Related papers: Martingale solution to stochastic extended Kortewe…
This article studies the Stochastic Degasperis-Procesi (SDP) equation on $\mathbb{R}$ with an additive noise. Applying the kinetic theory, and considering the initial conditions in $L^2(\mathbb{R})\cap L^{2+\delta}(\mathbb{R})$, for…
We prove global well-posedness in the strong sense for stochastic generalized porous media equations driven by square integrable martingales with stationary independent increments.
The stochastic $p$-Laplace equation with multiplicative transport noise is studied on the torus $\mathbb T^d\, (d\geq 2)$. It is shown that the dissipation is enhanced by transport noise in both the averaged sense and the pathwise sense.
In this paper, we consider the extended stochastic Navier-Stokes equations with Caputo derivative driven by fractional Brownian motion. We firstly derive the pathwise spatial and temporal regularity of the generalized Ornstein-Uhlenbeck…
Generalized solitary waves with exponentially small non-decaying far field oscillations have been studied in a range of singularly-perturbed differential equations, including higher-order Korteweg-de Vries (KdV) equations. Many of these…
We propose a numerical solution to the Korteweg-de Vries (KdV) equation using a Crank-Nicolson scheme, and compare its performance to the Fast Fourier Transform method. The properties and interactions of soliton solutions are further…
We consider in this paper the problem of the Lagrangian controllability for the Korteweg-de Vries equation. Using the $N$-solitons solution, we prove that, for any length of the spatial domain $L>0$ and any time $T>0$, it is possible to…
Stochastic Navier--Stokes equations in a thin three-dimensional domain are considered, driven by additive noise. The convergence of martingale solution of the stochastic Navier--Stokes equations in a thin three-dimensional domain to the…
We study a model of interacting particles represented by a system of N stochastic differential equations. We establish that the mollified empirical distribution of the system converges uniformly with respect to both time and spatial…
Let ${\psi}:\mathbb{R}^{+}\rightarrow\mathbb{R}^{+}$ be a smooth and continuous real function and $\psi\in\mathrm{L}^{2}(\mathbb{R}^{+})$. Let ${B}(t)$ be a standard Brownian motion defined with respect to a probability space…
We prove a stochastic maximum principle ofPontryagin's type for the optimal control of a stochastic partial differential equationdriven by white noise in the case when the set of control actions is convex. Particular attention is paid to…
We solve the Cauchy problem for the Korteweg-de Vries equation with steplike quasi-periodic, finite-gap initial conditions under the assumption that the perturbations have a given number of derivatives with finite moments.
The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…
We define multiple stochastic integrals with respect to c\`{a}dl\`{a}g martingales and prove moment bounds and chaos expansions, which allow to work with them in a way similar to Wiener stochastic integrals. In combination with the…
We consider SDEs with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a martingale problem and show its well-posedness.We then…
We introduce a numerical method for general coupled Korteweg-de Vries systems. The scheme is valid for solving Cauchy problems for arbitrary number of equations with arbitrary constant coefficients. The numerical scheme takes its legality…
We study the solvability of the Korteweg-de Vries equation under meromorphic initial conditions by quadrature when the inverse scattering transform (IST) is applied. It is a key to solve the Schr\"odinger equation appearing in the Lax pair…
We study long-term behavior and stationary distributions for stochastic heat equations forced simultaneously by a multiplicative noise and an independent additive noise with the same distribution. We prove that nontrivial space-time…
A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…
The perturbed Korteweg--de Vries equation is considered. This equation is used for the description of one--dimensional viscous gas dynamics, nonlinear waves in a liquid with gas bubbles and nonlinear acoustic waves. The integrability of…