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We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

Dynamical Systems · Mathematics 2015-05-27 I. Melbourne , A. M. Stuart

We study a stationary model of doubly diffusive flows with temperature-dependent viscosity on bounded Lipschitz domains in two and three dimensions. A new well-posedness and regularity analysis of weak solutions under minimal assumptions on…

Numerical Analysis · Mathematics 2026-03-27 Jai Tushar , Arbaz Khan , Manil T. Mohan

We report a hybrid numerical method for the solution of the model H fluctuating hydrodynamic equations for binary mixtures. The momentum conservation equations with Landau-Lifshitz stresses are solved using the fluctuating lattice Boltzmann…

Statistical Mechanics · Physics 2011-10-27 P. T. Sumesh , Ignacio Pagonabarraga , Ronojoy Adhikari

In this paper, we provide a classification of steady solutions to two-dimensional incompressible Euler equations in terms of the set of flow angles. The first main result asserts that the set of flow angles of any bounded steady flow in the…

Analysis of PDEs · Mathematics 2024-05-27 Changfeng Gui , Chunjing Xie , Huan Xu

One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…

Probability · Mathematics 2013-06-04 Andrey Pilipenko

In these lecture notes, we review recent progress in the study of the stochastic heat equation and its discrete analogue, the directed polymer model, in spatial dimension 2. It was discovered that a phase transition emerges on an…

Probability · Mathematics 2026-05-27 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

We introduce a finite-volume numerical scheme for solving stochastic gradient-flow equations. Such equations are of crucial importance within the framework of fluctuating hydrodynamics and dynamic density functional theory. Our proposed…

We study the long-time behaviour of solutions to a class of $d$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)$. The drift consists of a dissipative Lipschitz term and a…

Probability · Mathematics 2025-12-23 Konstantinos Dareiotis , El Mehdi Haress , Khoa Lê

In contexts where data samples represent a physically stable state, it is often assumed that the data points represent the local minima of an energy landscape. In control theory, it is well-known that energy can serve as an effective…

Machine Learning · Computer Science 2024-02-09 Christopher Iliffe Sprague , Arne Elofsson , Hossein Azizpour

We consider a stochastic perturbation of the $\alpha$-Navier-Stokes model. The stochastic perturbation is an additive space-time noise of trace class. Under a natural condition about the trace of operator $Q$ in front of the noise, we prove…

Probability · Mathematics 2020-05-26 Ludovic Goudenège , Luigi Manca

In this paper we study the harmonic map heat flow on the euclidean space $\mathbb{R}^d$ and we show an unconditional uniqueness result for maps with small initial data in the homogeneous Besov space…

Differential Geometry · Mathematics 2023-01-06 Tobias Lamm , Guido Schneider

The Landau-Lifshitz Navier-Stokes (LLNS) equations incorporate thermal fluctuations into macroscopic hydrodynamics by using stochastic fluxes. This paper examines explicit Eulerian discretizations of the full LLNS equations. Several CFD…

Numerical Analysis · Mathematics 2009-11-11 John B. Bell , Alejandro L. Garcia , Sarah A. Williams

We introduce new finite-dimensional spaces specifically designed to approximate the solutions to high-frequency Helmholtz problems with smooth variable coefficients in dimension $d$. These discretization spaces are spanned by Gaussian…

Numerical Analysis · Mathematics 2025-02-04 T. Chaumont-Frelet , V. Dolean , M. Ingremeau

We study the Wasserstein Hamiltonian flow with a common noise on the density manifold of a finite graph. Under the framework of stochastic variational principle, we first develop the formulation of stochastic Wasserstein Hamiltonian flow…

Optimization and Control · Mathematics 2022-04-05 Jianbo Cui , Shu Liu , Haomin Zhou

We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the…

Probability · Mathematics 2010-08-17 Günter Hinrichs

Conventional studies of biomolecular behaviors rely largely on the construction of kinetic schemes. Since the selection of these networks is not unique, a concern is raised whether and under which conditions hierarchical schemes can reveal…

Molecular Networks · Quantitative Biology 2015-07-07 De-Ming Deng , Cheng-Hung Chang

This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative L\'evy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which…

Probability · Mathematics 2021-05-18 Zibo Wang , Li Lv , Jinqiao Duan

In this note we show that weak solutions to the wave map problem in the energy-supercritical dimension 3 are not unique. On the one hand, we find weak solutions using the penalization method introduced by Shatah and show that they satisfy a…

Analysis of PDEs · Mathematics 2015-10-02 Klaus Widmayer

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…

Dynamical Systems · Mathematics 2018-04-18 Alexis Arnaudon , Nader Ganaba , Darryl Holm