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Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation br 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2023, 卷号: 436, 页码: 17
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载:74/0  |  提交时间:2023/02/07
High dimensional Kolmogorov equation  Numerical solution  Iteration scheme  Gaussian process  
GLOBAL WELL-POSEDNESS OF THE 3D NAVIER-STOKES EQUATIONS PERTURBED BY A DETERMINISTIC VECTOR FIELD 期刊论文
ANNALS OF APPLIED PROBABILITY, 2022, 卷号: 32, 期号: 4, 页码: 2568-2586
作者:  Flandoli, Franco;  Hofmanova, Martina;  Luo, Dejun;  Nilssen, Torstein
收藏  |  浏览/下载:94/0  |  提交时间:2023/02/07
3D Navier-Stokes equations  vorticity form  well-posedness  regularization by noise  Wong-Zakai principle  
On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs 期刊论文
POTENTIAL ANALYSIS, 2021, 页码: 28
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载:126/0  |  提交时间:2021/10/26
Girsanov transform  Kolmogorov equation  Iteration scheme  Series expansion  Well posedness  
High mode transport noise improves vorticity blow-up control in 3D Navier-Stokes equations 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2021, 页码: 55
作者:  Flandoli, Franco;  Luo, Dejun
收藏  |  浏览/下载:157/0  |  提交时间:2021/04/26
3D Navier–  Stokes equations  Well posedness  Regularization by noise  Transport noise  Vorticity blow-up control  
Delayed blow-up by transport noise 期刊论文
COMMUNICATIONS IN PARTIAL DIFFERENTIAL EQUATIONS, 2021, 页码: 32
作者:  Flandoli, Franco;  Galeati, Lucio;  Luo, Dejun
收藏  |  浏览/下载:150/0  |  提交时间:2021/06/01
Dissipation enhancement  Fisher–  KPP equation  Keller–  Segel equation  Kuramoto–  Sivashinsky equation  scaling limit  transport noise