Related papers: Rough Burgers-like equations with multiplicative n…
We consider strong uniqueness and thus also existence of strong solutions for the stochastic heat equation with a multiplicative colored noise term. Here, the noise is white in time and colored in q dimensional space ($q \geq 1$) with a…
We study the surface quasi-geostrophic equation driven by a generic additive noise process $W$. By means of convex integration techniques, we establish existence of weak solutions whenever the stochastic convolution $z$ associated with $W$…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is a distribution in some Besov space and $B$ is a fractional Brownian motion with Hurst parameter $H\leqslant 1/2$. First, the equation is…
In this paper, we investigate reflected backward stochastic differential equations driven by rough paths (rough RBSDEs), which can be viewed as probabilistic representations of nonlinear rough partial differential equations (rough PDEs) or…
The theory of rough paths arose from a desire to establish continuity properties of ordinary differential equations involving terms of low regularity. While essentially an analytic theory, its main motivation and applications are in…
We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much) more regular than the drift component of the solution. The…
We study the sample path regularity of the solution of a stochastic wave equation in spatial dimension $d=3$. The driving noise is white in time and with a spatially homogeneous covariance defined as a product of a Riesz kernel and a smooth…
The well-known analytical solution of Burgers' equation is extended to curvilinear coordinate systems in three-dimensions by a method which is much simpler and more suitable to practical applications than that previously used. The results…
In this paper, we study the numerical stability of reduced order models for convection-dominated stochastic systems in a relatively simple setting: a stochastic Burgers equation with linear multiplicative noise. Our preliminary results…
The stochastic PDE known as the Kardar-Parisi-Zhang equation (KPZ) has been proposed as a model for a randomly growing interface. This equation can be reformulated as a stochastic Burgers equation. We study a stochastic KdV-Burgers equation…
Basing on our results [1] on a representation of solutions to the Cauchy problem for multidimensional non-viscous Burgers equation obtained by a method of stochastic perturbation of the associated Langevin system, we deduce an explicit…
In this paper, we consider Burgers' equation with uncertain boundary and initial conditions. The polynomial chaos (PC) approach yields a hyperbolic system of deterministic equations, which can be solved by several numerical methods. Here,…
Fourier normal ordering \cite{Unt09bis} is a new algorithm to construct explicit rough paths over arbitrary H\"older-continuous multidimensional paths. We apply in this article the Fourier normal ordering ordering algorithm to the…
A new three-dimensional (3D) equation is proposed, which is formed like Burgers' equation by starting with the 3D incompressible Navier-Stokes equations (NSE) and eliminating the pressure and the divergence-free constraint, but instead the…
Uniform large deviations for the laws of the paths of the solutions of the stochastic nonlinear Schrodinger equation when the noise converges to zero are presented. The noise is a real multiplicative Gaussian noise. It is white in time and…
We deal with a class of semilinear SPDEs driven by space-time white noise that includes the one dimensional stochastic Burgers equation. Such equations can have nonlocal and quadratic nonlinearities. We consider the problem of estimation of…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
The noisy Burgers equation describing for example the growth of an interface subject to noise is one of the simplest model governing an intrinsically nonequilibrium problem. In one dimension this equation is analyzed by means of the…
We consider the Burgers equation on $H=L^2(0,1)$ perturbed by white noise and the corresponding transition semigroup $P_t$. We prove a new formula for $P_tD\varphi$ (where $\varphi:H\to\R$ is bounded and Borel) which depends on $\varphi$…