Related papers: The Stratonovich heat equation : a continuity resu…
We derive the continuum equation for a discrete model for ion sputtering. We follow an approach based on the master equation, and discuss how it can be truncated to a Fokker-Planck equation and mapped to a discrete Langevin equation. By…
In this paper we consider a system coupling a wave equation with a heat equation through its boundary conditions. The existence of a small parameter in the heat equation, as a factor multiplying the time derivative, implies the existence of…
We consider a class of linear Vlasov partial differential equations driven by Wiener noise. Different types of stochastic perturbations are treated: additive noise, multiplicative It\^o and Stratonovich noise, and transport noise. We…
We consider nonlinear parabolic evolution equations of the form $\partial_{t}u=F(t,x,Du,D^{2}u) $, subject to noise of the form $H(x,Du) \circ dB$ where $H$ is linear in $Du$ and $\circ dB$ denotes the Stratonovich differential of a…
We put forward a new method for proving weak uniqueness of stochastic equations with singular drifts driven by a non-Markov or infinite-dimensional noise. We apply our method to study stochastic heat equation (SHE) driven by Gaussian…
In this work we consider the generalized Navier-Stoke equations with the presence of a damping term in the momentum equation. % The problem studied here derives from the set of equations which govern the isothermal flow of incompressible,…
In this paper we prove a support theorem of Stroock-Varadhan type for pinned diffusion processes. To this end we use two powerful results from stochastic analysis. One is quasi-sure analysis for Brownian rough path. The other is…
A two-phase solidification process for a one-dimensional semi-infinite material is considered. It is assumed that it is ensued from a constant bulk temperature present in the vicinity of the fixed boundary, which it is modelled through a…
We study space-time regularity of the solution of the nonlinear stochastic heat equation in one spatial dimension driven by space-time white noise, with a rough initial condition. This initial condition is a locally finite measure $\mu$…
We consider the barotropic Navier--Stokes system driven by a physically well-motivated transport noise in both continuity as well as momentum equation. We focus on three different situations: (i) the noise is smooth in time and the…
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…
In this article we develop a new methodology to prove weak approximation results for general stochastic differential equations. Instead of using a partial differential equation approach as is usually done for diffusions, the approach…
We study the focusing stochastic nonlinear Schr\"odinger equation in one spatial dimension with multiplicative noise, driven by a Wiener process white in time and colored in space, in the $L^2$-critical and supercritical cases. The mass…
We analyze an isothermal Brownian motion of particle ensembles in the Smoluchowski approximation. Contrary to standard procedures, the environmental recoil effects associated with locally induced heat flows are not completely disregarded.…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a…
A new equation, rooted in the theory of Brownian motion, is proposed for describing heat conduction by phonons. Though a finite speed of propagation is a built-in feature of the equation, it does not give rise to an inauthentic wave front…
To obtain new types of exact travelling wave solutions to nonlinear partial differential equations, a number of approximate methods are known in the literature. In this study, we extend the class of auxiliary equations of Fibonnacci&Lucas…
In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its…
In this paper we consider two different Stefan problems for a semi-infinite material for the non classical heat equation with a source which depends on the heat flux at the fixed face x = 0. One of them (with constant temperature on x = 0)…