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Related papers: Stochastic transport equation in bounded domains

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In this paper, we study a class of initial-boundary value problems for the Korteweg-de Vries equation posed on a bounded domain $(0,L)$. We show that the initial-boundary value problem is locally well-posed in the classical Sobolev space…

Analysis of PDEs · Mathematics 2010-12-07 Eugene Kramer , Ivonne Rivas , Bing-Yu Zhang

We consider the equations of a multi-velocity model of a binary mixture of viscous compressible fluids (two-fluid medium) in the case of one-dimensional barotropic motions. We prove the global (in time) existence and uniqueness of a strong…

Analysis of PDEs · Mathematics 2020-12-30 Alexander Mamontov , Dmitriy Prokudin

We consider a transport-diffusion equation forced by random noise of three types: additive, linear multiplicative in It$\hat{\mathrm{o}}$'s interpretation, and transport in Stratonovich's interpretation. Via convex integration modified to…

Analysis of PDEs · Mathematics 2022-03-28 Ujjwal Koley , Kazuo Yamazaki

We consider a boundary-value problem describing the steady motion of a two-component mixture of viscous compressible heat-conducting fluids in a bounded domain. We make no simplifying assumptions except for postulating the coincidence of…

Analysis of PDEs · Mathematics 2017-10-19 Alexander Mamontov , Dmitriy Prokudin

We prove that a single-jump quantum stochastic unitary evolution is equivalent to a Dirac boundary value problem on the half line in one extra dimension. It is shown that this exactly solvable model can be obtained from a Schroedinger…

Mathematical Physics · Physics 2007-05-23 V. P. Belavkin

Bounded variation estimates of Galerkin approximations are established in order to extract an almost everywhere convergent subsequence of Galerkin approximations. As a result we prove existence of weak solutions of initial boundary value…

Analysis of PDEs · Mathematics 2025-01-31 Ramesh Mondal , Aditi Sengupta

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

We consider linear n-th order stochastic differential equations on [0,1], with linear boundary conditions supported by a finite subset of [0,1]. We study some features of the solution to these problems, and especially its conditional…

Probability · Mathematics 2007-05-23 Aureli Alabert , Marco Ferrante

In this paper we study properties of solutions to stochastic differential equations with Sobolev diffusion coefficients and singular drifts. The properties we study include stability with respect to the coefficients, weak differentiability…

Probability · Mathematics 2015-11-25 Xicheng Zhang

We consider an initial-boundary value problem for the chemotaxis-Navier--Stokes system \begin{align*} \left\{ \begin{array}{c@{\quad}l@{\quad}l@{\,}c} n_{t}+u\cdot\nabla n=\nabla\cdot\big(D(n)\nabla n-nS(x,n,c)\cdot\nabla c\big),\…

Analysis of PDEs · Mathematics 2025-06-18 Tobias Black

In this paper, we are concerned with the initial-Neumann boundary value problem of the Schr\"{o}dinger flow for maps from a smooth bounded domain in an Euclidean space into $\mathbb{S}^2$. By adopting a novel method due to B. Chen and Y.D.…

Analysis of PDEs · Mathematics 2026-04-10 Bo Chen , Guangwu Wang , Youde Wang

Consider the steady neutron transport equation in 2D convex domains with in-flow boundary condition. In this paper, we establish the diffusive limit while the boundary layers are present. Our contribution relies on a delicate decomposition…

Analysis of PDEs · Mathematics 2020-01-08 Lei Wu

Using the method of Krylov's estimates, we prove the existence of weak solutions of stochastic differential equations driven by purely discontinuous Levy processes satisfying an additional assumption. The diffusion coefficient is assumed to…

Probability · Mathematics 2007-05-23 V. P. Kurenok

We study the least gradient problem in bounded regions with Lipschitz boundary in the plane. We provide a set of conditions for the existence of solutions in non-convex simply connected regions. We assume the boundary data is continuous and…

Analysis of PDEs · Mathematics 2024-08-26 Samer Dweik , Piotr Rybka , Ahmad Sabra

We consider the stochastic transport linear equation and we prove existence and uniqueness of weak $L^{p}-$solutions. Moreover, we obtain a representation of the general solution and a Wong-Zakai principle for this equation. We make only…

Functional Analysis · Mathematics 2011-03-22 Pedro Catuogno , Christian Olivera

In this note we prove the existence and uniqueness of weak solutions for the boundary value problem modelling the stationary case of the bioconvective flow problem introduced by Tuval et. al. (2005, {\it PNAS} 102, 2277--2282). We derive…

Analysis of PDEs · Mathematics 2017-12-12 Aníbal Coronel , Luis Friz , Ian Hess , Alex Tello

This paper is concerned with the initial-boundary value problem to 2D magnetohydrodynamics-Boussinesq system with the temperature-dependent viscosity, thermal diffusivity and electrical conductivity. First, we establish the global weak…

Analysis of PDEs · Mathematics 2017-02-28 Dongfen Bian , Jitao Liu

New weak and strong existence and weak and strong uniqueness results for multi-dimensional stochastic McKean--Vlasov equations are established under relaxed regularity conditions. Weak existence is a variation of Krylov's weak existence for…

Probability · Mathematics 2024-05-29 Yuliya S. Mishura , Alexander Yu. Veretennikov

In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…

Statistical Mechanics · Physics 2026-01-27 Sang Yang , Zhixin Peng

We provide a new perturbation theorem for substochastic semigroups on abstract AL spaces extending Kato's perturbation theorem to non-densely defined operators. We show how it can be applied to piecewise deterministic Markov processes and…

Functional Analysis · Mathematics 2020-12-01 Marta Tyran-Kamińska