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We construct solutions to Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods.…

Probability · Mathematics 2016-06-02 Martin Hairer , Hendrik Weber

Recent research on the dynamics of certain fluid dynamical instabilities shows that when there is a slow invariant manifold subject to fast timescale instability the dynamics are extremely sensitive to noise. The behaviour of such systems…

adap-org · Physics 2009-10-30 G. D. Lythe , M. R. E. Proctor

The existence of global smooth solutions to the Navier-Stokes equations (NSEs) with hyperviscosity $(-\Delta)^{\gamma}$ is open unless $\gamma $ is close to the J.-L. Lions exponent $ \frac{5}{4}$ at which the energy balance is strong…

Analysis of PDEs · Mathematics 2024-10-03 Antonio Agresti

We prove here the validity of a large deviation principle for the family of invariant measures associated to a two dimensional Navier-Stokes equation on a torus, perturbed by a smooth additive noise.

Probability · Mathematics 2015-09-02 Zdzislaw Brzezniak , Sandra Cerrai

We study existence and regularity of the density for the solution $u(t,x)$ (with fixed $t > 0$ and $x \in D$) of the heat equation in a bounded domain $D \subset \mathbb R^d$ driven by a stochastic inhomogeneous Neumann boundary condition…

Probability · Mathematics 2018-12-27 Stefano Bonaccorsi , Margherita Zanella

We consider stationary solutions of the three dimensional Navier--Stokes equations (NS3D) with periodic boundary conditions and driven by an external force which might have a deterministic and a random part. The random part of the force is…

Analysis of PDEs · Mathematics 2007-05-23 Cyril Odasso

This paper studies the stability properties of stochastic differential equations subject to persistent noise (including the case of additive noise), which is noise that is present even at the equilibria of the underlying differential…

Dynamical Systems · Mathematics 2015-01-22 D. Mateos-Núñez , J. Cortés

Motivated by the classification of solutions of harmonic functions, we investigate Liouville type theorems for the fractional Navier-Stokes equations in $\mathbb{R}^3$ under some conditions on the boundedness of fractional derivatives. We…

Analysis of PDEs · Mathematics 2025-05-09 Wendong Wang , Guoxu Yang , Jianbo Yu

We study the low-energy solutions to the 3D compressible Navier-Stokes-Poisson equations. We first obtain the existence of smooth solutions with small $L^2$-norm and essentially bounded densities. No smallness assumption is imposed on the…

Analysis of PDEs · Mathematics 2020-11-12 Anthony Suen

It is well known that Malliavin calculus can be applied to a stochastic differential equation with Lipschitz continuous coefficients in order to clarify the existence and the smoothness of the solution. In this paper, we apply Malliavin…

Probability · Mathematics 2020-03-04 Shota Tsumurai

Martingale solutions of stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains, driven by the L\'evy noise consisting of the compensated time homogeneous Poisson random measure and the Wiener process are considered.…

Probability · Mathematics 2012-09-03 Elżbieta Motyl

In this paper, we study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The…

Probability · Mathematics 2019-02-08 Le Chen , Jingyu Huang

We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…

Probability · Mathematics 2020-02-18 Guangying Lv , Jinlong Wei , Guang-an Zou

We establish the Malliavin differentiability of McKean-Vlasov stochastic differential equations (MV-SDEs) with common noise under the global Lipschitz assumption in the space variable and the measure variable. Our result gives also meaning…

Probability · Mathematics 2025-10-02 Jianhai Bao , Goncalo dos Reis , Zac Wilde

We investigate the weak order of convergence for space-time discrete approximations of semilinear parabolic stochastic evolution equations driven by additive square-integrable L\'evy noise. To this end, the Malliavin regularity of the…

Probability · Mathematics 2018-08-28 Adam Andersson , Felix Lindner

We show regularity properties of local densities of solutions of stochastic differential equations (SDEs) with the Fourier analytic approach. With this simple method, statements that were previously derived with approaches using Malliavin…

Probability · Mathematics 2025-05-01 Simon Ellinger

For $\chi^2-$tests with increasing number of cells, Cramer-von Mises tests, tests generated $\mathbb{L}_2$- norms of kernel estimators and tests generated quadratic forms of estimators of Fourier coefficients, we find necessary and…

Statistics Theory · Mathematics 2019-09-13 Mikhail Ermakov

We consider Malliavin calculus based on the It\^o chaos decomposition of square integrable random variables on the L\'evy space. We show that when a random variable satisfies a certain measurability condition, its differentiability and…

Probability · Mathematics 2016-05-25 Eija Laukkarinen

In this paper, we establish Malliavin differentiability and absolute continuity for $\alpha, \beta$-doubly perturbed diffusion process with parameters $\alpha <1$ and $\beta <1$ such that $|\rho| < 1$, where $ \rho : =…

Probability · Mathematics 2025-02-28 Rachid Belfadli , Lahcen Boulanba , Youssef Ouknine

It is known that if $p$ is a sufficiently large prime then for every function $f:\mathbb{Z}_p\to [0,1]$ there exists a continuous function on the circle $f':\mathbb{T}\to [0,1]$ such that the averages of $f$ and $f'$ across any prescribed…

Combinatorics · Mathematics 2016-09-13 Pablo Candela , Balázs Szegedy