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We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions…

Probability · Mathematics 2007-05-23 Martin Hairer

This study makes the first attempt to use the 2/3-order fractional Laplacian modeling of enhanced diffusing movements of random turbulent particle resulting from nonlinear inertial interactions. A combined effect of the inertial…

Chaotic Dynamics · Physics 2007-05-23 Wen Chen

Several physical models have recently been proposed to obtain unidirectional motion of an overdamped Brownian particle in a periodic potential system. The asymmetric ratchetlike form of the periodic potential and the presence of correlated…

Condensed Matter · Physics 2015-06-25 Mangal C. Mahato , T. P. Pareek , A. M. Jayannavar

We consider a family of singular surface quasi-geostrophic equations $$ \partial_{t}\theta+u\cdot\nabla\theta=-\nu (-\Delta)^{\gamma/2}\theta+(-\Delta)^{\alpha/2}\xi,\qquad u=\nabla^{\perp}(-\Delta)^{-1/2}\theta, $$ on…

Probability · Mathematics 2023-08-29 Martina Hofmanová , Xiaoyutao Luo , Rongchan Zhu , Xiangchan Zhu

The Boltzmann-Gibbs probability distributions generated by logarithmically correlated random potentials provide a simple yet nontrivial example of disorder-induced multifractal measures. We introduce and discuss two analytically tractable…

Disordered Systems and Neural Networks · Physics 2015-05-14 Yan V Fyodorov

We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma

We consider quasilinear generalizations of the Korteweg-de Vries equation and dispersive perturbations of the Euler equations for compressible fluids, either in Lagrangian or in Eulerian coordinates. In particular, our framework includes…

Analysis of PDEs · Mathematics 2026-02-20 Thomas Courant

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

Probability · Mathematics 2021-12-24 Gabriel B. Apolinário , Laurent Chevillard , Jean-Christophe Mourrat

We investigate particle emission from a Bose-Einstein condensate with periodically modulated interactions in a one-dimensional lattice. Within perturbative analysis, which leads to instabilities for discrete modes, we obtain the main…

Quantum Gases · Physics 2024-04-10 L. Q. Lai , Z. Li , Q. H. Liu , Y. B. Yu

In this paper we address again the problem of the connection between multitime Brownian sheet and heat type PDEs. The main results include: the volumetric character of the solutions of the forward (backward) diffusion-like PDEs; the forward…

Probability · Mathematics 2011-12-14 Constantin Udriste , Virgil Damian , Ionel Tevy

The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…

Analysis of PDEs · Mathematics 2013-07-19 Elena Issoglio

A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing…

Probability · Mathematics 2007-12-04 Francesco Russo , Gerald Trutnau

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

The multi-particle Bose-Einstein correlations are the source of ''intermittency'' in high energy hadronic collisions. The power-law like increase of factorial moments with decreasing bin size was obtained by complete event weighing…

High Energy Physics - Phenomenology · Physics 2009-10-28 Tadeusz Wibig

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…

Probability · Mathematics 2025-07-28 Wei Hong , Shihu Li , Wei Liu

We obtain strong consistency and asymptotic normality of a least squares estimator of the drift coefficient for complex-valued Ornstein-Uhlenbeck processes disturbed by fractional noise, extending the result of Y. Hu and D. Nualart,…

Probability · Mathematics 2017-01-27 Yong Chen , Yaozhong Hu , Zhi Wang

We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…

Analysis of PDEs · Mathematics 2024-09-24 Grégoire Barrué , Anne de Bouard , Arnaud Debussche

In this paper, we study the large time behaviour of solutions of multistable reaction-diffusion equations in $\mathbb{R}^N$, with a spatially periodic heterogeneity. By multistable, we mean that the problem admits a finite -- but…

Analysis of PDEs · Mathematics 2025-03-11 Thomas Giletti , Luca Rossi

The stochastic Landau-Lifshitz-Bloch equation in dimensions 1; 2; and 3 perturbed by pure jump noise is considered in the Marcus canonical form. A proof for existence of a martingale solution is given. The proof uses the Faedo-Galerkin…

Probability · Mathematics 2023-02-13 Soham Gokhale , Utpal Manna
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