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We study the well-posedness and the long-time behavior of almost periodic solutions to stochastic degenerate parabolic-hyperbolic equations in any space dimension, under the assumption of Lipschitz continuity of the flux and viscosity…
We consider the stochastic differential equation $$ X_t = x_0 + \int_0^t f(X_s)ds + \int_0^t\sigma(X_s)dB^{H}_s,$$ with $x_0 \in \mathbb{R}^d$, $d \geq 1$, $f: \mathbb{R}^d \rightarrow \mathbb{R}^d$ is bounded continuous, $\sigma:…
Relativistic hydrodynamics of an isentropic fluid in a gravitational field is considered as the particular example from the family of Lagrangian hydrodynamic-type systems which possess an infinite set of integrals of motion due to the…
In this paper, we establish the strong well-posedness of SDEs with merely integrable time-dependent drifts driven by fractional Brownian motions with Hurst parameter H<1/2. Our result holds over the entire subcritical regime and can be…
We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to…
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…
We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue space, and prove the existence and uniqueness of weak solutions for a class of SDEs. To be more precise, let $b: [0,T]\times{\mathbb…
In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov…
We consider issues associated with the Lagrangian characterisation of flow structures arising in aperiodically time-dependent vector fields that are only known on a finite time interval. A major motivation for the consideration of this…
We continue the development of the theory of pathwise stochastic entropy solutions for scalar conservation laws in $\R^N$ with quasilinear multiplicative ''rough path'' dependence by considering inhomogeneous fluxes and a single rough path…
In this paper, we first prove the Hardy-Sobolev inequality for the Hessian integral by means of a descent gradient flow of certain Hessian functionals. As an application, we study the existence and regularity results of solutions to related…
We formulate a class of stochastic partial differential equations based on Kelvin's circulation theorem for ideal fluids. In these models, the velocity field is randomly transported by white-noise vector fields, as well as by its own…
We study the equivalence between the weighted least gradient problem and the weighted Beckmann minimal flow problem or equivalently, the optimal transport problem with Riemannian cost. Thanks to this equivalence, we prove existence and…
We consider flows of ordinary differential equations (ODEs) driven by path differentiable vector fields. Path differentiable functions constitute a proper subclass of Lipschitz functions which admit conservative gradients, a notion of…
In this paper we prove the existence and uniqueness of path-wise strong solution to stochastic viscous flow in unbounded channels with multiple outlets using local monotonicity arguments. We devise a construction for solvability using a…
The vortex-wave system is a model for the evolution of 2D incompressible fluids in which the vorticity is split into a finite sum of Dirac masses plus an Lp part. Existence of a weak solution for this system was recently proved by Lopes…
We establish the gradient flow representation of diffusion with mobility $b$ with respect to the modified Wasserstein quasi-metric $W_h$, where $h(r)=rb(r)$. The appropriate selection of the free energy functional depends on the specific…
This is the second part of our series of papers on metastability results for parabolic equations with drift. The aim is to present a self-contained study, using partial differential equations methods, of the metastability properties of…
Via a special transform and by using the techniques of the Malliavin calculus, we analyze the density of the solution to a stochastic differential equation with unbounded drift.
The Schr\"{o}dinger Bridge Problem (SBP), which can be understood as an entropy-regularized optimal transport, seeks to compute stochastic dynamic mappings connecting two given distributions. SBP has shown significant theoretical importance…