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Hydrodynamic equations for an inelastic Maxwell model are derived from the inelastic Boltzmann equation based on a systematic Chapman-Enskog perturbative scheme. Transport coefficients appear in Navier-Stokes order have been determined as a…

Statistical Mechanics · Physics 2016-08-31 Hisao Hayakawa

Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law.It is shown that the averaged energy increases…

Numerical Analysis · Mathematics 2015-09-29 Chuchu Chen , Jialin Hong , Liying Zhang

We establish general quantitative conditions for stochastic evolution equations with locally monotone drift and degenerate additive Wiener noise in variational formulation resulting in the existence of a unique invariant probability measure…

Probability · Mathematics 2026-05-21 Gerardo Barrera , Jonas M. Tölle

We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic…

Probability · Mathematics 2024-08-23 Peter Kuchling , Barbara Rüdiger , Baris Ugurcan

We present a consistent method to calculate the probability distribution of soliton parameters in systems with additive noise. Even though a weak noise is considered, we are interested in probabilities of large fluctuations (generally…

Chaotic Dynamics · Physics 2009-10-31 G. Falkovich , I. Kolokolov , V. Lebedev , S. Turitsyn

Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…

Statistical Mechanics · Physics 2013-09-06 Matteo Polettini

A new concept of {\em an evolution system of measures for stochastic flows} is considered. It corresponds to the notion of an invariant measure for random dynamical systems (or cocycles). The existence of evolution systems of measures for…

Dynamical Systems · Mathematics 2010-11-09 Xiaopeng Chen , Jinqiao Duan , Michael Scheutzow

The Enskog-like kinetic approach, recently introduced by us to study strongly inhomogeneous flu- ids, is reconsidered in order to improve the description of the transport coefficients. The approach is based on a separation of the…

Statistical Mechanics · Physics 2013-05-01 Umberto Marini Bettolo Marconi , Simone Melchionna

We devise a stochastic Hamiltonian formulation of the water wave problem. This stochastic representation is built within the framework of the modelling under location uncertainty. Starting from restriction to the free surface of the general…

Analysis of PDEs · Mathematics 2022-05-19 Evgueni Dinvay , Etienne Memin

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

We investigate the evolution of magnetohydrodynamic perturbations in presence of stochastic noise in rotating shear flows. The particular emphasis is the flows whose angular velocity decreases but specific angular momentum increases with…

High Energy Astrophysical Phenomena · Physics 2015-08-12 Sujit Kumar Nath

The main purpose of the paper is an essentially probabilistic analysis of relativistic quantum mechanics. It is based on the assumption that whenever probability distributions arise, there exists a stochastic process that is either…

Quantum Physics · Physics 2009-10-28 P. Garbaczewski , J. R. Klauder , R. Olkiewicz

This paper studies the behavior of solitons in the Korteweg-de Vries equation under the influence of multiplicative noise. We introduce stochastic processes that track the amplitude and position of solitons based on a rescaled frame…

Analysis of PDEs · Mathematics 2024-02-06 Rik W. S. Westdorp , Hermen Jan Hupkes

We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

We show that the complex-valued ODE \begin{equation*} \dot z_t = a_{n+1} z^{n+1} + a_n z^n+\cdots+a_0, \end{equation*} which necessarily has trajectories along which the dynamics blows up in finite time, can be stabilized by the addition of…

Probability · Mathematics 2015-09-15 David P. Herzog , Jonathan C. Mattingly

Homogenisation theory has seen recent applications in deriving stochastic transport models for fluid dynamics. In this work, we first derive the stochastic Lagrange-to-Euler map that underpins stochastic transport noise in fluid dynamics as…

Mathematical Physics · Physics 2025-11-06 Theo Diamantakis , Ruiao Hu , James-Michael Leahy

Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with…

Probability · Mathematics 2022-05-12 Franco Flandoli , Umberto Pappalettera

We calculate the stochastic upper bounds for the Lorenz equations using an extension of the background method. In analogy with Rayleigh-B\'enard convection the upper bounds are for heat transport versus Rayleigh number. As might be…

Chaotic Dynamics · Physics 2020-07-06 Sahil Agarwal , J. S. Wettlaufer

In this paper we initiate the mathematical analysis of a system of nonlinear Stochastic Partial Differential equations describing the motion of turbulent Non-Newtonian media in the presence of fluctuating magnetic field. The system is…

Analysis of PDEs · Mathematics 2015-07-06 Paul Andre Razafimandimby , Mamadou Sango

We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…

Analysis of PDEs · Mathematics 2022-04-12 Elie Abdo , Mihaela Ignatova