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Xuhui Peng

Publications and source records attributed to Xuhui Peng.

At least 19 recordsLinked to original sources
arXiv2025

Ergodicity for stochastic 2D Boussinesq equations with a highly degenerate pure jump Levy noise

This study aims to analyze the ergodicity for stochastic 2D Boussinesq equations and explore the impact of a highly degenerate pure jump L\'{e}vy noise acting only in the temperature equation, where this noise could appear on only a few Fourier modes. By leveraging the equi-continuity of the semigroup established through Malliavin calculus and an analysis of stochastic calculus, together with the weak irreducibility of the solution process, we prove the existence and uniqueness of the invariant measure. Moreover, we overcome the main challenge of establishing time asymptotic smoothing properties of the Markovian dynamics corresponding to this system by conducting spectral analysis of the Malliavin covariance matrix.

math.PR↗
arXiv2025

Ergodicity of the viscous scalar conservation laws with a degenerate noise

This paper establishes the ergodicity in $H^\nn,\nn=\lfloor\frac{d}{2}+1\rfloor$ of the viscous scalar conservation laws on torus $\mT^d$ with general polynomial flux and a degenerate noise. The noise could appear in as few as several directions. We introduce a localized framework that restricts attention to trajectories with controlled energy growth, circumventing the limitations of traditional contraction-based approaches. This localized method allows for a demonstration of e-property and consequently proves the uniqueness of invariant measure under a H{\"o}rmander-type condition. Furthermore, we characterize the absolute continuity of the invariant measure's projections onto any finite-dimensional subspaces under requirement on a new algebraically non-degenerate condition for the flux.

math.PR↗
arXiv2024

Ergodic and mixing properties of the 2D Navier-Stokes equations with a degenerate multiplicative Gaussian noise

In this paper, we establish ergodic and mixing properties of stochastic 2D Navier-Stokes equations driven by a highly degenerate multiplicative Gaussian noise. The noise could appear in as few as four directions and the intensity of the noise depends on the solution. The case of additive Gaussian noise was treated in Hairer and Mattingly [\emph{Ann. of Math.}, 164(3):993--1032, 2006]. To obtain ergodic and mixing properties, we use Malliavin calculus to establish the asymptotically strong Feller property. The main difficulty lies in the proof of the "invertibility" of Malliavin matrix which is totally different from the additive case.

math.PR↗
arXiv2024

Large deviations for 2D Stochastic Chemotaxis-Navier-Stokes System

In this paper, we establish a large deviation principle for 2D stochastic Chemotaxis-Navier-Stokes equation perturbed by a small multiplicative noise. The main difficulties come from the lack of a suitable compact embedding into the space occupied by the solutions and the inherent complexity of equation. Finite dimensional projection arguments and introducing suitable stopping times play important roles.

math.PR↗
arXiv2024

Ergodicity for 2D Navier-Stokes equations with a degenerate pure jump noise

In this paper, we establish the ergodicity for stochastic 2D Navier-Stokes equations driven by a highly degenerate pure jump L\'evy noise. The noise could appear in as few as four directions. This gives an affirmative anwser to a longstanding problem. The case of Gaussian noise was treated in Hairer and Mattingly [\emph{Ann. of Math.}, 164(3):993--1032, 2006]. To obtain the uniqueness of invariant measure, we use Malliavin calculus and anticipating stochastic calculus to establish the equi-continuity of the semigroup, the so-called {\em e-property}, and prove some weak irreducibility of the solution process.

math.PR↗
arXiv2022

Large deviations principle for 2D Navier-Stokes equations with space time localised noise

We consider a stochastic 2D Navier-Stokes equation in a bounded domain. The random force is assumed to be non-degenerate and periodic in time, its law has a support localised with respect to both time and space. Slightly strengthening the conditions in the pioneering work about exponential ergodicity by Shirikyan [Shi15], we prove that the stochastic system satisfies Donsker-Varadhan typle large deviations principle. Our proof is based on a criterion of [JNPS15] in which we need to verify uniform irreducibility and uniform Feller property for the related Feynman-Kac semigroup.

math.PR↗
arXiv2022

Large deviations principle via Malliavin calculus for the Navier-Stokes system driven by a degenerate white-in-time noise

The purpose of this paper is to establish the Donsker-Varadhan type large deviations principle (LDP) for the two-dimensional stochastic Navier-Stokes system. The main novelty is that the noise is assumed to be highly degenerate in the Fourier space. The proof is carried out by using a criterion for the LDP developed in arXiv:1410.6188 in a discrete-time setting and extended in arXiv:1505.03686 to the continuous-time. One of the main conditions of that criterion is the uniform Feller property for the Feynman-Kac semigroup, which we verify by using Malliavin calculus.

math.PR↗
arXiv2021

Well-posedness and large deviations for 2-D Stochastic Navier-Stokes equations with jumps

The aim of this paper is threefold. Firstly, we prove the existence and the uniqueness of a global strong (in both the probabilistic and the PDE senses) $\mathrm{H}^{1}_2$-valued solution to the 2D stochastic Navier-Stokes equations (SNSEs) driven by a multiplicative Lévy noise under the natural Lipschitz on balls and linear growth assumptions on the jump coefficient. Secondly, we prove a Girsanov-type theorem for Poisson random measures and apply this result to a study of the well-posedness of the corresponding stochastic controlled problem for these SNSEs. Thirdly, we apply these results to establish a Freidlin-Wentzell-type large deviation principle for the solutions of these SNSEs by employing the weak convergence method introduced in papers [16][18].

