possessing an almost surely invariant submanifold. Our main abstract result provides sufficient conditions for the existence of multiple stationary measures on compact manifolds, though the underlying methodology extends to non-compact settings. The key insight is to construct additional stationary measures by exploiting the linear instability of the invariant submanifold, as quantified by a positive transverse Lyapunov exponent. To demonstrate the practical applicability of our framework, we apply it to the Lorenz 96 model with degenerate stochastic forcing, which serves as an example of both non-compact and high-dimensional dynamics. We prove that as the damping parameter becomes sufficiently small, the unique stationary measure bifurcates, giving rise to exactly two distinct stationary measures. The proof combines our general theory with computer-assisted verification of certain Lie algebra generation properties that ensure the required hypoellipticity and irreducibility conditions.

math.DS↗

arXiv2024

Lower bounds on the top Lyapunov exponent for linear PDEs driven by the 2D stochastic Navier-Stokes equations

We consider the top Lyapunov exponent associated to the advection-diffusion and linearised Navier-Stokes equations on the two-dimensional torus. The velocity field is given by the stochastic Navier-Stokes equations driven by a non-degenerate white-in-time noise with a power-law correlation structure. We show that the top Lyapunov exponent is bounded from below by a negative power of the diffusion parameter. This partially answers a conjecture of Doering and Miles and provides a first lower bound on the Batchelor scale in terms of the diffusivity. The proof relies on a robust analysis of the projective process associated to the linear equation, through its spectral median dynamics. We introduce a probabilistic argument to show that high-frequency states for the projective process are unstable under stochastic perturbations, leading to a Lyapunov drift condition and quantitative-in-diffusivity estimates.

math.PR↗

arXiv2024

Negative regularity mixing for random volume preserving diffeomorphisms

We consider the negative regularity mixing properties of random volume preserving diffeomorphisms on a compact manifold without boundary. We give general criteria so that the associated random transfer operator mixes $H^{-δ}$ observables exponentially fast in $H^{-δ}$ (with a deterministic rate), a property that is false in the deterministic setting. The criteria apply to a wide variety of random diffeomorphisms, such as discrete-time iid random diffeomorphisms, the solution maps of suitable classes of stochastic differential equations, and to the case of advection-diffusion by solutions of the stochastic incompressible Navier-Stokes equations on $\mathbb T^2$. In the latter case, we show that the zero diffusivity passive scalar with a stochastic source possesses a unique stationary measure describing "ideal" scalar turbulence. The proof is based on techniques inspired by the use of pseudodifferential operators and anisotropic Sobolev spaces in the deterministic setting.

math.AP↗

arXiv2022

Chaos in stochastic 2d Galerkin-Navier-Stokes

We prove that all Galerkin truncations of the 2d stochastic Navier-Stokes equations in vorticity form on any rectangular torus subjected to hypoelliptic, additive stochastic forcing are chaotic at sufficiently small viscosity, provided the frequency truncation satisfies $N\geq 392$. By "chaotic" we mean having a strictly positive Lyapunov exponent, i.e. almost-sure asymptotic exponential growth of the derivative with respect to generic initial conditions. A sufficient condition for such results was derived in previous joint work with Alex Blumenthal which reduces the question to the non-degeneracy of a matrix Lie algebra implying Hörmander's condition for the Markov process lifted to the sphere bundle (projective hypoellipticity). The purpose of this work is to reformulate this condition to be more amenable for Galerkin truncations of PDEs and then to verify this condition using a) a reduction to genericity properties of a diagonal sub-algebra inspired by the root space decomposition of semi-simple Lie algebras and b) computational algebraic geometry executed by Maple in exact rational arithmetic. Note that even though we use a computer assisted proof, the result is valid for all aspect ratios and all sufficiently high dimensional truncations; in fact, certain steps simplify in the formal infinite dimensional limit.

