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In this work, by using the Malliavin calculus, under H\"ormander's condition, we prove the existence of distributional densities for the solutions of stochastic differential equations driven by degenerate subordinated Brownian motions.…

Probability · Mathematics 2014-09-04 Xicheng Zhang

We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…

Probability · Mathematics 2021-05-11 Xuhui Peng , Juan Yang , Jianliang Zhai

Detailed calculations of the transport coefficients of a recently introduced particle-based model for fluid dynamics with a non-ideal equation of state are presented. Excluded volume interactions are modeled by means of biased stochastic…

Soft Condensed Matter · Physics 2010-12-06 Thomas Ihle

We extend the classical regularity theory of optimal transport to non-optimal transport maps generated by heat flow for perturbations of Gaussian measures. Considering probability measures of the form $d\mu(x) = \exp\left(-\frac{|x|^2}{2} +…

Probability · Mathematics 2025-05-22 Arthur Stéphanovitch

Transport coefficients are determined by the slope of spectral functions of composite operators at zero frequency. We study the spectral function relevant for the shear viscosity for arbitrary frequencies in weakly-coupled scalar and…

High Energy Physics - Phenomenology · Physics 2009-11-07 Gert Aarts , Jose Maria Martinez Resco

We present a model for conductivity and energy diffusion in a linear chain described by a quadratic Hamiltonian with Gaussian noise. We show that when the correlation matrix is diagonal, the noise-averaged Liouville-von Neumann equation…

Statistical Mechanics · Physics 2009-11-11 Andrey Pereverzev , Eric R. Bittner

In this paper we consider the following non-linear stochastic partial differential equation (SPDE): \begin{align*} \begin{cases} \mathrm{d}u(s,x)=\sum^n_{i=1} \mathscr{L}_i u(s,x)\circ \mathrm{d}W_i(s)+\left(V(x)+\mu\Delta…

Analysis of PDEs · Mathematics 2023-06-28 Neeraj Bhauryal , Ana Bela Cruzeiro , Carlos Oliveira

In this paper, we are interested in the well-posedness of stochastic reaction diffusion equations like \begin{equation} \begin{cases} dX(t)(\xi)=\big(\Delta_\xi X(t)(\xi)-p(X(t)(\xi))\big)dt+RdW(t)+dL(t) , \quad t\in [0,T];\\ X(0)=x\in…

Probability · Mathematics 2026-02-06 Davide A. Bignamini , Enrico Priola

We prove pathwise uniqueness and strong existence of solutions for stochastic reaction-diffusion systems with locally Lipschitz continuous reaction term of polynomial growth and H\"older continuous multiplicative noise. Under additional…

Probability · Mathematics 2012-09-24 Markus C. Kunze

We analyze the spatial asymptotic properties of the solution to the stochastic heat equation driven by an additive L\'evy space-time white noise. For fixed time $t > 0$ and space $x \in \mathbb{R}^d$ we determine the exact tail behavior of…

Probability · Mathematics 2022-03-14 Carsten Chong , Péter Kevei

We study heat transport in a class of stochastic energy exchange systems that characterize the interactions of networks of locally trapped hard spheres under the assumption that neighbouring particles undergo rare binary collisions. Our…

Statistical Mechanics · Physics 2009-08-28 Pierre Gaspard , Thomas Gilbert

The Navier--Stokes order hydrodynamic equations for a low-density driven granular mixture obtained previously [Khalil and Garz\'o, Phys. Rev. E \textbf{88}, 052201 (2013)] from the Chapman--Enskog solution to the Boltzmann equation are…

Statistical Mechanics · Physics 2018-02-08 Nagi Khalil , Vicente Garzó

We study a class of stochastic differential equations driven by a possibly tempered L{\'e}vy process, under mild conditions on the coefficients. We prove the well-posedness of the associated martingale problem as well as the existence of…

Probability · Mathematics 2016-02-01 L Huang

We study the regularity of solutions to the integro-differential equation $Af-\lambda f=g$ associated with the infinitesimal generator $A$ of a L\'evy process. We show that gradient estimates for the transition density can be used to derive…

Probability · Mathematics 2019-03-06 Franziska Kühn

We investigate some smoothness properties for a transport-diffusion equation involving a class of non-degerate L{\'e}vy type operators with singular drift. Our main argument is based on a duality method using the molecular decomposition of…

Analysis of PDEs · Mathematics 2016-01-06 Diego Chamorro , Stéphane Menozzi

We present an extensive analysis of transport properties in superdiffusive two dimensional quenched random media, obtained by packing disks with radii distributed according to a L\'evy law. We consider transport and scaling properties in…

Statistical Mechanics · Physics 2015-06-18 Raffaella Burioni , Enrico Ubaldi , Alessandro Vezzani

Quantum stochastic methods based on effective wave functions form a framework for investigating the generally non-Markovian dynamics of a quantum-mechanical system coupled to a bath. They promise to be computationally superior to the…

Statistical Mechanics · Physics 2014-10-15 Robert Biele , Carsten Timm , Roberto D'Agosta

We study stochastic heat equations driven by a class of L\'evy processes: du = \De u dt + g dX_t \quad in \quad \bR^d_T, \qquad u(0,x)= 0 \quad in \quad x \in \bR^d. We prove the corresponding estimate \[\norm{u}_{\bH_p^k(\RT)} \le c(p,T)…

Analysis of PDEs · Mathematics 2012-05-23 Tongkeun Chang , Minsuk Yang

We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…

Probability · Mathematics 2019-03-26 Carsten Chong

In this paper we study the stochastic inhomogeneous incompressible Euler equations in the whole space $\RR^3$. We prove the existence and pathwise uniqueness of local solutions with both additive and multiplicative stochastic noise. Our…

Analysis of PDEs · Mathematics 2025-10-28 Claudia Espitia , David A. C. Mollinedo , Christian Olivera
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