math.PR↗
arXiv2021

Well-posedness of Stochastic 2D Hydrodynamics type Systems with Multiplicative Lévy Noises

We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of Lévy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D Magnetic Bernard problem, and several Shell models of turbulence. In the existing literature on this topic, besides the classical Lipschitz and one sided linear growth conditions, other assumptions, which might be untypical, are also required on the coefficients of the stochastic perturbations. This paper is to get rid of these untypical assumptions. Our assumption on the coefficients of stochastic perturbations is new even for the Wiener cases, and in some sense, is shown to be quite sharp. A new cutting-off argument and energy estimation procedure play an important role in establishing the existence and uniqueness under this assumption.

math.PR↗
arXiv2020

Malliavin Matrix of Degenerate SDE and Gradient Estimate

In this paper, we prove that the inverse of Malliavin matrix is p integrable for a kind of degenerate stochastic differential equation under some conditions, which like to Hormander condition, but don't need all the coefficients of the SDE are smooth. Furthermore, we obtain a uniform estimation for Malliavin matrix, a gradient estimate, and prove that the semigroup generated by the SDE is strong Feller. Also some examples are given.

math.PR↗
arXiv2020

Limits for embedding distributions

In this paper, we find and prove that, under some conditions, the embedding distributions of $H$-linear graph families with spiders are asymptotic normal distributions. It can been seen a version of central limit theorem in topological graph theory. We also prove that the limits of Euler-genus distributions is the same as limits of crosscap-number distributions. In addition, we show that the Euler-genus distributions (or crosscap-number distributions) of the cacti and necklaces are asymptotically normal distributions. In the end, some concrete examples are indicated.

math.CO↗
arXiv2020

Exponential mixing for the fractional Magneto-Hydrodynamic equations with degenerate stochastic forcing

We establish the existence, uniqueness and exponential attraction properties of an invariant measure for the MHD equations with degenerate stochastic forcing acting only in the magnetic equation. The central challenge is to establish time asymptotic smoothing properties of the associated Markovian semigroup corresponding to this system. Towards this aim we take full advantage of the characteristics of the advective structure to discover a novel Hörmander-type condition which only allows for several noises in the magnetic direction.

math.PR↗
arXiv2020

Ergodicity and exponential mixing of the real Ginzburg-Landau equation with a degenerate noiss

In this paper, we establish the existence, uniqueness and attraction properties of an invariant measure for the real Ginzburg-Landau equation in the presence of a degenerate stochastic forcing acting only in four directions. The main challenge is to establish time asymptotic smoothing properties of the Markovian dynamics corresponding to this system. To achieve this, we propose a condition which only requires four noises

math.PR↗
arXiv2020

Euler-genus distributions of cubic Halin graphs

Gross derived an $O(n^2)$-time algorithm to calculate the genus distribution of a given cubic Halin graph. In this paper, with the help of overlap matrix, we get a recurrence relation for the Euler-genus polynomial of cubic caterpillar-Halin graphs. Explicit formulas for the embeddings of cubic caterpillar-Halin graph into a surface with Euler-genus 0, 1 and 2 are also obtained.

math.CO↗
arXiv2019

The average genus for bouquets of circles and dipoles

The bouquet of circles $B_n$ and dipole graph $D_n$ are two important classes of graphs in topological graph theory. For $n\geq 1$, we give an explicit formula for the average genus $γ_{avg}(B_n)$ of $B_n$. By this expression, one easily sees $γ_{avg}(B_n)=\frac{n-\ln n-c+1-\ln 2}{2}+o(1)$, where $c$ is the Euler constant. Similar results are obtained for $D_n$. Our method is new and deeply depends on the knowledge in ordinary differential equations.

math.CO↗
arXiv2019

Splitting up method for 2D stochastic primitive equations with multiplicative noise

This paper concerns the convergence of an iterative scheme for 2D stochastic primitive equations on a bounded domain. The stochastic system is split into two equations: a deterministic 2D primitive equations with random initial value and a linear stochastic parabolic equation, which are both simpler for numerical computations. An estimate of approximation error is given, which implies that the strong speed rate of the convergence in probability is almost $\frac{1}{2}$.

math.PR↗
arXiv2019

Hörmander's hypoelliptic theorem for nonlocal operators

In this paper we show the Hörmander hypoelliptic theorem for nonlocal operators by a purely probabilistic method: the Malliavin calculus. Roughly speaking, under general Hörmander's Lie bracket conditions, we show the regularization effect of discontinuous Lévy noises for possibly degenerate stochastic differential equations with jumps. To treat the large jumps, we use the perturbation argument together with interpolation techniques and some short time asymptotic estimates of the semigroup. As an application, we show the existence of fundamental solutions for operator $\partial_t-\mathscr{K}$, where $\mathscr{K}$ is the nonlocal kinetic operator: $$ \mathscr{K} f(x,{\rm v}):={\rm p.v}\int_{\mathbb{R}^d}(f(x,{\rm v}+w)-f(x,{\rm v}))\frac{κ(x,{\rm v},w)}{|w|^{d+α}}{\rm d} w +{\rm v}\cdot\nabla_x f(x,{\rm v})+b(x,{\rm v})\cdot\nabla_{\rm v} f(x,{\rm v}). $$ Here $κ_0^{-1}\leq κ(x,{\rm v},w)\leqκ_0$ belongs to $C^\infty_b(\mathbb{R}^{3d})$ and is symmetric in $w$, p.v. stands for the Cauchy principal value, and $b\in C^\infty_b(\mathbb{R}^{2d};\mathbb{R}^d)$.

math.PR↗