Related papers: Martingale solution to stochastic extended Kortewe…
In this note we study the 2d stochastic quasi-geostrophic equation in $\mathbb{T}^2$ for general parameter $\alpha\in (0,1)$ and multiplicative noise. We prove the existence of martingale solutions and pathwise uniqueness under some…
The stochastic thin-film equation with mobility exponent $n\in [\frac{8}{3},3)$ on the one-dimensional torus with multiplicative Stratonovich noise is considered. We show that martingale solutions exist for non-negative initial values. This…
The existence of a global martingale solution to a cross-diffusion system with multiplicative Wiener noise in a bounded domain with no-flux boundary conditions is shown. The model describes the dynamics of population densities of different…
The relevance of perturbed forms of the Korteweg-de Vries equation to a range of physical problems is discussed. Solutions which are perturbations of solitary travelling wave solutions are then considered, focussing predominantly on the…
SDE's must be solved in the "anti-Ito" sense when their coefficients are independent. While the "noise-induced drift" matters for the sample paths, it is absent in the Fokker-Planck equation, which takes a particularly simple form and is…
Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…
In this paper, we proceed along our analysis of the Korteweg-de Vries approximation of the Gross-Pitaevskii equation initiated in a previous paper. At the long-wave limit, we establish that solutions of small amplitude to the…
We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…
In this paper, we study a compound Korteweg-de Vries-Burgers equation with a higher-order nonlinearity. A class of solitary wave solutions is obtained by means of a series expansion.
We study generalised Navier--Stokes equations governing the motion of an electro-rheological fluid subject to stochastic perturbation. Stochastic effects are implemented through (i) random initial data, (ii) a forcing term in the momentum…
We consider the barotropic Navier--Stokes system driven by a physically well-motivated transport noise in both continuity as well as momentum equation. We focus on three different situations: (i) the noise is smooth in time and the…
Autoresonant (continuously phase-locked) two-phase waves of the Korteweg-de-Vries equation are excited and controlled using a two-component, small amplitude, chirped frequency driving. These solutions are analyzed in the weakly nonlinear…
In this paper, we prove the global existence and uniqueness of the solution of the stochastic logarithmic Schr\"odinger (SlogS) equation driven by additive noise or multiplicative noise. The key ingredient lies on the regularized stochastic…
We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…
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…
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…
We have derived the extended Korteweg-de Vries equation describing the long gravity waves without limitation to surface deviation. The only restriction to the surface deviation is connected with the stability condition for appropriate…
This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation…
We revise the solutions of the forced Korteweg-de Vries equation describing a resonant interaction of a solitary wave with external pulse-type perturbations. In contrast to previous works where only the limiting cases of a very narrow…
In this paper, we investigate the compressible Navier-Stokes equations with degenerate, density-dependent, viscosity coefficient driven by multiplicative stochastic noise. We consider three-dimensional periodic domain and prove that the…