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This note is devoted to the study of the finite volume methods used in the discretization of degenerate parabolic-hyperbolic equation with zero-flux boundary condition. The notion of an entropy-process solution, successfully used for the…

Analysis of PDEs · Mathematics 2014-03-11 Boris Andreïanov , Mohamed Karimou Gazibo

We consider the final-state problem for the Zakharov system in the energy space in three space dimensions. For $(u_+, v_+) \in H^1 \times L^2$ without any size restriction, symmetry assumption or additional angular regularity, we perform a…

Analysis of PDEs · Mathematics 2021-02-09 Martin Spitz

Recursive marginal quantization (RMQ) allows the construction of optimal discrete grids for approximating solutions to stochastic differential equations in d-dimensions. Product Markovian quantization (PMQ) reduces this problem to d…

Computational Finance · Quantitative Finance 2020-06-30 Ralph Rudd , Thomas A. McWalter , Joerg Kienitz , Eckhard Platen

This paper studies the 1D stochastic Allen--Cahn equation on a bounded domain driven by localized white noise. We prove that the associated Markov process admits a unique invariant measure and is exponential mixing. The main challenge lies…

Probability · Mathematics 2026-05-08 Ziyu Liu , Shengquan Xiang , Zhifei Zhang

For a couple of singularly perturbed Gross-Pitaevskii equations, we first prove that the single peak solutions, if they concentrate on the same point, are unique provided that the Taylor's expansion of potentials around the concentration…

Analysis of PDEs · Mathematics 2022-04-26 Xiaoyu Zeng , Huan-Song Zhou

We consider a sequence of finite irreducible Markov chains with exponentially small transition rates: the transition graph is a fixed, finite, strongly connected directed graph; the transition rates decay exponentially on a paramenter N…

Probability · Mathematics 2026-01-28 Michele Aleandri , Davide Gabrielli , Giulia Pallotta

The Landau--Lifshitz--Baryakhtar (LLBar) equation perturbed by both additive and multiplicative noises is a system of fourth order stochastic PDEs which models the evolution of magnetic spin fields in ferromagnetic materials at elevated…

Probability · Mathematics 2025-12-16 Beniamin Goldys , Agus L. Soenjaya , Thanh Tran

In this paper, we construct a simple and robust two-point finite volume discretization applicable to isotropic linearized elasticity, valid in also in the incompressible Stokes' limit. The discretization is based only on co-located,…

Numerical Analysis · Mathematics 2025-01-22 Jan Martin Nordbotten , Eirik Keilegavlen

We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…

Dynamical Systems · Mathematics 2026-05-15 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

We consider the question of quantitative stability of minimisers for a well-known variational problem for which the infimum of the energy is not achieved in the classical sense, namely for the Dirichlet energy of degree $1$ maps from closed…

Analysis of PDEs · Mathematics 2026-03-27 Melanie Rupflin , Sebastian Woodward

In this paper, we prove that there exists a unique, bounded continuous weak solution to the Dirichlet boundary value problem for a general class of second-order elliptic operators with singular coefficients, which does not necessarily have…

Probability · Mathematics 2009-07-27 Zhen-Qing Chen , Tusheng Zhang

In this article, we show the existence of a nonnegative solution to the singular problem $(\mc P_\la)$ posed in a bounded domain $\Omega$ in $\mb R^2$ (see below). We achieve this by approximating the singular function $u^{-\beta}\log(u)$…

Analysis of PDEs · Mathematics 2023-10-09 Gurdev Anthal , Jacques Giacomoni , Konijeti Sreenadh

We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…

Analysis of PDEs · Mathematics 2022-04-12 Elie Abdo , Mihaela Ignatova

The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…

Probability · Mathematics 2007-05-23 Michael Blank , Sergey Pirogov

For the 1-dimensional Kuramoto-Sivashinsky equation with random forcing term, existence and uniqueness of solutions is proved. Then, the Markovian semigroup is well defined; its properties are analyzed, in order to provide sufficient…

Probability · Mathematics 2009-09-29 B. Ferrario

The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…

Probability · Mathematics 2015-12-03 Weronika Biedrzycka , Marta Tyran-Kaminska

This paper is concerned with an uniqueness of solution of the weak formulation of an evolution dam problem related to a compressible fluid flow through a two-dimensional, rectangular and heterogeneous porous medium. Note that our problem…

Analysis of PDEs · Mathematics 2018-11-21 Elmehdi Zaouche

We consider a perturbed system $(X,\varphi(\epsilon,\cdot))$, where $X$ is a topological Markov shift with a countably infinite state space, and $\varphi(\epsilon,\cdot)$ is a real-valued potential on X depending on a small parameter…

Probability · Mathematics 2025-06-26 Haruyoshi Tanaka

Following Parisi \& Wu's paradigm of stochastic quantization, we constructed in \cite{BDFT} a $\Phi^4$ measure on an arbitrary closed, compact Riemannian manifold of dimension $3$ as an invariant measure of a singular stochastic partial…

Analysis of PDEs · Mathematics 2024-08-27 I. Bailleul , N. V. Dang , L. Ferdinand , T. D. Tô

An $L^2(R^d)$-valued stochastic N-interacting particle systems is investigated. Existence and uniqueness of solutions for the degenerate nonlinear Fokker-Planck equation for probability measures that corresponds to the mean field limit…

Probability · Mathematics 2023-10-16 Xueru Liu , Xuan Yang , Wei Wang