Related papers: Limiting dynamics for stochastic nonclassical diff…
The aim of the paper is to construct and justify asymptotic approximations for solutions to quasilinear convection-diffusion problems with a predominance of nonlinear convective flow in a thin cylinder, where an inhomogeneous nonlinear…
This paper discusses the initial-boundary value problem (with a nonhomogeneous boundary condition) for a multi-dimensional scalar first-order conservation law with a multiplicative noise. One introduces a notion of kinetic formulations in…
We derive an explicit representation of the fundamental solution to the heat equation in a half-space of ${\mathbb R}^N$ with a diffusive dynamical boundary condition, and establish sharp pointwise upper and lower bounds. We also…
We establish the large scale convergence of a class of stochastic weakly nonlinear reaction-diffusion models on a three dimensional periodic domain to the dynamic $\Phi^4_3$ model within the framework of paracontrolled distributions. Our…
We study the Navier-Stokes equations governing the motion of isentropic compressible fluid in three dimensions driven by a multiplicative stochastic forcing. In particular, we consider a stochastic perturbation of the system as a function…
The exact stochastic decomposition of non-Markovian dissipative quantum dynamics is combined with the time-dependent semiclassical initial value formalism. It is shown that even in the challenging regime of moderate friction and low…
It is common practice to approximate a weakly nonlinear wave equation through a kinetic transport equation, thus raising the issue of controlling the validity of the kinetic limit for a suitable choice of the random initial data. While for…
In this paper we study the fully nonlinear stochastic Hamilton-Jacobi-Bellman (HJB) equation for the optimal stochastic control problem of stochastic differential equations with random coefficients. The notion of viscosity solution is…
This is a preliminary announcement of results in the PhD. thesis of the first author concerning the nonlinear stochastic heat equation in the spatial domain $\R$, driven by space-time white noise. A central special case is the parabolic…
We investigate the density large deviation function for a multidimensional conservation law in the vanishing viscosity limit, when the probability concentrates on weak solutions of a hyperbolic conservation law conservation law. When the…
In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…
The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative…
We introduce a mass conserving stochastic perturbation of the discrete nonlinear Schr\"odinger equation that models the action of a heat bath at a given temperature. We prove that the corresponding canonical Gibbs distribution is the unique…
Let D be a bounded, smooth enough domain of R^2. For L>0 consider the continuous time, zero-temperature heat bath dynamics for the nearest-neighbor Ising model on (Z/L)^2 (the square lattice with lattice spacing 1/L) with initial condition…
We prove an existence and uniqueness result for solutions to nonlinear diffusion equations with degenerate mobility posed on a bounded interval for a certain density $u$. In case of \emph{fast-decay} mobilities, namely mobilities functions…
We use hydrodynamics to investigate non-stationary channel flows of freely cooling dilute granular gases. We focus on the regime where the sound travel time through the channel is much shorter than the characteristic cooling time of the…
We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…
This article deals with the limit distribution for a stochastic differential equation driven by a non-symmetric cylindrical $\alpha$-stable process. Under suitable conditions, it is proved that the solution of this equation converges weakly…