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Motivated by the possibility of noise to cure equations of finite-time blowup, the recent work [ 90] by the second and third named authors showed that with quantifiable high probability, random diffusion restores global existence for a large class of active scalar equations in arbitrary dimension with possibly singular velocity fields. This class includes Hamiltonian flows, such as the SQG equation and its generalizations, and gradient flows, such as the Patlak–Keller–Segel equation. A question left open is the asymptotic behavior of the solutions, in particular, whether they converge to a steady state. We answer this question by showing that the solutions from [ 90] in the periodic setting converge in Gevrey norm exponentially fast to the uniform distribution as time $t\rightarrow \infty $.

Aggregation equations, such as the parabolic-elliptic Patlak–Keller–Segel model, are known to have an optimal threshold for global existence versus finite-time blow-up. In particular, if the diffusion is absent, then all smooth solutions with finite second moment can exist only locally in time. Nevertheless, one can ask whether global existence can be restored by adding a suitable noise to the equation, so that the dynamics are now stochastic. Inspired by the work of Buckmaster et al. (Int Math Res Not IMRN 23:9370–9385, 2020) showing that, with high probability, the inviscid SQG equation with random diffusion has global classical solutions, we investigate whether suitable random diffusion can restore global existence for a large class of active scalar equations in arbitrary dimension with possibly singular velocity fields. This class includes Hamiltonian flows, such as the SQG equation and its generalizations, and gradient flows, such as those arising in aggregation models. For this class, we show global existence of solutions in Gevrey-type Fourier–Lebesgue spaces with quantifiable high probability.

We consider the Vlasov equation in any spatial dimension, which has long been known [ZI76, Mor80, Gib81, MW82] to be an infinite-dimensional Hamiltonian system whose bracket structure is ofLie–Poisson type. In parallel, it is classical that the Vlasov equation is amean-field limitfor a pairwise interacting Newtonian system. Motivated by this knowledge, we provide a rigorous derivation of the Hamiltonian structure of the Vlasov equation, both the Hamiltonian functional and Poisson bracket, directly from the many-body problem. One may view this work as a classical counterpart to [MNP⁺20], which provided a rigorous derivation of the Hamiltonian structure of the cubic nonlinear Schrödinger equation from the many-body problem for interacting bosons in a certain infinite particle number limit, the first result of its kind. In particular, our work settles a question of Marsden, Morrison and Weinstein [MMW84] on providing a ‘statistical basis’ for the bracket structure of the Vlasov equation.

In this paper, we present a probabilistic study of rare phenomena of the cubic nonlinear Schrödinger equation on the torus in a weakly nonlinear setting. This equation has been used as a model to numerically study the formation of rogue waves in deep sea. Our results are twofold: first, we introduce a notion of criticality and prove a Large Deviations Principle (LDP) for the subcritical and critical cases. Second, we study the most likely initial conditions that lead to the formation of a rogue wave, from a theoretical and numerical point of view. Finally, we propose several open questions for future research.