Related papers: Stochastic averaging lemmas for kinetic equations
This work introduces a new approach to velocity averaging lemmas in kinetic theory. This approach -- based upon the classical energy method -- provides a powerful duality principle in kinetic transport equations which allows for a natural…
We study the long-time behavior and the regularity of pathwise entropy solutions to stochastic scalar conservation laws with random in time spatially homogeneous fluxes and periodic initial data. We prove that the solutions converge to…
We prove new velocity averaging lemmas for multi-dimensional hyperbolic-parabolic partial differential equations. These theorems may be applied to establish several compactness results for both deterministic and stochastic…
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…
We present simple classical dynamical models to address the question of introducing a stochastic nature in a time variable. These models include noise in the time variable but not in the "space" variable, which is opposite to the normal…
We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…
Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law.It is shown that the averaged energy increases…
We formulate and study a general family of (continuous-time) stochastic dynamics for accelerated first-order minimization of smooth convex functions. Building on an averaging formulation of accelerated mirror descent, we propose a…
Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our…
The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the "space"…
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…
We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…
The spatially dependent wave speed of a stochastic wave equation driven by space-time white noise is estimated using the local observation scheme. Given a fixed time horizon, we prove asymptotic normality for an augmented maximum likelihood…
A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…
In the present work, we adopt the idea of velocity averaging lemma to establish regularity for stationary linearized Boltzmann equations in a bounded convex domain. Considering the incoming data, with three iterations, we establish…
In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
Scalar conservation laws sit at the intersection between being simple enough to study analytically, while being complex enough to exhibit a wide range of nonlinear phenomena. We introduce a novel stochastic perturbation of scalar…