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We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…

Probability · Mathematics 2015-07-23 Frédéric Pierret

By using the variational minimizing method with a special constraint and the direct variational minimizing method without constraint, we study second order Hamiltonian systems with a singular potential $V\in C^2(R^n\backslash O,R)$ and…

Mathematical Physics · Physics 2014-08-29 Fengying Li , Qingqing Hua , Shiqing Zhang

We study the limit of the stochastic model for two dimensional second grade fluids subjected to the periodic boundary conditions as the stress modulus tends to zero. We show that under suitable conditions on the data the whole sequence of…

Analysis of PDEs · Mathematics 2014-08-12 Paul Razafimandimby , Mamadou Sango

In this paper, we first investigate the global existence of a solution for the stochastic fractional nonlinear Schr\"odinger equation with radially symmetric initial data in a suitable energy space $H^{\alpha}$. We then show that the…

Numerical Analysis · Mathematics 2024-04-24 Ao Zhang , Yanjie Zhang , Pengde Wang , Xiao Wang , Jinqiao Duan

This paper consists of two independent parts. In the first one, we contribute to the study of the class $(\Sigma)$. For instance, we provide a new way to characterize stochastic processes of this class. We also present some new properties…

Probability · Mathematics 2017-02-09 Fulgence Eyi Obiang , Youssef Ouknine , Octave Moutsinga , Gérald Trutnau

We obtain uniqueness and existence of a solution $u$ to the following second-order stochastic partial differential equation (SPDE) : \begin{align} \label{abs eqn} du= \left( \bar a^{ij}(\omega,t)u_{x^ix^j}+ f \right)dt + g^k dw^k_t, \quad t…

Probability · Mathematics 2020-11-24 Ildoo Kim

We introduce a new family of thermostat flows on the unit tangent bundle of an oriented Riemannian $2$-manifold. Suitably reparametrised, these flows include the geodesic flow of metrics of negative Gauss curvature and the geodesic flow…

Differential Geometry · Mathematics 2019-07-19 Thomas Mettler , Gabriel P. Paternain

We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…

Dynamical Systems · Mathematics 2021-06-02 Li Lin , Jinqiao Duan , Xiao Wang , Yanjie Zhang

We analyze the forced incompressible stationary Navier-Stokes flow in $\mathbb{R}^n_+$, $n>2$. Existence of a unique solution satisfying a global integrabilty property measured in a scale of tent spaces is established for small data in…

Analysis of PDEs · Mathematics 2024-02-15 Gael Y. Diebou

In this paper, we study the following time-dependent stochastic differential equation (SDE) in ${\bf R}^d$: $$ d X_{t}= \sigma_t(X_{t-}) d Z_t + b_t(X_{t})d t, \quad X_{0}=x\in {\bf R}^d, $$ where $Z$ is a $d$-dimensioanl nondegenerate…

Probability · Mathematics 2017-09-15 Zhen-Qing Chen , Xicheng Zhang , Guohuan Zhao

In this paper we explore the general conditions in order that a 2-dimensional natural Hamiltonian system possess a second invariant which is a polynomial in the momenta and is therefore Liouville integrable. We examine the possibility that…

Exactly Solvable and Integrable Systems · Physics 2009-11-13 Giuseppe Pucacco , Kjell Rosquist

The theory of integrable systems of Hamiltonian PDEs and their near-integrable deformations is used to study evolution equations resulting from vertical-averages of the Euler system for two-layer stratified flows in an infinite 2D channel.…

Mathematical Physics · Physics 2015-12-24 R. Camassa , G. Falqui , G. Ortenzi

The celebrated De Giorgi-Nash-Moser theory ensures that solutions to uniformly elliptic or parabolic PDEs are bounded and H\"older continuous, even with merely bounded measurable coefficients. For parabolic SPDEs with transport noise,…

Probability · Mathematics 2025-11-18 Antonio Agresti , Max Sauerbrey , Mark Veraar

The developments over the last five decades concerning numerical discretisations of the incompressible Navier--Stokes equations have lead to reliable tools for their approximation: those include stable methods to properly address the…

Numerical Analysis · Mathematics 2025-08-12 Dominic Breit , Andreas Prohl , Jörn Wichmann

Here we consider the following fractional Hamiltonian system \begin{equation*} \begin{cases} \begin{aligned} (-\Delta)^{s} u&=H_v(u,v) \;\;&&\text{in}~\Omega,\\ (-\Delta)^{s} v&=H_u(u,v) &&\text{in}~\Omega,\\ u &= v = 0 &&\text{in} ~…

Analysis of PDEs · Mathematics 2025-08-06 Weimin Zhang

This paper is a survey of the generalized Hamiltonian gradient flow (GHGF) framework for Hamilton-Jacobi equations, with an emphasis on the propagation of singularities and its connections to weak KAM theory, optimal transport and mean…

Analysis of PDEs · Mathematics 2026-05-07 Wei Cheng , Jiahui Hong

When analysing statistical systems or stochastic processes, it is often interesting to ask how they behave given that some observable takes some prescribed value. This conditioning problem is well understood within the linear operator…

Statistical Mechanics · Physics 2022-03-09 Lydia Chabane , Alexandre Lazarescu , Gatien Verley

This paper contributes to the study of a new and remarkable family of stochastic processes that we will term class $\Sigma^{r}(H)$. This class is potentially interesting because it unifies the study of two known classes: the class…

This paper investigates the gradient flow structure, well-posedness, and asymptotic behavior of the Fokker-Planck equation defined on locally uniformly finite graphs, which is highly non-trivial compared with the finite case. We first…

Probability · Mathematics 2025-11-13 Cong Wang

We introduce a method for constructing invariant probability measures of a large class of non-singular volume-preserving flows on closed, oriented odd-dimensional smooth manifolds using pseudoholomorphic curve techniques from symplectic…

Symplectic Geometry · Mathematics 2021-10-15 Rohil Prasad