Related papers: $\rho$-white noise solution to 2D stochastic Euler…
We consider the stochastic Allen-Cahn equation driven by mollified space-time white noise. We show that, as the mollifier is removed, the solutions converge weakly to 0, independently of the initial condition. If the intensity of the noise…
We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochastic differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses drift…
We study a generalized 1d periodic SPDE of Burgers type: $$ \partial_t u =- A^\theta u + \partial_x u^2 + A^{\theta/2} \xi $$ where $\theta > 1/2$, $-A$ is the 1d Laplacian, $\xi$ is a space-time white noise and the initial condition $u_0$…
We consider vanishing viscosity approximations to solutions of the stochastic incompressible Euler equations in two space dimensions with additive noise. We identify sufficient and necessary conditions under which martingale solutions of…
We consider an SDE in R^m of the type dX(t)=a(X(t))dt+dU(t) with a L\'evy process U and study the problem for the distribution of a solution to be regular in various senses. We do not impose any specific conditions on the L\'evy measure of…
As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…
We show the short-time existence and nonlinear stability of vortex sheets for the nonisentropic compressible Euler equations in two spatial dimensions, based on the weakly linear stability result of Morando--Trebeschi (2008) [20]. The…
We are concerned with supersonic vortex sheets for the Euler equations of compressible inviscid fluids in two space dimensions. For the problem with constant coefficients we derive an evolution equation for the discontinuity front of the…
We consider variational principles related to V. I. Arnold's stability criteria for steady-state solutions of the two-dimensional incompressible Euler equation. Our goal is to investigate under which conditions the quadratic forms defined…
A statistical method for calculating equilibrium solutions of the shallow water equations, a model of essentially 2-d fluid flow with a free surface, is described. The model contains a competing acoustic turbulent {\it direct} energy…
We introduce a novel regularization framework for the two-dimensional incompressible Euler equation that exactly preserves the transport structure of multi-phase vorticity fields. The key step is a reformulation of multi-phase vortex patch…
This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…
We show that the invariant measure of point vortices, when conditioning the Hamiltonian to a finite interval, converges weakly to the enstrophy measure by conditioning the renormalized energy to the same interval. We also prove the…
The Bayesian approach to inverse problems is of paramount importance in quantifying uncertainty about the input to and the state of a system of interest given noisy observations. Herein we consider the forward problem of the forced 2D…
We investigate the existence and nonexistence of traveling wave solutions near monotonic shear flows with non-constant background density for the two-dimensional inhomogeneous Euler equations in a finite channel. For any small $\tau>0$,…
We discuss a system of stochastic differential equations with a stiff linear term and additive noise driven by fractional Brownian motions (fBms) with Hurst parameter H>1/2, which arise e. g., from spatial approximations of stochastic…
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusive coefficient is uniformly elliptic, H\"older…
We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…
In this paper, we study the logarithmically regularized $2$D Euler system \eqref{e1}, which is derived by regularizing the Euler equation for the vorticity. We establish local well-posedness of the logarithmically regularized $2$D Euler…
In this paper we construct a framework for doing statistical inference for discretely observed stochastic differential equations (SDEs) where the driving noise has 'memory'. Classical SDE models for inference assume the driving noise to be…