Related papers: Stability problems for Cantor stochastic different…
We extend the Caffarelli-Kohn-Nirenberg type partial regularity theory for the steady $5$-dimensional fractional Navier-Stokes equations with external force to the hyperdissipative setting. In our argument we use the methods of Colombo-De…
In this paper we consider a stochastic Keller-Segel type equation, perturbed with random noise. We establish that for special types of random pertubations (i.e. in a divergence form), the equation has a global weak solution for small…
In this article, we discuss stability of the one-dimensional overdamped Lange\-vin equation in double-well potential. We determine unstable and stable equilibria, and discuss the rate of convergence to stable ones. Also, we derive…
In this article, we study stochastic partial differential equations with two reflecting walls, driven by space-time white noise with non-constant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of…
We analyse a Monte Carlo particle method for the simulation of the calibrated Heston-type local stochastic volatility (H-LSV) model. The common application of a kernel estimator for a conditional expectation in the calibration condition…
We consider a prototypical nonlinear system which can be stabilized by multiplicative noise: an underdamped non-linear pendulum with a stochastically vibrating pivot. A numerical solution of the pertinent Fokker-Planck equation shows that…
We prove Holder regularity for solutions of non divergence integro-differential equations with non necessarily even kernels. The even/odd decomposition of the kernel can be understood as a sum of a diffusion and a drift term. In our case we…
We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…
In this paper we prove the stochastic homeomorphism flow property and the strong Feller property for stochastic differential equations with sigular time dependent drifts and Sobolev diffusion coefficients. Moreover, the local well posedness…
In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…
We study the incompressible stationary Navier-Stokes equations in the upper-half plane with homogeneous Dirichlet boundary condition and non-zero external forcing terms. Existence of weak solutions is proved under a suitable condition on…
Strong solutions of the non-stationary Navier-Stokes equations under non-linearized slip or leak boundary conditions are investigated. We show that the problems are formulated by a variational inequality of parabolic type, to which…
We study functional stochastic differential equations with a locally unbounded, functional drift focusing on well-posedness, stability and the strong Feller property. Following the non-functional case, we only consider integrability…
We present a new application of Lagrangian Perturbation Theory (LPT): the stability analysis of fluid flows. As a test case that demonstrates the framework we focus on the plane Couette flow. The incompressible Navier-Stokes equation is…
We consider a class of nonlinear fractional equations having the Caputo fractional derivative of the time variable $t$, the fractional order of the self-adjoint positive definite unbounded operator in a Hilbert space and a singular…
We show that small perturbations of the spatially homogeneous equilibrium of a thermally driven compressible viscous fluid are globally stable. Specifically, any weak solution of the evolutionary Navier--Stokes--Fourier system driven by…
This paper is devoted to the investigation of the backward problem for a multi-term time-fractional diffusion equation. Backward problems for fractional diffusion equations are typically studied using regularization methods due to their…
We investigate the dynamics close to a homogeneous stationary state of Vlasov equation in one dimension, in presence of a small dissipation modeled by a Fokker-Planck operator. When the stationary state is stable, we show the stochastic…
We revisit the phenomenon of instability of solitons in the generalized Korteweg-de Vries equation, $u_t + \partial_x(u_{xx} + u^p) = 0$. It is known that solitons are unstable for nonlinearities $p \geq 5$, with the critical power $p=5$…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…