Related papers: Stochastic transport equation in bounded domains
This paper studies stochastic boundedness of trajectories of a nonvanishing stochastically perturbed stable LTI system. First, two definitions on stochastic boundedness of stochastic processes are presented, then the boundedness is analyzed…
We consider a degenerate stochastic differential equation that has a sticky point in the Markov process sense. We prove that weak existence and weak uniqueness hold, but that pathwise uniqueness does not hold nor does a strong solution…
Initial-boundary value problems in a half-strip with different types of boundary conditions for two-dimensional Zakharov-Kuznetsov equation are considered. Results on global existence, uniqueness and long-time decay of weak and regular…
We prove that two Aleksandrov solutions of a generated prescribed Jacobian equation have the same gradients at points where they are both differentiable. For the optimal transportation case where two solutions can be translated to agree at…
In this paper, we study the eigenvalue problem of stochastic Hamiltonian system driven by Brownian motion and Markov chain with boundary conditions and time-dependent coefficients. For any dimensional case, the existence of the first…
We consider variational inequality solutions with prescribed gradient constraints for first order linear boundary value problems. For operators with coefficients only in $L^2$, we show the existence and uniqueness of the solution by using a…
An explicit numerical scheme is proposed for solving the initial-boundary value problem for the radiative transport equation in a rectangular domain with completely absorbing boundary condition. An upwind finite difference approximation is…
The concept of impedance, which characterises the current response to a periodical driving, is introduced in the context of stochastic transport. In particular, we calculate the impedance for an exactly solvable model, namely the stochastic…
For an SDE driven by a rotationally invariant $\alpha$-stable noise we prove weak uniqueness of the solution under the balance condition $\alpha+\gamma>1$, where $\gamma$ denotes the Holder index of the drift coefficient. We prove existence…
The existence of stationary distributions to distribution dependent stochastic differential equations are investigated by using the ergodicity of the associated decoupled equation and the Schauder fixed point theorem. By using Zvonkin's…
The initial-boundary value problem for the two-dimensional regular four-velocity discrete Boltzmann system is analyzed in a rectangle. The existence and uniqueness of a classical global positive solution, bounded with its first partial…
We investigate linear boundary value problems for first-order one-dimensional hyperbolic systems in a strip. We establish conditions for existence and uniqueness of bounded continuous solutions. For that we suppose that the non-diagonal…
An initial-boundary value problem with homogeneous Dirichlet boundary conditions for three-dimensional Zakharov-Kuznetsov equation is considered. Results on global existence, uniqueness and large-time decay of weak solutions in certain…
We focus on the initial boundary value problem for a general scalar balance law in one space dimension. Under rather general assumptions on the flux and source functions, we prove the well-posedness of this problem and the stability of its…
A stochastic free-boundary problem for the three-dimensional barotropic compressible Navier--Stokes equations is studied. The main feature of the model is that the free boundary is transported by a Stratonovich stochastic flow, so that the…
We study existence and uniqueness of a variational solution in terms of stochastic variational inequalities (SVI) to stochastic nonlinear diffusion equations with a highly singular diffusivity term and multiplicative Stratonovich…
We consider the Stokes-transport system, a model for the evolution of an incompressible viscous fluid with inhomogeneous density. This equation was already known to be globally well-posed for any $L^1\cap L^\infty$ initial density with…
Recently, domain-uniform stabilizability and detectability has been the central assumption %in order robustness results on the to ensure robustness in the sense of exponential decay of spatially localized perturbations in optimally…
In this paper, we study the initial-boundary value problem of the Navier-Stokes system in the half space. We prove the unique solvability of the weak solution on some short time interval (0, T) with the velocity in $C^{\alpha, \frac12…
The paper considers a class of linear Boltzmann transport equations which models a charged particle transport. The equation is an approximation of the original exact transport equation which involves hyper-singular integrals in their…