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In this paper, we prove the existence of two-dimensional solutions to the steady Euler-Poisson system with continuous transonic transitions across sonic interfaces of codimension 1. First, we establish the well-posedness of a boundary value…

Analysis of PDEs · Mathematics 2023-08-10 Myoungjean Bae , Ben Duan , Chunjing Xie

This article studies the Stochastic Degasperis-Procesi (SDP) equation on $\mathbb{R}$ with an additive noise. Applying the kinetic theory, and considering the initial conditions in $L^2(\mathbb{R})\cap L^{2+\delta}(\mathbb{R})$, for…

Probability · Mathematics 2024-09-05 Lynnyngs K. Arruda , Nikolai V. Chemetov , Fernanda Cipriano

We consider a stochastic Camassa-Holm equation driven by a one-dimensional Wiener process with a first order differential operator as diffusion coefficient. We prove the existence and uniqueness of local strong solutions of this equation.…

Functional Analysis · Mathematics 2019-11-19 Sergio Albeverio , Zdzisław Brzeźniak , Alexei Daletskii

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…

Probability · Mathematics 2007-05-23 K. Bahlali , M. Eddahbi , M. Mellouk

Non-uniqueness of three-dimensional Euler equations and Navier-Stokes equations forced by random noise, path-wise and more recently even in law, have been proven by various authors. We prove non-uniqueness in law of the three-dimensional…

Probability · Mathematics 2021-04-22 Kazuo Yamazaki

This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…

Methodology · Statistics 2019-01-21 Filip Tronarp , Simo Särkkä

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusive coefficient is uniformly elliptic, H\"older…

Probability · Mathematics 2025-02-03 Khoa Lê , Chengcheng Ling

This paper is concerned with high moment and pathwise error estimates for fully discrete mixed finite element approximattions of stochastic Navier-Stokes equations with general additive noise. The implicit Euler-Maruyama scheme and standard…

Numerical Analysis · Mathematics 2022-10-04 Xiaobing Feng , Liet Vo

In this paper, we consider stochastic Schroedinger equations with two-dimensional white noise. Such equations are used to describe the evolution of an open quantum system undergoing a process of continuous measurement. Representations are…

Mathematical Physics · Physics 2011-08-17 J. Gough , O. O. Obrezkov , O. G. Smolyanov

We describe a method to construct smooth and compactly supported solutions of 3D incompressible Euler equations and related models. The method is based on localizable Grad-Shafranov equations and is inspired by the recent result \cite{gav}.

Analysis of PDEs · Mathematics 2019-03-29 Peter Constantin , Joonhyun La , Vlad Vicol

The two dimensional stochastic Euler equations (EE) perturbed by a linear multiplicative noise of It\^o type on the bounded domain $\mathcal{O}$ have been considered in this work. Our first aim is to prove the existence of \textsl{global…

Probability · Mathematics 2023-02-14 Kush Kinra , Manil T. Mohan

Recent developments in quantum physics make heavy use of so-called "quantum trajectories." Mathematically, this theory gives rise to "stochastic Schr\"odinger equations", that is, perturbation of Schr\"odinger-type equations under the form…

Probability · Mathematics 2009-04-02 Clément Pellegrini

This paper proposes a numerical method using neural networks to solve the path integral problem in quantum mechanics for arbitrary potentials. The method is based on a radial basis function expansion of the interaction term that appears in…

High Energy Physics - Phenomenology · Physics 2026-03-20 Gabor Balassa

We consider strong approximations of $1+1$-dimensional stochastic PDEs driven by additive space-time white noise. It has been long proposed (Davie-Gaines '01, Jentzen-Kloeden '08), as well as observed in simulations, that approximation…

Probability · Mathematics 2026-04-17 Ana Djurdjevac , Máté Gerencsér , Helena Kremp

In this article, we address the velocity tracking control problem for a class of stochastic non-Newtonian fluids. More precisely, we consider the stochastic third-grade fluid equation perturbed by infinite-dimensional additive white noise…

Probability · Mathematics 2026-03-10 Kush Kinra , Fernanda Cipriano

A time-discrete approach avoids the assumption of an 'integration sense'. New path increments (in a short time step) are complete in the order of that step, and not Gaussian distributed when the noise is multiplicative; this eliminates an…

Probability · Mathematics 2025-07-29 Dietrich Ryter

In this paper, we establish the asymptotic stability of the steady-state for a 1-D stochastic Euler-Poisson equations with Ohmic contact boundary conditions forced by the Wiener process. We utilize Banach's fixed point theorem and the a…

Analysis of PDEs · Mathematics 2025-06-05 Yachun Li , Ming Mei , Lizhen Zhang

We consider the stochastic incompressible magnetohydrodynamic equations driven by additive jump noises on either the whole space $\mathbb{R}^d$, $d=2,3$ or a smooth bounded domain $D$ in $\mathbb{R}^d$. We establish the local existence and…

Probability · Mathematics 2024-12-18 Kaicheng Ni , Heling Su , Jiahui Zhu

In this paper, we consider the stochastic Boussinesq equations on $\mathbb T^3$ with transport noise and rough initial data. We first prove the existence and uniqueness of the local pathwise solution with initial data in $L^p(\Omega;L^p)$…

Analysis of PDEs · Mathematics 2023-03-24 Quyuan Lin , Rongchang Liu , Weinan Wang
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