English
Related papers

Related papers: Rough Burgers-like equations with multiplicative n…

200 papers

We give an overview of the recent approach to the integration of rough paths that reduces the problem to classical Young integration. As an application, we extend an argument of Schwartz to rough differential equations, and prove the…

Classical Analysis and ODEs · Mathematics 2015-06-15 Terry Lyons , Danyu Yang

In this paper, we investigate the averaging principle for a class of semilinear slow-fast partial differential equations driven by finite-dimensional rough multiplicative noise. Specifically, the slow component is driven by a general random…

Probability · Mathematics 2024-11-26 Miaomiao Li , Yunzhang Li , Bin Pei , Yong Xu

In this work, we examine the solution properties of the Burgers' equation with stochastic transport. First, we prove results on the formation of shocks in the stochastic equation and then obtain a stochastic Rankine-Hugoniot condition that…

Analysis of PDEs · Mathematics 2022-11-09 Diego Alonso-Orán , Aythami Bethencourt de León , So Takao

In this paper we study the analytic solutions of Burgers-type nonlinear fractional equations by means of the Invariant Subspace Method. We first study a class of nonlinear equations directly related to the time-fractional Burgers equation.…

Exactly Solvable and Integrable Systems · Physics 2013-06-11 P. Artale Harris , R. Garra

The noisy Burgers equation in one spatial dimension is analyzed by means of the Martin-Siggia-Rose technique in functional form. In a canonical formulation the morphology and scaling behavior are accessed by mean of a principle of least…

Statistical Mechanics · Physics 2009-10-30 Hans C. Fogedby

The one dimensional Burgers equation in the inviscid limit with white noise initial condition is revisited. The one- and two-point distributions of the Burgers field as well as the related distributions of shocks are obtained in closed…

Statistical Mechanics · Physics 2017-05-17 L. Frachebourg , Ph. A. Martin

In this paper, we investigate the Cauchy problem associated with the stochastic hyperbolic Keller-Segel (SHKS) equation featuring multiplicative noises on the torus $\mathbb{T}^d$. First, we establish the local existence and uniqueness of…

Probability · Mathematics 2025-11-20 Tengyu Li , Lei Zhang

The present work deals with the global solvability as well as absolute continuity of the law of the solution to stochastic generalized Burgers-Huxley (SGBH) equation driven by multiplicative space-time white noise in a bounded interval of…

Probability · Mathematics 2023-07-06 Ankit Kumar , Manil T. Mohan

We define a bona fide rough path solution for the Navier-Stokes equation with an additional rough transport term, and show that the SPDE on the three-dimensional torus driven by a fractional Brownian motion on $H^\sigma$ has solutions…

Probability · Mathematics 2026-01-30 Xue-Mei Li , Szymon Sobczak

In this paper we establish global well-posedness and instantaneous regularization results for the primitive equations with transport noise of H\"{o}lder regularity $ \gamma>\frac{1}{2}$. It is known that if $\gamma<1$, then the noise is too…

Analysis of PDEs · Mathematics 2024-01-11 Antonio Agresti

We study stochastic parabolic and elliptic PDEs driven by purely spatial white noise. Even the simplest equations driven by this noise often do not have a square-integrable solution and must be solved in special weighted spaces. We…

Probability · Mathematics 2008-12-02 S. V. Lototsky , B. L. Rozovskii

The Landau-Lifshitz-Gilbert equation perturbed by a multiplicative space-dependent noise is considered for a ferromagnet filling a bounded three-dimensional domain. We show the existence of weak martingale solutions taking values in a…

Probability · Mathematics 2009-01-05 Z. Brzezniak , B. Goldys

We construct a $K$-rough path above either a space-time or a spatial fractional Brownian motion, in any space dimension $d$. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model,…

Probability · Mathematics 2020-09-09 Xia Chen , Aurélien Deya , Cheng Ouyang , Samy Tindel

The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…

Analysis of PDEs · Mathematics 2013-07-19 Elena Issoglio

We present a canonical phase space approach to stochastic systems described by Langevin equations driven by white noise. Mapping the associated Fokker-Planck equation to a Hamilton-Jacobi equation in the nonperturbative weak noise limit we…

Statistical Mechanics · Physics 2014-10-07 Hans C. Fogedby

We prove the path-by-path well-posedness of stochastic porous media and fast diffusion equations driven by linear, multiplicative noise. As a consequence, we obtain the existence of a random dynamical system. This solves an open problem…

Probability · Mathematics 2020-05-05 Benjamin Fehrman , Benjamin Gess

We explore a computational approach to coarse graining the evolution of the large-scale features of a randomly forced Burgers equation in one spatial dimension. The long term evolution of the solution energy spectrum appears self-similar in…

Computational Physics · Physics 2009-11-13 S. Ahuja , V. Yakhot , I. G. Kevrekidis

The paper is devoted to the open problem of regularization by noise of 3D Navier-Stokes equations. Opposite to several attempts made with additive noise which remained inconclusive, we show here that a suitable multiplicative noise of…

Probability · Mathematics 2021-08-11 Franco Flandoli , Dejun Luo

We prove weak existence of Euler equation (or Navier-Stokes equation) perturbed by a multiplicative noise on bounded domains of $\mathbb R^2$ with Dirichlet boundary conditions and with periodic boundary conditions. Solutions are $H^1$…

Probability · Mathematics 2014-02-19 Ana Bela Cruzeiro , Iván Torrecilla

A relativistic generalization of the inviscid Burgers equation was proposed by LeFloch, Makhlof, and Okutmustur and then investigated on a Schwarzschild background. Here, we extend their analysis to a Friedmann-Lemaitre-Robertson-Walker…

Analysis of PDEs · Mathematics 2015-12-29 Tuba Ceylan , Philippe G. LeFloch , Baver Okutmustur