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Stochastic processes with temporal delay play an important role in science and engineering whenever finite speeds of signal transmission and processing occur. However, an exact mathematical analysis of their dynamics and thermodynamics is…

Statistical Mechanics · Physics 2022-03-02 Viktor Holubec , Artem Ryabov , Sarah A. M. Loos , Klaus Kroy

We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a…

Probability · Mathematics 2022-01-27 João Guerra , David Nualart

We study fluctuations of the metric in the postquantum theory of classical gravity, a covariant theory which couples a classical spacetime with quantum matter fields. Mathematical consistency requires spacetime to evolve stochastically.…

High Energy Physics - Theory · Physics 2026-05-08 Jonathan Oppenheim , Muhammad Sajjad

In this article we explore the phenomena of nonequilibrium stochastic process starting from the phenomenological Brownian motion. The essential points are described in terms of Einstein's theory of Brownian motion and then the theory…

Physics Education · Physics 2007-05-23 Deb Shankar Ray

Stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains driven by a multiplicative Gaussian noise are considered. The noise term depends on the unknown velocity and its spatial derivatives. The existence of a martingale…

Probability · Mathematics 2017-01-03 Zdzisław Brzeźniak , Elżbieta Motyl

The rate of strong convergence is investigated for an approximation scheme for a class of stochastic differential equations driven by a time-changed Brownian motion, where the random time changes $(E_t)_{t\ge 0}$ considered include the…

Probability · Mathematics 2020-03-02 Sixian Jin , Kei Kobayashi

We study the Navier-Stokes system describing the motion of a compressible viscous fluid driven by a nonlinear multiplicative stochastic force. We establish local in time existence (up to a positive stopping time) of a unique solution, which…

Analysis of PDEs · Mathematics 2016-06-20 Dominic Breit , Eduard Feireisl , Martina Hofmanova

In this paper, we study a nonlinear fluid-structure interaction problem driven by a multiplicative, white-in-time noise. The problem consists of the Navier-Stokes equations describing the flow of an incompressible, viscous fluid in a 2D…

Analysis of PDEs · Mathematics 2024-02-14 Krutika Tawri

In this paper, we study the problem of energy equality for weak solutions of the 3D incompressible non-Newtonian fluid equations with initial value conditions. We derive new sufficient conditions via Sobolev multiplier spaces that guarantee…

Analysis of PDEs · Mathematics 2026-05-05 Yi Feng , Weihua Wang

We study a mathematical model of a compressible viscous fluid driven by stochastic forces under slip boundary conditions of friction type. We introduce a notion of a weak solution that is analytically and probabilistically consistent with…

Probability · Mathematics 2026-01-23 Reo Tsuboya

We show that Brownian motion is spatially not symmetric for mesoscopic particles embedded in a fluid if the particle is not in thermal equilibrium and its shape is not spherical. In view of applications on molecular motors in biological…

Soft Condensed Matter · Physics 2009-11-13 Susan Sporer , Christian Goll , Klaus Mecke

We study the gradient-flow structure of a non-Newtonian thin film equation with power-law rheology. The equation is quasilinear, of fourth order and doubly-degenerate parabolic. By adding a singular potential to the natural Dirichlet…

Analysis of PDEs · Mathematics 2023-01-26 Peter Gladbach , Jonas Jansen , Christina Lienstromberg

We analyze flow of non-Newtonian fluids in a Hele-Shaw cell, subjected to spatially non-uniform electroosmotic slip. Motivated by their potential use for increasing the characteristic pressure fields, we specifically focus on power-law…

Fluid Dynamics · Physics 2016-11-23 Evgeniy Boyko , Moran Bercovici , Amir D. Gat

This paper deals with the existence and limiting behavior of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by linear multiplicative noise and additive noise defined in the entire space $\mathbb{R}^d$ for…

Analysis of PDEs · Mathematics 2024-10-10 Daiwen Huang , Zhaoyang Qiu , Bixiang Wang

We propose a mathematical formulation of the zeroth law of thermodynamics and develop a stochastic dynamical theory, with a consistent irreversible thermodynamics, for systems possessing sustained conservative stationary current in phase…

Mathematical Physics · Physics 2014-01-27 Hong Qian

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…

Probability · Mathematics 2025-03-19 Paweł Duch

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

Probability · Mathematics 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

We study well-posedness for fluid-structure interaction driven by stochastic forcing. This is of particular interest in real-life applications where forcing and/or data have a strong stochastic component. The prototype model studied here is…

Analysis of PDEs · Mathematics 2021-04-27 Jeffrey Kuan , Suncica Canic

In this paper we introduce a constructive approach to study well-posedness of solutions to stochastic fluid-structure interaction with stochastic noise. We focus on a benchmark problem in stochastic fluid-structure interaction, and prove…

Analysis of PDEs · Mathematics 2022-03-31 Jeffrey Kuan , Sunčica Čanić

The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully locally monotone coefficients covering a large variety of physical systems, a wide class of quasilinear SPDEs and a good number of fluid…

Probability · Mathematics 2022-12-13 Ankit Kumar , Manil T. Mohan