Related papers: Stochastic Hamiltonian flows with singular coeffic…
This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified…
We study a stochastic particle system with a logarithmically-singular inter-particle interaction potential which allows for inelastic particle collisions. We relate the squared Bessel process to the evolution of localized clusters of…
We consider homoclinic solutions for Hamiltonian systems in symplectic Hilbert spaces and generalise spectral flow formulas that were proved by Pejsachowicz and the author in finite dimensions some years ago. Roughly speaking, our main…
In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…
We present a definition of stochastic Hamiltonian process on finite graph via its corresponding density dynamics in Wasserstein manifold. We demonstrate the existence of stochastic Hamiltonian process in many classical discrete problems,…
We establish existence, uniqueness, and Sobolev and H\"older regularity results for the stochastic partial differential equation $$ du=\left(\sum_{i,j=1}^d a^{ij}u_{x^ix^j}+f^0+\sum_{i=1}^d f^i_{x^i}\right)dt+\sum_{k=1}^{\infty}g^kdw^k_t,…
This paper shows that the Ablowitz-Ladik hierarchy of equations (a well-known integrable discretization of the Non-linear Schrodinger system) can be explicitly viewed as a hierarchy of commuting flows which: (a) are Hamiltonian with respect…
Strong existence and pathwise uniqueness of solutions with $L^{\infty}$-vorticity of 2D stochastic Euler equations is proved. The noise is multiplicative and involves first derivatives. A Lagrangian approach is implemented, where a…
In the first part of the note we analyze the long time behaviour of a two dimensional stochastic Navier--Stokes equations system on a torus with a degenerate, one dimensional noise. In particular, for some initial data and noises we…
In this article we prove that stochastic differential equation (SDE) with Sobolev drift on compact Riemannian manifold admits a unique $\nu$-almost everywhere stochastic invertible flow, where $\nu$ is the Riemannian measure, which is…
This work is devoted to the study of non-Newtonian fluids of grade three on two-dimensional and three-dimensional bounded domains, driven by a nonlinear multiplicative Wiener noise. More precisely, we establish the existence and uniqueness…
Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's `Global Drifter Program', this paper develops data-driven…
We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…
Let the coefficients $a_{ij}$ and $b_i$, $i,j \leq d$, of the linear Fokker-Planck-Kolmogorov equation (FPK-eq.) $$\partial_t\mu_t = \partial_i\partial_j(a_{ij}\mu_t)-\partial_i(b_i\mu_t)$$ be Borel measurable, bounded and continuous in…
We study the twisted cohomoligical equation over the geodesic flow on $SL(2,\mathbb{R})/\Gamma$. We characterize the obstructions to solving the twisted cohomological equation, construct smooth solution and obtain the tame Sobolev estimates…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
Existence and uniqueness of global in time measure solution for the multidimensional aggregation equation is analyzed. Such a system can be written as a continuity equation with a velocity field computed through a self-consistent…
In this paper, we propose a dual-mixed formulation for stationary viscoplastic flows with yield, such as the Bingham or the Herschel-Bulkley flow. The approach is based on a Huber regularization of the viscosity term and a two-fold saddle…
A fundamental process for any given chaotic flow is the deterministic point process (DPP) generated by any chaotic trajectory of the flow repeatedly crossing a canonical surface-of-section (herein referred to as a sigma-type DPP). This…
In this paper, we consider a certain class of second order nonlinear PDEs with damping and space-time white noise forcing, posed on the $d$-dimensional torus. This class includes the wave equation for $d=1$ and the beam equation for $d\le…