English
Related papers

Related papers: The transport equation and zero quadratic variatio…

200 papers

We study convergence to the invariant measure for a class of semilinear stochastic evolution equations driven by L\'evy noise, including the case of cylindrical noise. For a certain class of equations we prove the exponential rate of…

Probability · Mathematics 2014-04-15 Anna Chonowska-Michalik , Beniamin Goldys

We are concerned with multidimensional nonlinear stochastic transport equation driven by Brownian motions. For irregular fluxes, by using stochastic BGK approximations and commutator estimates, we gain the existence and uniqueness of…

Probability · Mathematics 2018-01-16 Jinlong Wei , Rongrong Tian , Guangying Lv

Based on a simple model, we theoretically show that asymmetric transportation is possible in nanoscale systems experiencing thermal noise without the presence of external fluctuations. The key to this theoretical advance is that the…

Statistical Mechanics · Physics 2013-07-30 Rongzheng Wan , Jun Hu , Haiping Fang

The paper deals with the problem of large-time behaviour of trajectories for discrete-time dynamical systems driven by a random noise. Assuming that the phase space is finite-dimensional and compact, and the noise is a Markov process with a…

Probability · Mathematics 2025-07-15 Sergei Kuksin , Armen Shirikyan

We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a…

Probability · Mathematics 2021-07-22 Cheuk Yin Lee , Yimin Xiao

We study a class of stochastic evolution equations with a dissipative forcing nonlinearity and additive noise. The noise is assumed to satisfy rather general assumptions about the form of the covariance function; our framework covers…

Probability · Mathematics 2009-11-23 Stefano Bonaccorsi , Ciprian Tudor

By using the Malliavin calculus and finite-jump approximations, the Driver-type integration by parts formula is established for the semigroup associated to stochastic differential equations with noises containing a subordinate Brownian…

Probability · Mathematics 2013-08-28 Feng-Yu Wang

Coherent transport of an excitation through a network corresponds to continuous-time quantum walk on a graph, and the transport properties of the system may be radically different depending on the graph and on the initial state. The…

Quantum Physics · Physics 2022-09-16 Simone Cavazzoni , Luca Razzoli , Paolo Bordone , Matteo G. A. Paris

We study traveling wave solutions for a nonlinear Schr\"odinger system with quadratic interaction. For the non mass resonance case, the system has no Galilean symmetry, which is of particular interest in this paper. We construct traveling…

Analysis of PDEs · Mathematics 2025-02-27 Noriyoshi Fukaya , Masayuki Hayashi , Takahisa Inui

We develop and study a theory of optimal transport for vector measures. We resolve in the negative a conjecture of Klartag, that given a vector measure on Euclidean space with total mass zero, the mass of any transport set is again zero. We…

Functional Analysis · Mathematics 2021-08-17 Krzysztof J. Ciosmak

We analyze the quantum dynamics of radiation propagating in a single mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known…

Quantum Physics · Physics 2007-05-23 P. D. Drummond , J. F. Corney

We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

Probability · Mathematics 2012-10-02 Avanti Athreya , Tiffany Kolba , Jonathan C. Mattingly

For a given Lagrangian $L:[0,T]\times M\times M^\ast\rightarrow \mathbb{R}_+$ and probability measures $\mu\in\mathcal{P}(M^\ast)$, $\nu\in \mathcal{P}(M)$, we introduce the stochastic ballistic transportation problems…

Analysis of PDEs · Mathematics 2017-12-04 Alistair Barton , Nassif Ghoussoub

In this paper, we consider the stochastic Boussinesq equations on $\mathbb T^3$ with transport noise and rough initial data. We first prove the existence and uniqueness of the local pathwise solution with initial data in $L^p(\Omega;L^p)$…

Analysis of PDEs · Mathematics 2023-03-24 Quyuan Lin , Rongchang Liu , Weinan Wang

We prove the existence and uniqueness of maximal solutions to the 3D SALT (Stochastic Advection by Lie Transport, [Holm arXiv:1410.8311]) Navier-Stokes Equation in velocity and vorticity form, on the torus and the bounded domain…

Analysis of PDEs · Mathematics 2022-11-03 Daniel Goodair , Dan Crisan

Let X be the solution of the multidimensional stochastic differential equationdX(t) = b(t, X(t)) dt + sigma(t, X(t)) dW(t)\, with X(0)=x where W is a standard Brownian motion. We show that when b is measurable and sigma is in an appropriate…

Probability · Mathematics 2020-03-10 Khaled Bahlali , Soufiane Mouchtabih , Ludovic Tangpi

We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniqueness, and regularity of the solution, for such equations…

Statistics Theory · Mathematics 2019-04-05 Igor Cialenco , Hyun-Jung Kim , Sergey V. Lototsky

Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path…

Probability · Mathematics 2021-01-05 Rémi Catellier , Fabian A. Harang

Transport in Hamiltonian systems with weak chaotic perturbations has been much studied in the past. In this paper, we introduce a new class of problems: transport in Hamiltonian systems with slowly changing phase space structure that are…

Chaotic Dynamics · Physics 2019-10-02 Freddy Bouchet , Eric Woillez

In this paper, we characterize the topological support in Holder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable is proved. This note is a continuation of [9] and [10]. The result is a…

Probability · Mathematics 2018-07-10 Francisco J. Delgado-Vences