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We study inference for the driving L\'evy noise of an ergodic stochastic differential equation (SDE) model, when the process is observed at high-frequency and long time and when the drift and scale coefficients contain finite-dimensional…

Methodology · Statistics 2022-03-22 Hiroki Masuda , Lorenzo Mercuri , Yuma Uehara

Transport of the Brownian particles driven by L\'evy flights coexisting with subdiffusion in asymmetric periodic potentials is investigated in the absence of any external driving forces. Using the Langevin-type dynamics with subordination…

Statistical Mechanics · Physics 2010-03-22 Bao-quan Ai , Ya-feng He

In this paper, we study the stochastic heat equation driven by a multiplicative space-time $G$-white noise within the framework of sublinear expectations. The existence and uniqueness of the mild solution are proved. By generalizing the…

Probability · Mathematics 2026-03-13 Xiaojun Ji , Shige Peng

Given a sequence $\dot{L}^{\varepsilon}$ of L\'evy noises, we derive necessary and sufficient conditions in terms of their variances $\sigma^2(\varepsilon)$ such that the solution to the stochastic heat equation with noise…

Probability · Mathematics 2019-11-06 Carsten Chong , Thomas Delerue

We consider the Cauchy problem associated to the fourth-order nonlinear Schr\"{o}dinger-Hartree equation with variable dispersion coefficients. The variable dispersion coefficients are assumed to be continuous or periodic and piecewise…

Analysis of PDEs · Mathematics 2019-05-21 Carlos Banquet , Élder J. Villamizar-Roa

We consider a system of d non-linear stochastic heat equations in spatial dimension 1 driven by d-dimensional space-time white noise. The non-linearities appear both as additive drift terms and as multipliers of the noise. Using techniques…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Davar Khoshnevisan , Eulalia Nualart

We consider the Cauchy problem for the two-dimensional Novikov-Veselov equation integrable via the inverse scattering problem for the Schr\"odinger operator with fixed negative energy. The associated linear equation is characterized by a…

Analysis of PDEs · Mathematics 2015-02-04 Anna Kazeykina , Claudio Muñoz

The Navier-Stokes transport coefficients for a granular gas of smooth inelastic hard disks or spheres are determined from the inelastic Boltzmann equation by means of Grad's moment method. The shear viscosity $\eta$, the thermal…

Statistical Mechanics · Physics 2015-06-12 V. Garzó

Global solutions to the compressible Euler equations with heat transport by convection in the whole space are shown to exist through perturbations of Dyson's isothermal affine solutions. This setting presents new difficulties because of the…

Analysis of PDEs · Mathematics 2021-07-23 Calum Rickard

We investigate the three-dimensional fractionally dissipated primitive equations with transport noise, focusing on subcritical and critical dissipation regimes characterized by $ (-\Delta)^{s/2} $ with $ s \in (1,2)$ and $s = 1$,…

Analysis of PDEs · Mathematics 2025-01-20 Ruimeng Hu , Quyuan Lin , Rongchang Liu

The stochastic heat equation on the sphere driven by additive L\'evy random field is approximated by a spectral method in space and forward and backward Euler-Maruyama schemes in time, in analogy to the Wiener case. New regularity results…

Probability · Mathematics 2025-07-08 Annika Lang , Andrea Papini , Verena Schwarz

The Navier-Stokes transport coefficients for binary mixtures of smooth inelastic hard disks or spheres under gravity are determined from the Boltzmann kinetic theory by application of the Chapman-Enskog method for states near the local…

Statistical Mechanics · Physics 2009-11-11 Vicente Garzo , Jose Maria Montanero

We prove the existence and uniqueness of global, probabilistically strong, analytically strong solutions of the 2D Stochastic Navier-Stokes Equation under Navier boundary conditions. The choice of noise includes a large class of additive,…

Probability · Mathematics 2023-08-17 Daniel Goodair

We consider the classical Cauchy problem for the linear heat equation and integrable initial data in the Euclidean space $\mathbb{R}^N$. In the case $N=1$ we show that given a weighted $L^p$-space $L_w^p(\mathbb{R})$ with $1 \leq p <…

Functional Analysis · Mathematics 2018-02-07 José Bonet , Wolfgang Lusky , Jari Taskinen

The global existence issue in critical regularity spaces for the full Navier-Stokes equationssatisfied by compressible viscous and heat-conductive gases has been first addressed in \cite{D2}, then recently extended to the general $L^p$…

Analysis of PDEs · Mathematics 2017-02-09 Raphaël Danchin , Jiang Xu

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

Probability · Mathematics 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

We derive consistent and asymptotically normal estimators for the drift and volatility parameters of the stochastic heat equation driven by an additive space-only white noise when the solution is sampled discretely in the physical domain.…

Probability · Mathematics 2021-07-15 Igor Cialenco , Hyun-Jung Kim

It was proved by H. Bahouri, P. G{\'e}rard and C.-J. Xu in [9] that the Schr{\"o}dinger equation on the Heisenberg group $\mathbb{H}^d$, involving the sublaplacian, is an example of a totally non-dispersive evolution equation: for this…

Analysis of PDEs · Mathematics 2020-12-16 Hajer Bahouri , Isabelle Gallagher

We establish the first existence and uniqueness result for mild solutions of abstract stochastic evolution equations driven by arbitrary cylindrical L\'evy processes in Hilbert spaces. The coefficients are assumed to satisfy global…

Probability · Mathematics 2026-05-14 Gergely Bodó , Sonja Cox , Adam Jakubowski , Markus Riedle