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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…

Probability · Mathematics 2017-05-16 Ennio Fedrizzi , Franco Flandoli , Enrico Priola , Julien Vovelle

Blow-up in second and fourth order semi-linear parabolic partial differential equations (PDEs) is considered in bounded regions of one, two and three spatial dimensions with uniform initial data. A phenomenon whereby singularities form at…

Analysis of PDEs · Mathematics 2013-12-04 A. E. Lindsay

This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…

Probability · Mathematics 2018-06-18 Kai Du , Jiakun Liu , Fu Zhang

A quantitative regularity theory is developed for weak solutions to the parabolic system $$ \partial_t u-\mathrm{div}\,{\boldsymbol{\mathsf A}}(x,t,Du)=0 \quad\text{in }E_T\subset \mathbb{R}^N\times\mathbb{R}, $$ which features the…

Analysis of PDEs · Mathematics 2026-01-14 Verena Bögelein , Frank Duzaar , Ugo Gianazza , Naian Liao

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

Probability · Mathematics 2013-03-19 Ennio Fedrizzi , Franco Flandoli

This article proves the existence, non-existence, regularity and asymptotic behavior of weak solutions for a class of mixed local-nonlocal parabolic problems involving singular nonlinearities and measure data extending the works of…

Analysis of PDEs · Mathematics 2025-09-08 Stuti Das

We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…

Statistical Mechanics · Physics 2015-05-27 Valerio Lucarini

A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…

Probability · Mathematics 2007-09-10 Igor Cialenco , Sergey V. Lototsky

Chaotic systems arise naturally in Statistical Mechanics and in Fluid Dynamics. A paradigm for their modelization are smooth hyperbolic systems. Are there consequences that can be drawn simply by assuming that a system is hyperbolic? here…

chao-dyn · Physics 2008-02-26 Giovanni Gallavotti

A stochastic transport linear equation (STLE) with multiplicative space-time dependent noise is studied. It is shown that, under suitable assumptions on the noise, a multiplicative renormalization leads to convergence of the solutions of…

Probability · Mathematics 2019-11-27 Lucio Galeati

Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that instabilities in this purely deterministic system lead to…

Probability · Mathematics 2012-08-31 Mark Freidlin , Wenqing Hu

We study a doubly nonlinear parabolic problem arising in the modeling of gas transport in pipelines. Using convexity arguments and relative entropy estimates we show uniform bounds and exponential stability of discrete approximations…

Analysis of PDEs · Mathematics 2023-05-31 Herbert Egger , Jan Giesselmann

In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…

Dynamical Systems · Mathematics 2012-08-08 Hu Hongxiao

We present recent advances in the regularity theory for weak solutions to some classes of elliptic and parabolic equations with strongly singular or degenerate structure. The equations under consideration satisfy standard $p$-growth and…

Analysis of PDEs · Mathematics 2026-02-27 Pasquale Ambrosio

Lagrangian systems with nonholonomic constraints may be considered as singular differential equations defined by some constraints and some multipliers. The geometry, solutions, symmetries and constants of motion of such equations are…

Mathematical Physics · Physics 2009-11-10 Xavier Gracia , Ruben Martin

The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e. a pair of roots of the characteristic…

Probability · Mathematics 2016-06-08 Nishanth Lingala , N. Sri Namachchivaya

We study the limit behaviour of solutions of a class of solutions of nonlinear parabolic equations with a degenerate strong absorption. We prove that two types of phenomena can occur: the pointwise singularity or the formation of razor…

Analysis of PDEs · Mathematics 2007-08-23 Andrey Shishkov , Laurent Veron

The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just…

Plasma Physics · Physics 2017-04-05 D. A. St-Onge , J. A. Krommes

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

Probability · Mathematics 2019-07-26 Enrico Bernardi , Alberto Lanconelli

This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…

Probability · Mathematics 2025-07-28 Wei Hong , Shihu Li , Wei Liu