Related papers: Rough linear transport equation with an irregular …
Transport of Brownian particles in a two-dimensional asymmetric tube is investigated by applying a polarized field. From the Brownian dynamics simulations we find that the longitudinal current can be enhanced remarkably by applying a weakly…
We study the numerical approximation of SDEs with singular drifts (including distributions) driven by a fractional Brownian motion. Under the Catellier-Gubinelli condition that imposes the regularity of the drift to be strictly greater than…
In this article, we illustrate the flexibility of the algebraic integration formalism introduced by M. Gubinelli (2004), by establishing an existence and uniqueness result for delay equations driven by rough paths. We then apply our results…
In this article we extend the framework of rough paths to processes of variable H\"older exponent or variable order paths. We show how a class of multiple discrete delay differential equations driven by signals of variable order are…
In this Note, we study a transport-diffusion equation with rough coefficients and we prove that solutions are unique in a low-regularity class.
As a general rule, differential equations driven by a multi-dimensional irregular path $\Gamma$ are solved by constructing a rough path over $\Gamma$. The domain of definition ? and also estimates ? of the solutions depend on upper bounds…
Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations <x(t)x(s)> ~ t^{2H} + s^{2H} - |t-s|^{2H}, where H, with 0<H<1 is called the Hurst exponent. For H = 1/2, x(t) is a Brownian motion, while for H…
Let X be the solution of the multidimensional stochastic differential equationdX(t) = b(t, X(t)) dt + sigma(t, X(t)) dW(t)\, with X(0)=x where W is a standard Brownian motion. We show that when b is measurable and sigma is in an appropriate…
We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process lifted to a rough path. Neither adaptedness of initial point and vector fields nor commuting conditions between vector field is…
We introduce a new technique for studying well posedness and energy estimates for evolution equations with a rough transport term. The technique is based on finding suitable space-time weight functions for the equations at hand. As an…
The directed transport of an overdamped Brownian motor moving in a spatially periodic potential that lacks reflection symmetry (i.e. a ratchet potential) is studied when driven by thermal and dichotomic nonequilibrium noise in the presence…
We consider a stochastic differential equation involving standard and fractional Brownian motion with unknown drift parameter to be estimated. We investigate the standard maximum likelihood estimate of the drift parameter, two non-standard…
In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity…
Directed transport of overdamped Brownian particles driven by fractional Gaussian noises is investigated in asymmetrically periodic potentials. By using Langevin dynamics simulations, we find that rectified currents occur in the absence of…
We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much) more regular than the drift component of the solution. The…
For $\alpha \in (1,2)$ we consider the equation $\partial_t u = \Delta^{\alpha/2} u - r b \cdot \nabla u$, where $b$ is a divergence free singular vector field not necessarily belonging to the Kato class. We show that for sufficiently small…
We deal with the vanishing viscosity scheme for the transport/continuity equation $\partial_t u + \text{div }(u\boldsymbol{b} ) = 0$ drifted by a divergence-free vector field $\boldsymbol{b}$. Under general Sobolev assumptions on…
In this paper we deal with a non-linear parabolic problem which involving a convection term with super--linear growth, whose model is \[ \frac{\partial u}{\partial t}-\div(\mathcal{M}(x,t)\nabla u)= -\div(u\log (e+|u|)E(x,t))+f(x,t), \]…
We consider maps $T$ solving the optimal transport problem with a cost $c(x-y)$ modeled on the $p$-cost. For H\"older continuous marginals, we prove a $C^{1,\alpha}$-partial regularity result for $T $in the set $\{|T(x)-x|>0\}$.
In the article, some bilinear evolution equations in Hilbert space driven by paths of low regularity are considered and solved explicitly. The driving paths are scalar-valued and continuous, and they are assumed to have a finite $p$-th…