Related papers: Stochastic flows with reflection

Here we study stochastic differential equations with a reflecting boundary condition. We provide sufficient conditions for pathwise uniqueness and non-explosion property of solutions in a framework admitting non-Lipschitz continuous…

In this paper, we study the stochastic Hamiltonian flow in Wasserstein manifold, the probability density space equipped with $L^2$-Wasserstein metric tensor, via the Wong--Zakai approximation. We begin our investigation by showing that the…

We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…

Given a semi-Markov law, using an additional parameter, we consider a family of stochastic flows corresponding to that law. Then we suitably select a particular flow, for which we obtain expressions of the meeting and merging probabilities…

Periodic travelling waves at the free surface of an incompressible inviscid fluid in two dimensions under gravity are numerically computed for an arbitrary vorticity distribution. The fluid domain over one period is conformally mapped from…

A reflection map, induced by the deterministic Skorohod problem on the nonnegative orthant, is applied to an $\mathbb{R}^n$ valued function $X$ on $[0,\infty)$ and then to $a+X$, where $a$ is a nonnegative constant vector. A question that…

Consider a manifold $M$ endowed locally with a pair of complementary distributions $\Delta^H \oplus \Delta^V=TM$ and let $\text{Diff}(\Delta^H, M)$ and $\text{Diff}(\Delta^V, M)$ be the corresponding Lie subgroups generated by vector fields…

For smooth vector fields the classical method of characteristics provides a link between the ordinary differential equation and the corresponding continuity equation (or transport equation). We study an analog of this connection for merely…

For a superprocess under a stochastic flow, we prove that it has a density with respect to the Lebesgue measure for d=1 and is singular for d>1. For d=1, a stochastic partial differential equation is derived for the density. The regularity…

We consider compressible fluid flow on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ both an energetic variational approach and the first law of thermodynamics to make a…

Issues relevant to the flow chirality and structure are focused, while the new theoretical results, including even a distinctive theory, are introduced. However, it is hope that the presentation, with a low starting point but a steep rise,…

A set of exact integrals of motion is found for systems driven by homogenous isotropic stochastic flow. The integrals of motion describe the evolution of (hyper-)surfaces of different dimensions transported by the flow, and can be expressed…

Recently, the nonlinearity continuation method has been used to numerically solve boundary value problems for steady-state Richards equation. The method can be considered as a predictor-corrector procedure with the simplest form which has…

We derive a logarithmic Sobolev inequality along the Ricci flow without any restriction on time, which depends only on the initial metric via rudimentary geometric data, assuming only that a certain first eigenvalue is positive. As a…

This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The Legendre transform of the Lagrangian formulation of these SPDEs yields their Lie-Poisson Hamiltonian…

We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…

We prove the existence of local stable, unstable, and center manifolds for stochastic semiflows induced by rough differential equations driven by rough paths valued stochastic processes around random fixed points of the equation. Examples…

Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

We consider a stochastic partial differential equation with reflection at 0 and with the constraint of conservation of the space average. The equation is driven by the derivative in space of a space--time white noise and contains a double…