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We study the long-time behavior of solutions to a stochastically driven Navier-Stokes system describing the motion of a compressible viscous fluid driven by a temporal multiplicative white noise perturbation. The existence of stationary…

Probability · Mathematics 2017-03-10 Dominic Breit , Eduard Feireisl , Martina Hofmanova , Bohdan Maslowski

We investigate numerical approximations for the stochastic Burgers equation driven by an additive cylindrical fractional Brownian motion with Hurst parameter $H \in (\frac{1}{2}, 1)$. To discretize the continuous problem in space, a…

Numerical Analysis · Mathematics 2026-04-21 Yibo Wang , Wanrong Cao

We build a connection between rough path theory and noncommutative algebra, and interpret the integration of geometric rough paths as an example of a non-abelian Young integration. We identify a class of slowly-varying one-forms, and prove…

Classical Analysis and ODEs · Mathematics 2021-10-01 Danyu Yang

We consider weakly asymmetric exclusion processes whose initial density profile is a small perturbation of a constant. We show that in the diffusive time-scale, in all dimensions, the density defect evolves as the solution of a viscous…

Probability · Mathematics 2020-06-05 M. Jara , C. Landim , K. Tsunoda

We study the discretization, convergence, and numerical implementation of recent reformulations of the quadratic porous medium equation (multidimensional and anisotropic) and Burgers' equation (one-dimensional, with optional viscosity), as…

Numerical Analysis · Mathematics 2025-11-06 Jean-Marie Mirebeau , Erwan Stampfli

We study stochastic Burgers equation driven by a rough noise $(-\Delta)^{\gamma} dW_t$, where $\Delta$ is the Laplacian in one dimension with Dirichlet boundary conditions, and $\gamma \in [0,1/4)$. We prove exponential estimates for the…

Probability · Mathematics 2026-05-28 Francesco C. De Vecchi , Josef Janák , Enrico Priola

Multiplicative noise arises in inverse problems when, for example, uncertainty on measurements is proportional to the size of the measurement itself. The likelihood that arises is hence more complicated than that from additive noise. We…

Statistics Theory · Mathematics 2019-11-01 Matthew M. Dunlop

We investigate the noisy Burgers equation (Kardar--Parisi--Zhang equation in 1+1 dimensions) using the dynamical renormalization group (to two--loop order) and mode--coupling techniques. The roughness and dynamic exponent are fixed by…

Condensed Matter · Physics 2009-10-28 Erwin Frey , Uwe Claus Täuber , Terence Hwa

We develop the structure theory for transformations of weakly geometric rough paths of bounded $1 < p$-variation and their controlled paths. Our approach differs from existing approaches as it does not rely on smooth approximations. We…

Classical Analysis and ODEs · Mathematics 2022-09-01 Thomas Cass , Bruce K. Driver , Christian Litterer , Emilio Ferrucci

We study controlled differential equations with unbounded drift terms, where the driving paths is $\nu$ - H\"older continuous for $\nu \in (\frac{1}{3},\frac{1}{2})$, so that the rough integral are interpreted in the Gubinelli sense…

Probability · Mathematics 2020-10-19 Luu Hoang Duc

We consider a broad class of semilinear SPDEs with multiplicative noise driven by a finite-dimensional Wiener process. We show that, provided that an infinite-dimensional analogue of H\"ormander's bracket condition holds, the Malliavin…

Probability · Mathematics 2019-11-11 Andris Gerasimovics , Martin Hairer

The deterministic inviscid primitive equations (also called the hydrostatic Euler equations) are known to be ill-posed in Sobolev spaces and in Gevrey classes of order strictly greater than 1, and some of their analytic solutions exist only…

Analysis of PDEs · Mathematics 2024-08-01 Ruimeng Hu , Quyuan Lin , Rongchang Liu

We construct global-in-time weak solutions to the pressureless Euler alignment system posed on the whole line and supplemented with initial conditions, where an initial density is an arbitrary, nonnegative, bounded, and integrable function…

Analysis of PDEs · Mathematics 2024-09-24 Szymon Cygan , Grzegorz Karch

We sharpen in this work the tools of paracontrolled calculus in order to provide a complete analysis of the parabolic Anderson model equation and Burgers system with multiplicative noise, in a $3$-dimensional Riemannian setting, in either…

Analysis of PDEs · Mathematics 2017-04-26 I. Bailleul , F. Bernicot , D. Frey

In this work we use variational methods to show the existence of weak solutions for a nonlinear problem of the type elliptic. This problem was initially study by the authors Ahmad, Lazer and Paul (see \cite{ALP}) considering the space…

Analysis of PDEs · Mathematics 2009-05-08 Antonio Ronaldo G. Garcia , Moises D. dos Santos , Adriao D. D. Neto

This paper is devoted to the smooth and stationary Wong-Zakai approximations for a class of rough differential equations driven by a geometric fractional Brownian rough path $\boldsymbol{\omega}$ with Hurst index…

Probability · Mathematics 2023-03-09 Qiyong Cao , Hongjun Gao , Bjorn Schmalfuss

In this paper we study 3D Navier-Stokes (NS) equation driven by space-time white noise by using regularity structure theory introduced in [Hai14] and paracontrolled distribution proposed in [GIP13]. We obtain local existence and uniqueness…

Probability · Mathematics 2017-01-05 Rongchan Zhu , Xiangchan Zhu

In this note we consider differential equations driven by a signal $x$ which is $\gamma$-H\"older with $\gamma>1/3$, and is assumed to possess a lift as a rough path. Our main point is to obtain existence of solutions when the coefficients…

Probability · Mathematics 2017-08-17 Prakash Chakraborty , Samy Tindel

We introduce a weak solution concept (called "rough weak solutions") for singular SDEs with additive alpha-stable L\'evy noise (including the Brownian noise case) and prove its equivalence to martingale solutions from Kremp, Perkowski '22…

Probability · Mathematics 2023-09-28 Helena Kremp , Nicolas Perkowski

We establish weak convergence rates for spectral Galerkin approximations of the stochastic viscous Burgers equation driven by additive trace-class noise. Our results complement the known results regarding strong convergence; we obtain…

Probability · Mathematics 2024-12-25 Charles-Edouard Bréhier , Sonja Cox , Annie Millet