Related papers: Limiting dynamics for stochastic nonclassical diff…

The existence of global weak solutions to a parabolic energy-transport system in a bounded domain with no-flux boundary conditions is proved. The model can be derived in the diffusion limit from a kinetic equation with a linear collision…

We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection…

We are concerned with nonlinear anisotropic degenerate parabolic-hyperbolic equations with stochastic forcing, which are heterogeneous (i.e., not space-translational invariant). A unified framework is established for the continuous…

We consider a chain of particles connected by an-harmonic springs, with a boundary force (tension) acting on the last particle, while the first particle is kept pinned at a point. The particles are in contact with stochastic heat baths,…

In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…

We consider a model of lattice gas dynamics in the d-dimensional cubic lattice in the presence of disorder. If the particle interaction is only mutual exclusion and if the disorder field is given by i.i.d. bounded random variables, we prove…

We investigate existence and regularity of weak solutions of a 1-dimensional parabolic differential equation with a non-constant H\"older diffusion coefficient and a rough forcing term. Such an equation appears in studying the 1-dimensional…

We consider the non-degenerate second-order parabolic partial differential equations of non-divergence form with bounded measurable coefficients (not necessary continuous). Under some assumptions it is known that the fundamental solution to…

We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…

In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…

Ideal gas dynamics can develop shock-like singularities with discontinuous density. Viscosity typically regularizes such singularities and leads to a shock structure. On the other hand, in 1d, singularities in the Hopf equation can be…

We consider a system of interacting diffusions on the integer lattice. By letting the mesh size go to zero and by using a suitable scaling, we show that the system converges (in a strong sense) to a solution of the stochastic heat equation…

We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…

Using analysis for 2-admissible functions in weighted Sobolev spaces and stochastic calculus for possibly degenerate symmetric elliptic forms, we construct weak solutions to a wide class of stochastic differential equations starting from an…

We study the long time statistics of a class of semi--linear damped wave equations with polynomial nonlinearities and perturbed by additive Gaussian noise in dimensions 2 and 3. We find that if sufficiently many directions in the phase…

This article deals with the weak errors for averaging principle for a stochastic wave equation in a bounded interval $[0,L]$, perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with…

We show that weak convergence of point measures and $(2+\epsilon)$-moment conditions imply hydrodynamic equations at the limit of infinitely many interacting molecules. The conditions are satisfied whenever the solutions of the classical…

We study the short pulse dynamics in the deterministic and stochastic environment in this thesis. The integrable short pulse equation is a modelling equation for ultra-short pulse propagation in the infrared range in the optical fibers. We…

A coupled system of nonlinear mixed-type equations modeling early stages of angiogenesis is analyzed in a bounded domain. The system consists of stochastic differential equations describing the movement of the positions of the tip and stalk…

We consider an open model possessing a Markovian quantum stochastic limit and derive the limit stochastic Schrodinger equations for the wave function conditioned on indirect observations using only the von Neumann projection postulate. We…