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We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…

Numerical Analysis · Mathematics 2024-12-20 Jerome Droniou , Kim-Ngan Le , Jörn Wichmann

We consider the classical two-dimensional Rosenzweig-MacArthur prey-predator model with a degenerate noise, whereby only the prey variable is subject to small environmental fluctuations. This model has already been introduced in…

Probability · Mathematics 2025-11-14 Michel Benaïm , Jérémy Colombo , Edouard Strickler

We establish weak convergence rates for noise discretizations of a wide class of stochastic evolution equations with non-regularizing semigroups and additive or multiplicative noise. This class covers the nonlinear stochastic wave, HJMM,…

Probability · Mathematics 2019-04-10 Philipp Harms , Marvin S. Müller

We prove the well posedness: global existence, uniqueness and regularity of the solutions, of a class of d-dimensional fractional stochastic active scalar equations. This class includes the stochastic, dD-quasi-geostrophic equation, $ d\geq…

Analysis of PDEs · Mathematics 2012-09-06 Latifa Debbi

We prove that a single-jump quantum stochastic unitary evolution is equivalent to a Dirac boundary value problem on the half line in one extra dimension. It is shown that this exactly solvable model can be obtained from a Schroedinger…

Mathematical Physics · Physics 2007-05-23 V. P. Belavkin

In this paper, we prove the existence of a unique strong solution to a stochastic tamed 3D Navier-Stokes equation in the whole space as well as in the periodic boundary case. Then, we also study the Feller property of solutions, and prove…

Probability · Mathematics 2010-08-12 Michael Röckner , Xicheng Zhang

We present a simple approach to study the one-dimensional pressureless Euler system via adhesion dynamics in the Wasserstein space of probability measures with finite quadratic moments. Starting from a discrete system of a finite number of…

Analysis of PDEs · Mathematics 2014-09-16 Luca Natile , Giuseppe Savaré

We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical Brownian motion and also the Skorohod integral are…

Probability · Mathematics 2015-03-25 Marta Sanz-Solé , André Süß

This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…

Fluid Dynamics · Physics 2025-03-21 Arnaud Debussche , Etienne Mémin

We consider a 2D stochastic modified Swift-Hohenberg equations with multiplicative noise and periodic boundary. First, we establish the existence of local and global martingale and pathwise solutions in the regular Sobolev space $H^{2m}$…

Dynamical Systems · Mathematics 2024-04-24 Jintao Wang , Xiaoqian Zhang , Chunqiu Li

New weak and strong existence and weak and strong uniqueness results for multi-dimensional stochastic McKean--Vlasov equations are established under relaxed regularity conditions. Weak existence is a variation of Krylov's weak existence for…

Probability · Mathematics 2024-05-29 Yuliya S. Mishura , Alexander Yu. Veretennikov

We prove existence and uniqueness of strong solutions for a class of semilinear stochastic evolution equations driven by general Hilbert space-valued semimartingales, with drift equal to the sum of a linear maximal monotone operator in…

Probability · Mathematics 2019-11-01 Carlo Marinelli , Luca Scarpa

Using analysis for 2-admissible functions in weighted Sobolev spaces and stochastic calculus for possibly degenerate symmetric elliptic forms, we construct weak solutions to a wide class of stochastic differential equations starting from an…

Probability · Mathematics 2016-11-16 Jiyong Shin , Gerald Trutnau

Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with…

Probability · Mathematics 2022-05-12 Franco Flandoli , Umberto Pappalettera

In this paper, we extend the generalized Wiener-Wintner Theorem built by Host and Kra to the multilinear case under the hypothesis of pointwise convergence of multilinear ergodic averages. In particular, we have the following result: Let…

Dynamical Systems · Mathematics 2023-12-27 Rongzhong Xiao

We study the stochastic Korteweg-de Vries equation (SKdV) with an additive space-time white noise forcing, posed on the one-dimensional torus. In particular, we construct global-in-time solutions to SKdV with spatial white noise initial…

Analysis of PDEs · Mathematics 2023-11-15 Tadahiro Oh , Jeremy Quastel , Philippe Sosoe

We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…

Numerical Analysis · Mathematics 2022-03-02 Zhihui Liu , Zhonghua Qiao

We consider Hilbert-valued evolution equations driven by H\"{o}lder paths with H\"{o}lder index greater than 1/2, which includes the case of fractional noises with Hurst parameters in (1/2,1). The assumptions of the drift term will not be…

Dynamical Systems · Mathematics 2019-03-06 M. J. Garrido-Atienza , B. Schmalfuss , J. Valero

We establish the existence and uniqueness of an ergodic invariant measure for 2D fractionally dissipated stochastic Euler equations on the periodic box, for any power of the dissipation term.

Analysis of PDEs · Mathematics 2015-06-15 Peter Constantin , Nathan Glatt-Holtz , Vlad Vicol

We derive a Gronwall type inequality for mild solutions of non-autonomous parabolic rough partial differential equations (RPDEs). This inequality together with an analysis of the Cameron-Martin space associated to the noise, allows us to…

Probability · Mathematics 2025-10-30 Alexandra Blessing , Mazyar Ghani Varzaneh , Tim Seitz
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