Related papers: Schauder estimates for stochastic transport-diffus…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…
We prove smoothing properties and optimal Schauder type estimates for a class of nonautonomous evolution equations driven by time dependent Ornstein-Uhlenbeck operators in a separable Hilbert space. They arise as Kolmogorov equations of…
We study nonequilibrium steady states of a one-dimensional stochastic model, originally introduced as an approximation of the Discrete Nonlinear Schr\"odinger equation. This model is characterized by two conserved quantities, namely mass…
In this paper, we are interested in the propagation of convexity by the strong solution to a one-dimensional Brownian stochastic differential equation with coefficients Lipschitz in the spatial variable uniformly in the time variable and in…
We consider statistics for stochastic evolution equations in Hilbert space with emphasis on stochastic partial differential equations (SPDEs). We observe a solution process under additional measurement errors and want to estimate a real or…
Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
We consider a system of $d$ non-linear stochastic heat equations in spatial dimension $k \geq 1$, whose solution is an $\R^d$-valued random field $u= \{u(t\,,x),\, (t,x) \in \R_+ \times \R^k\}$. The $d$-dimensional driving noise is white in…
Motivated by the results of \cite{sabanis2015}, we propose explicit Euler-type schemes for SDEs with random coefficients driven by L\'evy noise when the drift and diffusion coefficients can grow super-linearly. As an application of our…
This work focuses on determining the coefficient of thermal diffusivity in a one-dimensional heat transfer process along a homogeneous and isotropic bar, embedded in a moving fluid with heat generation. A first type (Dirichlet) condition is…
We give an introduction to the time-fractional stochastic heat equation driven by 1+d-parameter fractional time-space white noise, in the following two cases: (i) With additive noise (ii) With multiplicative noise. The fractional time…
We establish the local H\"older regularity of the spatial gradient of bounded weak solutions $u\colon E_T\to\R^k$ to the non-linear system of parabolic type \begin{equation*} \partial_tu-\Div\Big(…
For the stochastic heat equation with multiplicative noise we consider the problem of estimating the diffusivity parameter in front of the Laplace operator. Based on local observations in space, we first study an estimator that was derived…
We prove the existence of a unique global strong solution for a stochastic two-dimensional Euler vorticity equation for incompressible flows with noise of transport type. In particular, we show that the initial smoothness of the solution is…
The Navier-Stokes transport coefficients of a granular gas are obtained from the Chapman-Enskog solution to the Boltzmann equation. The granular gas is heated by the action of an external driving force (thermostat) which does work to…
We derive time-averaged $L^1$ estimates on Littlewood--Paley decompositions for linear advection-diffusion equations. For wave numbers close to the dissipative cut-off, these estimates are consistent with Batchelor's predictions on the…
In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…
The Navier--Stokes transport coefficients for a model of a confined quasi-two-dimensional granular binary mixture of inelastic hard spheres are determined from the Boltzmann kinetic equation. A normal or hydrodynamic solution to the…
We investigate the relations between black hole thermodynamics and holographic transport coefficients in this paper. The formulae for DC conductivity and diffusion coefficient are verified for electrically single-charged black holes. We…
In this article, we introduce a L\'evy analogue of the spatially homogeneous Gaussian noise of Dalang (1999), and we construct a stochastic integral with respect to this noise. The spatial covariance of the noise is given by a tempered…