Publications by Lucio Galeati | EPFL Graph Search

Quantitative convergence rates for scaling limit of SPDEs with transport noise

We consider on the torus the scaling limit of stochastic 2D (inviscid) fluid dynamics equations with transport noise to deterministic viscous equations. Quantitative estimates on the convergence rates are provided by combining analytic and probabilistic ar ...

Academic Press Inc Elsevier Science2024

A note on weak existence for singular SDEs

Lucio Galeati

Recently Krylov [N. V. Krylov, On time inhomogeneous stochastic Itô equations with drift in Ld+1, Ukraïn. Mat. Zh. 72 (2020) 1232-1253] established weak existence of solutions to SDEs for integrable drifts in mixed Lebesgue spaces, whose exponents satisfy ...

2024

Prevalence of ρ-irregularity and related properties

Lucio Galeati

We show that generic Hölder continuous functions are ρ-irregular. The property of ρ-irregularity has been first introduced by Catellier and Gubinelli (Stochastic Process. Appl. 126 (2016) 2323–2366) and plays a key role in the study of well-posedness for s ...

2024

MIXING FOR GENERIC ROUGH SHEAR FLOWS

Lucio Galeati

We study mixing and diffusion properties of passive scalars driven by generic rough shear flows. Genericity is here understood in the sense of prevalence, and (ir)regularity is measured in the Besov-Nikolskii scale B\alpha 1,\infty, \alpha \in (0,1). We pr ...

Siam Publications2023

LDP and CLT for SPDEs with transport noise

Lucio Galeati

In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity term. Large devi ...

SPRINGER2023