Franco Flandoli

Attractors for random dynamical systems

SummaryA criterion for existence of global random attractors for RDS is established. Existence of invariant Markov measures supported by the random attractor is proved. For SPDE this yields invariant measures for the associated Markov semigroup. The results are applied to reation diffusion equations with additive white noise and to Navier-Stokes equations with multiplicative and with additive white noise.

Martingale and stationary solutions for stochastic Navier-Stokes equations

SummaryWe prove the existence of martingale solutions and of stationary solutions of stochastic Navier-Stokes equations under very general hypotheses on the diffusion term. The stationary martingale solutions yield the existence of invariant measures, when the transition semigroup is well defined. The results are obtained by a new method of compactness.

Random attractors for the 3D stochastic Navier-Stokes equation with multiplicative white noise

The random attractor to the stochastic 3D Navier-Stokes equation will be studied. In the first part we formulate an existence theorem for attractors of non-autonomous dynamical systems on a bundle of metric spaces. Using this theorem we can prove the existence of an attractor for the 3D Navier-Stokes equation with multiplicative white noise. In addition we prove that this attractor is a random multi-function

Ergodicity of the 2-D Navier-Stokes equation under random perturbations

A 2-dimensional Navier-Stokes equation perturbed by a sufficiently distributed white noise is considered. Existence of invariant measures is known from previous works. The aim is to prove uniqueness of the invariant measures, strong law of large numbers, and convergence to equilibrium.

Well-posedness of the transport equation by stochastic perturbation

We consider the linear transport equation with a globally Hölder continuous and bounded vector field, with an integrability condition on the divergence. While uniqueness may fail for the deterministic PDE, we prove that a multiplicative stochastic perturbation of Brownian type is enough to render the equation well-posed. This seems to be the first explicit example of a PDE of fluid dynamics that becomes well-posed under the influence of a (multiplicative) noise. The key tool is a differentiable stochastic flow constructed and analyzed by means of a special transformation of the drift of Itô-Tanaka type.

Dissipativity and invariant measures for stochastic Navier-Stokes equations

A 2-dimensional stochastic Navier-Stokes equation with a general white noise is considered. The aim is to prove the existence of invariant measures, using a new dissipativity property of the stochastic dynamic.

Algebraic Riccati equations with non-smoothing observation arising in hyperbolic and Euler-Bernoulli boundary control problems

SummaryThis paper considers the optimal quadratic cost problem (regulator problem) for a class of abstract differential equations with unbounded operators which, under the same unified framework, model in particular «concrete» boundary control problems for partial differential equations defined on a bounded open domain of any dimension, including: second order hyperbolic scalar equations with control in the Dirichlet or in the Neumann boundary conditions; first order hyperbolic systems with boundary control; and Euler-Bernoulli (plate) equations with (for instance) control(s) in the Dirichlet and/or Neumann boundary conditions. The observation operator in the quadratic cost functional is assumed to be non-smoothing (in particular, it may be the identity operator), a case which introduces technical difficulties due to the low regularity of the solutions. The paper studies existence and uniqueness of the resulting algebraic (operator) Riccati equation, as well as the relationship between exact controllability and the property that the Riccati operator be an isomorphism, a distinctive feature of the dynamics in question (emphatically not true for, say, parabolic boundary control problems). This isomorphism allows one to introduce a «dual» Riccati equation, corresponding to a «dual» optimal control problem. Properties between the original and the «dual» problem are also investigated.

Additive Noise Destroys a Pitchfork Bifurcation

In the deterministic pitchfork bifurcation the dynamical behavior of the system changes as the parameter crosses the bifurcation point. The stable fixed point loses its stability. Two new stable fixed points appear. The respective domains of attraction of those two fixed points split the state space into two macroscopically distinct regions. It is shown here that this bifurcation of the dynamical behavior disappears as soon as additive white noise of arbitrarily small intensity is incorporated the model. The dynamical behavior of the disturbed system remains the same for all parameter values. In particular, the system has a (random) global attractor, and this attractor is a one-point set for all parameter values. For any parameter value all solutions converge to each other almost surely (uniformly in bounded sets). No splitting of the state space into distinct regions occurs, not even into random ones. This holds regardless of the intensity of the disturbance.

Noise Prevents Singularities in Linear Transport Equations

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial conditions may develop discontinuities, we prove that a certain Sobolev degree of regularity is maintained, which implies Holder continuity of solutions. The proof is based on a careful analysis of the associated stochastic flow of characteristics.

Random perturbation of PDEs and fluid dynamic models

1. Introduction to Uniqueness and Blow-up.- 2. Regularization by Additive Noise.- 3. Dyadic Models.- 4. Transport Equation.- 5. Other Models. Uniqueness and Singularities