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Building upon the well-posedness results in \cite{snse1}, in this note we prove the existence of invariant measures for the stochastic Navier-Stokes equations with stable L\'evy noise. The crux of our proof relies on the assumption of…

Probability · Mathematics 2018-12-14 Leanne Dong

Instrumental variables (IVs) are a popular and powerful tool for estimating causal effects in the presence of unobserved confounding. However, classical approaches rely on strong assumptions such as the $\textit{exclusion criterion}$, which…

We consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ driven by L\'evy noise. Applying the variational approach, global existence and uniqueness of strong probabilistic…

Probability · Mathematics 2017-01-03 Shijie Shang , Jianliang Zhai , Tusheng Zhang

Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…

Statistics Theory · Mathematics 2019-08-06 Alexander L Young , David B Dunson

This paper studies the smoothing effect for entropy solutions of conservation laws with general nonlinear convex fluxes on $\mathbb{R}$. Beside convexity, no additional regularity is assumed on the flux. Thus, we generalize the well-known…

Analysis of PDEs · Mathematics 2024-03-05 Billel Guelmame , Stéphane Junca , Didier Clamond

We establish a sharp estimate for a minimal number of binary digits (bits) needed to represent all bounded total generalized variation functions taking values in a general totally bounded metric space $(E,\rho)$ up to an accuracy of…

Functional Analysis · Mathematics 2020-11-19 Rossana Capuani , Prerona Dutta , Khai T. Nguyen

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…

Probability · Mathematics 2015-10-23 Zdzisław Brzeźniak , Jerzy Zabczyk

This paper presents the notion of a variation entropy. This concept is an entropy framework for the gradient of the solution of a conservation law instead of on the solution itself. It appears that all semi-norms are admissible variation…

Numerical Analysis · Mathematics 2019-07-01 M. ten Eikelder , I. Akkerman

We consider the following parabolic approximation for hyperbolic system of conservation laws in 1-D with non-singular viscosity matrix $B(u)$ and $A(u)$ strictly hyperbolic,…

Analysis of PDEs · Mathematics 2026-05-29 Boris Haspot , Animesh Jana

We consider a rate-independent system with nonconvex energy under discontinuous external loading. The underlying space is finite dimensional and the loads are functions in $BV([0,T];\mathbb{R}^d)$. We investigate the stability of various…

Analysis of PDEs · Mathematics 2023-08-30 Merlin Andreia , Christian Meyer

The blow-up phenomena of stochastic semilinear parabolic equations with additive as well as linear multiplicative L\'evy noises are investigated in this work. By suitably modifying the concavity method in the stochastic context, we…

Probability · Mathematics 2024-04-11 Manil T. Mohan , S. Pradeep , S. Sankar , S. Karthikeyan

We use the entropy method to analyze the nonlinear dynamics and stability of a continuum kinetic model of an active nematic suspension. From the time evolution of the relative entropy -- an energy-like quantity in the kinetic model -- we…

Soft Condensed Matter · Physics 2024-06-05 Scott Weady

Variational Bayes (VB) is a recent approximate method for Bayesian inference. It has the merit of being a fast and scalable alternative to Markov Chain Monte Carlo (MCMC) but its approximation error is often unknown. In this paper, we…

Machine Learning · Statistics 2019-03-05 Reza Hajargasht

We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…

Probability · Mathematics 2012-04-05 Paul Dupuis , Konstantinos Spiliopoulos

We consider a viscous approximation for a nonlinear degenerate convection-diffusion equations in two space dimensions, and prove an $L^1$ error estimate. Precisely, we show that the $L^1_{\mathrm{loc}}$ difference between the approximate…

Analysis of PDEs · Mathematics 2013-11-08 C. Klingenberg , U. Koley

We prove that the unique entropy solution to a scalar nonlinear conservation law with strictly monotone velocity and nonnegative initial condition can be rigorously obtained as the large particle limit of a microscopic follow-the-leader…

Analysis of PDEs · Mathematics 2015-06-19 Marco Di Francesco , Massimiliano D. Rosini

We find analytical solution of pair of stochastic equations with arbitrary forces and multiplicative L\'evy noises in a steady-state nonequilibrium case. This solution shows that L\'evy flights suppress always a quasi-periodical motion…

Statistical Mechanics · Physics 2010-01-04 A. I. Olemskoi , S. S. Borysov , I. A. Shuda

We study the problem of parameter estimation for discretely observed stochastic processes driven by additive small L\'{e}vy noises. We do not impose any moment condition on the driving L\'{e}vy process. Under certain regularity conditions…

Statistics Theory · Mathematics 2012-05-23 Hongwei Long , Yasutaka Shimizu , Wei Sun

We propose a new stochastic model involving state-dependent variable exponent $p(\cdot)$ which allows modeling of systems where noise intensity adapts to the current state. This new flexible theoretical framework generalizes both the…

Analysis of PDEs · Mathematics 2025-10-22 Mustafa Avci

We study the speed of convergence in $L^\infty$ norm of the vanishing viscosity process for Hamilton-Jacobi equations with uniformly or strictly convex Hamiltonian terms with superquadratic behavior. Our analysis boosts previous findings on…

Analysis of PDEs · Mathematics 2025-07-24 Marco Cirant , Alessandro Goffi