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In this paper, we study the 2D stochastic quasi-geostrophic equation on $\mathbb{T}^2$ for general parameter $\alpha\in(0,1)$ and multiplicative noise. We prove the existence of weak solutions and Markov selections for multiplicative noise…

Probability · Mathematics 2015-06-05 Michael Röckner , Rongchan Zhu , Xiangchan Zhu

A new framework is introduced for constructing interpretable and truly reliable reduced models for multiscale problems in situations without scale separation. Hydrodynamic approximation to the kinetic equation is used as an example to…

Computational Physics · Physics 2019-10-31 Jiequn Han , Chao Ma , Zheng Ma , Weinan E

We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…

Probability · Mathematics 2023-08-29 Theodore D. Drivas , Alexander Dunlap , Cole Graham , Joonhyun La , Lenya Ryzhik

In this paper we study the hydrodynamic (small mass approximation) limit of a Fokker-Planck equation. This equation arises in the kinetic description of the evolution of a particle system immersed in a viscous Stokes flow. We discuss two…

Analysis of PDEs · Mathematics 2018-06-26 Ioannis Markou

We establish a general nonlocal approximation principle for the entropy solutions of scalar conservation laws on $\mathbb{R}$. More precisely, we show that the entropy solution to a nonnegative initial datum can be obtained as a weak-star…

Analysis of PDEs · Mathematics 2026-05-04 Alexander Keimer , Lukas Pflug

We study the small-mass limit, also known as the Smoluchowski-Kramers diffusion approximation (see \cite{kra} and \cite{smolu}), for a system of stochastic damped wave equations, whose solution is constrained to live in the unitary sphere…

Probability · Mathematics 2024-09-13 Sandra Cerrai , Mengzi Xie

We consider stochastic scalar conservation laws with spatially inhomogeneous flux. The regularity of the flux function with respect to its spatial variable is assumed to be low, so that entropy solutions are not necessarily unique in the…

Analysis of PDEs · Mathematics 2019-05-07 Benjamin Gess , Mario Maurelli

We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…

Analysis of PDEs · Mathematics 2024-09-24 Grégoire Barrué , Anne de Bouard , Arnaud Debussche

In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of…

Probability · Mathematics 2013-11-20 Serge Cohen , Fabien Panloup , Samy Tindel

The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…

Analysis of PDEs · Mathematics 2022-02-08 Ioana Ciotir , Dan Goreac , Ionut Munteanu

We present a numerical method for scalar conservation laws in one space dimension. The solution is approximated by local similarity solutions. While many commonly used approaches are based on shocks, the presented method uses rarefaction…

Numerical Analysis · Mathematics 2010-06-23 Yossi Farjoun , Benjamin Seibold

We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle

We present a new approach to analyze the validation of weakly nonlinear geometric optics for entropy solutions of nonlinear hyperbolic systems of conservation laws whose eigenvalues are allowed to have constant multiplicity and…

Analysis of PDEs · Mathematics 2012-12-27 Gui-Qiang Chen , Wei Xiang , Yongqian Zhang

We construct Lie point symmetries, a closed-form solution and conservation laws using a non-Noetherian approach for a specific case of the Gorini-Kossakowski-Sudarshan-Lindblad equation that has been recast for the study of non-relativistic…

Quantum Physics · Physics 2023-05-17 Muhammad Al-Zafar Khan , Mervlyn Moodley , Francesco Petruccione

The paper is concerned with the boundary controllability of entropy weak solutions to hyperbolic systems of conservation laws. We prove a general result on the asymptotic stabilization of a system near a constant state. On the other hand,…

Optimization and Control · Mathematics 2007-05-23 Alberto Bressan , Giuseppe Maria Coclite

This paper investigates the diffusion limit of a kinetic BGK-type equation, focusing on its relaxation to a nonlinear aggregation-diffusion equation, where the diffusion exhibits a porous-medium-type nonlinearity. Unlike previous studies by…

Analysis of PDEs · Mathematics 2025-04-09 Young-Pil Choi , Jeongho Kim , Oliver Tse

In this paper we consider Galerkin-finite element methods that approximate the solutions of initial-boundary-value problems in one space dimension for parabolic and Schr\"odinger evolution equations with dynamical boundary conditions. Error…

Numerical Analysis · Mathematics 2009-04-27 D. C. Antonopoulou , V. A. Dougalis , G. E. Zouraris

Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a…

Numerical Analysis · Mathematics 2019-12-20 Jakob Dürrwächter , Thomas Kuhn , Fabian Meyer , Louisa Schlachter , Florian Schneider

We study the hyperbolic scaling limit for a chain of N coupled anharmonic oscillators. The chain is attached to a point on the left and there is a force (tension) $\tau$ acting on the right. In order to provide good ergodic properties to…

Mathematical Physics · Physics 2014-05-29 Nadine Even , Stefano Olla

Some recent developments in the analysis of long-time behaviors of stochastic solutions of nonlinear conservation laws driven by stochastic forcing are surveyed. The existence and uniqueness of invariant measures are established for…

Analysis of PDEs · Mathematics 2019-11-12 Gui-Qiang G. Chen , Peter H. C. Pang