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The article is devoted to prove the existence and regularity of the solutions of the $3D$ inviscid Linearized Primitive Equations (LPEs) in a channel with lateral periodicity. This was assumed in a previous work \cite{HJT} which is…

Analysis of PDEs · Mathematics 2016-02-23 M. Hamouda , C. -Y. Jung , R. Temam

This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…

Probability · Mathematics 2024-03-11 Wei Hong , Wei Liu , Luhan Yang

In this paper we study the conditions for the existence of strong solutions (both local and global) for stochastic bidomain equations. To this end, we use apriori energy estimates and Serrin-type theorems. We further address the asymptotic…

Analysis of PDEs · Mathematics 2021-11-15 Oleksiy Kapustyan , Oleksandr Misiats , Oleksandr Stanzhytskyi

In this paper, we study the existence, stability and bifurcation of random complete and periodic solutions for stochastic parabolic equations with multiplicative noise. We first prove the existence and uniqueness of tempered random…

Dynamical Systems · Mathematics 2013-04-18 Bixiang Wang

We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…

Numerical Analysis · Mathematics 2024-12-20 Jerome Droniou , Kim-Ngan Le , Jörn Wichmann

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…

Probability · Mathematics 2007-07-24 S. V. Lototsky

This paper deals with the invariance of a measure on Sobolev spaces of low regularity under the flow of the cubic non linear wave equation on the unit ball of 3 under the assumption of spherical symmetry. It presents two aspects, an…

Analysis of PDEs · Mathematics 2012-07-11 Anne-Sophie de Suzzoni

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

A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…

Statistical Mechanics · Physics 2017-10-25 David A. Kessler , Stanislav Burov

We investigate the well-posedness and long-time behavior of a general continuum neural field model with Gaussian noise on possibly unbounded domains. In particular, we give conditions for the existence of invariant probability measures by…

Probability · Mathematics 2025-05-21 Anna-Mariya Otsetova , Jonas M. Tölle

We aim at studying a novel mathematical model associated to a physical phenomenon of infiltration in an homogeneous porous medium. The particularities of our system are connected to the presence of a gravitational acceleration term…

Analysis of PDEs · Mathematics 2024-05-22 Ioana Ciotir , Dan Goreac , Juan Li , Antoine Tonnoir

In this paper, we consider asymptotic behaviors of multiscale multivalued stochastic systems with small noises. First of all, for general, fully coupled systems for multivalued stochastic differential equations of slow and fast motions with…

Probability · Mathematics 2025-09-30 Huijie Qiao

We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…

Probability · Mathematics 2017-05-16 Ennio Fedrizzi , Franco Flandoli , Enrico Priola , Julien Vovelle

In this paper, we investigate a stochastic Hardy-Littlewood-Sobolev inequality. Due to the stochastic nature of the inequality, the relation between the exponents of intgrability is modified. This modification can be understood as a…

Analysis of PDEs · Mathematics 2017-11-21 Romain Duboscq , Anthony Réveillac

In this paper, we study the well-posedness of classical solutions to the nonlinear unsteady Prandtl equations with Robin boundary condition in half space in weighted Sobolev spaces. We firstly investigate the monotonic shear flow with Robin…

Analysis of PDEs · Mathematics 2015-05-01 Fuzhou Wu

We introduce a Gaussian measure formally preserved by the 2-dimensional Primitive Equations driven by additive Gaussian noise. Under such measure the stochastic equations under consideration are singular: we propose a solution theory based…

Probability · Mathematics 2022-05-13 Francesco Grotto , Umberto Pappalettera

We study the small noise asymptotic for stochastic Burgers equations on $(0,1)$ with Dirichlet boundary condition. We consider the case that the noise is more singular than space-time white noise. We let the noise magnitude $\sqrt{\epsilon}…

Probability · Mathematics 2024-12-02 Rui Bai , Chunrong Feng , Huaizhong Zhao

We give a new, two-step approach to prove existence of finite invariant measures for a given Markovian semigroup. First, we identify a convenient auxiliary measure and then we prove conditions equivalent to the existence of an invariant…

Probability · Mathematics 2016-03-15 Lucian Beznea , Iulian Cîmpean , Michael Röckner

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of…

Probability · Mathematics 2010-10-18 Carlo Marinelli , Michael Röckner

We obtain a large deviation principle describing the small time asymptotics of the solution of a stochastic evolution equation with multiplicative noise. Our assumptions are a condition on the linear drift operator that is satisfied by…

Probability · Mathematics 2010-12-06 Terence Jegaraj