A stochastic representation of the dynamics of the Burger's turbulence model and of the two{dimensional turbulence is developed. The random velocity eld is regarded as a multivariate stochastic Markov process deened by a master equation. It is shown that Burgers' equation and the two{dimensional Navier{Stokes equation are obtained as the macroscopic equations for the averages of the underlying ...

This paper studies the convergence of three temporal semi-discretizations for a backward semilinear stochastic evolution equation. For general terminal value and coefficient with Lipschitz continuity, first two is established, an explicit rate derived third semi-discretization. The semi-discretization applied to linear quadratic control problem, temporally semi-discrete approximation optimal es...

In this study a Markov operator is introduced that represents the density evolution of an impulse-driven stochastic biological oscillator. The operator's stochastic kernel is constructed using the asymptotic expansion of stochastic processes instead of solving the Fokker-Planck equation. The Markov operator is shown to successfully approximate the density evolution of the biological oscillator ...

the edge detour index polynomials were recently introduced for computing theedge detour indices. in this paper we nd relations among edge detour polynomials for the2-dimensional graph of tuc4c8(s) in a euclidean plane and tuc4c8(s) nanotorus.

Abstract. We study the asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations perturbed by jump noise. In particular, we provide sufficient conditions for the existence, ergodicity, and uniqueness of invariant measures. Furt...

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift in Hilbert spaces are considered‎. ‎The coefficients are assumed to have linear growth‎. ‎We do not impose coercivity conditions on coefficients‎. ‎A novel method of proof for establishing existence and uniqueness of the mild solution is proposed‎. ‎Examples on stochastic partial differentia...

We study the validity of an averaging principle for a slow-fast system of stochastic reaction-diffusion equations. We assume here that the coefficients of the fast equation depend on time, so that the classical formulation of the averaging principle in terms of the invariant measure of the fast equation is no longer available. As an alternative, we introduce the time-dependent evolution family ...