78 citations · 372 across the 53 of their papers we have counts for
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Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation
Franco Flandoli, Dejun Luo, Cristiano Ricci
Stochastic Differential Equations (SDEs) in high dimension, having the structure of finite dimensional approximation of Stochastic Partial Differential Equations (SPDEs), are consi…
Delayed blow-up by transport noise
Franco Flandoli, Lucio Galeati, Dejun Luo
For some deterministic nonlinear PDEs on the torus whose solutions may blow up in finite time, we show that, under suitable conditions on the nonlinear term, the blow-up is delayed…
Convergence of stochastic 2D inviscid Boussinesq equations with transport noise to a deterministic viscous system
Dejun Luo
The inviscid 2D Boussinesq system with thermal diffusivity and multiplicative noise of transport type is studied in the -setting. It is shown that, under a suitable scaling of…
On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs
Franco Flandoli, Dejun Luo, Cristiano Ricci
The Girsanov transform and Kolmogorov equations are two useful methods for studying SPDEs. It is shown that, under suitable conditions, the series expansion obtained from the Girsa…
Stochastic mSQG equations with multiplicative transport noises: white noise solutions and scaling limit
Dejun Luo, Rongchan Zhu
We consider the modified Surface Quasi-Geostrophic (mSQG) equation on the 2D torus , perturbed by multiplicative transport noise. The equation admits the white noise…
Global well-posedness of the 3D Navier--Stokes equations perturbed by a deterministic vector field
Franco Flandoli, Martina Hofmanová, Dejun Luo +1
We are concerned with the problem of global well-posedness of the 3D Navier--Stokes equations on the torus with unitary viscosity. While a full answer to this question seems to be…