Related papers: Stochastic Allen-Cahn equation with mobility
We consider the isoperimetric problem defined on the whole $\mathbb{R}^n$ by the Allen--Cahn energy functional. For non-degenerate double well potentials, we prove sharp quantitative stability inequalities of quadratic type which are…
We propose a novel class of tempo-spatial Ornstein-Uhlenbeck processes as solutions to L\'evy-driven Volterra equations with additive noise and multiplicative drift. After formulating conditions for the existence and uniqueness of…
This work deals with the inhomogeneous Landau equation on the torus in the cases of hard, maxwellian and moderately soft potentials. We first investigate the linearized equation and we prove exponential decay estimates for the associated…
We study the Cauchy problem for the improved Boussinesq equation \[ u_{tt}-u_{xx}-u_{xxtt}-(u^2)_{xx}=0 \] on the real line with spatially quasi-periodic initial data. For a non-resonant frequency vector $\omega\in\mathbb R^\nu$, we prove…
We study the asymptotic properties of the stochastic Cahn-Hilliard equation with the logarithmic free energy by establishing different dimension-free Harnack inequalities according to various kinds of noises. The main characteristics of…
We obtain sufficient conditions for the uniqueness of solutions to the Cauchy problem for the continuity equation in classes of measures that need not be absolutely continuous.
This paper considers uncertainty quantification in systems perturbed by stochastic disturbances, in particular, Gaussian white noise. The main focus of this work is on describing the time evolution of statistical moments of certain…
We consider stochastic partial differential equations on $\mathbb{R}^{d}, d\geq 1$, driven by a Gaussian noise white in time and colored in space, for which the pathwise uniqueness holds. By using the Skorokhod representation theorem we…
We show that that the stochastic 3D primitive equations with either the physical boundary conditions or Neumann boundary conditions on the top and bottom and Dirichlet boundary condition on the sides driven by multiplicative…
We consider the Cauchy problem for strictly hyperbolic $m$-th order partial differential equations with coefficients low-regular in time and smooth in space. It is well-known that the problem is $L^2$ well-posed in the case of Lipschitz…
We prove existence of a stochastic flow of diffeomorphisms generated by SDEs with drift in $L^q_t C^{0, \alpha}_x$ for any $q \in [2, \infty)$ and $\alpha \in (0, 1)$. This result is achieved using a Zvonkin-type transformation for the SDE.…
We find a representation of smooth solutions to the Cauchy problem for a scalar multidimensional conservation law as small diffusion limit of a stochastic perturbation along characteristics. It helps, in particular, to study the process of…
We consider a d-dimensional stochastic differential equation with additive noise and a drift coefficient which is assumed only to be a bounded Borel function. We show that, for almost all choices of the driving Brownian path, the equation…
We consider the existence and pathwise uniqueness of the stochastic heat equation with a multiplicative colored noise term on IR^d for d greater or equal to 1. We focus on the case of non-Lipschitz noise coefficients and singular spatial…
The Cauchy problem for the stochastic nonlinear Schr\"odinger equation with multiplicative noise is considered where the nonlinear term is of power type and the noise coefficients are purely imaginary numbers. The main purpose of this paper…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
In this article, we consider the stochastic wave equation on $\mathbb{R}_{+} \times \mathbb{R}$, driven by a linear multiplicative space-time homogeneous Gaussian noise whose temporal and spatial covariance structures are given by locally…
We consider a linear non-autonomous evolutionary Cauchy problem \begin{equation} \dot{u} (t)+A(t)u(t)=f(t) \hbox{ for }\ \hbox{a.e. t}\in [0,T],\quad u(0)=u_0, \end{equation} where the operator $A(t)$ arises from a time depending…
In this short note, we show a uniqueness result of the energy solutions for the Cauchy problem of Schrodinger flow in the whole space $R^n$ provided there is a smooth solution in the energy class.
This paper deals with the existence and uniqueness of solutions to kinetic equations describing alignment of self-propelled particles. The particularity of these models is that the velocity variable is not on the euclidean space but…