math.PR↗

arXiv2022

A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations

We put forward a new method for obtaining quantitative lower bounds on the top Lyapunov exponent of stochastic differential equations (SDEs). Our method combines (i) an (apparently new) identity connecting the top Lyapunov exponent to a Fisher information-like functional of the stationary density of the Markov process tracking tangent directions with (ii) a novel, quantitative version of Hörmander's hypoelliptic regularity theory in an $L^1$ framework which estimates this (degenerate) Fisher information from below by a $W^{s,1}_{\mathrm{loc}}$ Sobolev norm. This method is applicable to a wide range of systems beyond the reach of currently existing mathematically rigorous methods. As an initial application, we prove the positivity of the top Lyapunov exponent for a class of weakly-dissipative, weakly forced SDE; in this paper we prove that this class includes the Lorenz 96 model in any dimension, provided the additive stochastic driving is applied to any consecutive pair of modes.

math.DS↗

arXiv2022

On the norm equivalence of Lyapunov exponents for regularizing linear evolution equations

We consider the top Lyapunov exponent associated to a dissipative linear evolution equation posed on a separable Hilbert or Banach space. In many applications in partial differential equations, such equations are often posed on a scale of nonequivalent spaces mitigating, e.g., integrability ($L^p$) or differentiability ($W^{s, p}$). In contrast to finite dimensions, the Lyapunov exponent could apriori depend on the choice of norm used. In this paper we show that under quite general conditions, the Lyapunov exponent of a cocycle of compact linear operators is independent of the norm used. We apply this result to two important problems from fluid mechanics: the enhanced dissipation rate for the advection diffusion equation with ergodic velocity field; and the Lyapunov exponent for the 2d Navier-Stokes equations with stochastic or periodic forcing.

math.DS↗

arXiv2020

The Batchelor spectrum of passive scalar turbulence in stochastic fluid mechanics at fixed Reynolds number

In 1959, Batchelor predicted that the stationary statistics of passive scalars advected in fluids with small diffusivity $κ$ should display a $|k|^{-1}$ power spectrum along an inertial range contained in the viscous-convective range of the fluid model. This prediction has been extensively tested, both experimentally and numerically, and is a core prediction of passive scalar turbulence. In this article we provide a rigorous proof of a version of Batchelor's prediction in the $κ\to 0$ limit when the scalar is subjected to a spatially-smooth, white-in-time stochastic source and is advected by the 2D Navier-Stokes equations or 3D hyperviscous Navier-Stokes equations in $\mathbb{T}^d$ forced by sufficiently regular, nondegenerate stochastic forcing. Although our results hold for fluids at arbitrary Reynolds number, this value is fixed throughout. Our results rely on the quantitative understanding of Lagrangian chaos and passive scalar mixing established in our recent works. Additionally, in the $κ\to 0$ limit, we obtain statistically stationary, weak solutions in $H^{-ε}$ to the stochastically-forced advection problem without diffusivity. These solutions are almost-surely not locally integrable distributions with non-vanishing average anomalous flux and satisfy the Batchelor spectrum at all sufficiently small scales. We also prove an Onsager-type criticality result which shows that no such dissipative, weak solutions with a little more regularity can exist.

math.AP↗

arXiv2019

Sufficient conditions for dual cascade flux laws in the stochastic 2d Navier-Stokes equations

We provide sufficient conditions for mathematically rigorous proofs of the third order universal laws capturing the energy flux to large scales and enstrophy flux to small scales for statistically stationary, forced-dissipated 2d Navier-Stokes equations in the large-box limit. These laws should be regarded as 2d turbulence analogues of the $4/5$ law in 3d turbulence, predicting a constant flux of energy and enstrophy (respectively) through the two inertial ranges in the dual cascade of 2d turbulence. Conditions implying only one of the two cascades are also obtained, as well as compactness criteria which show that the provided sufficient conditions are not far from being necessary. The specific goal of the work is to provide the weakest characterizations of the '0-th laws' of 2d turbulence in order to make mathematically rigorous predictions consistent with experimental evidence.

math.AP↗