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This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet

A particle system with a single locally-conserved field (density) in a bounded interval with different densities maintained at the two endpoints of the interval is under study here. The particles interact in the bulk through a long range…

Probability · Mathematics 2012-10-02 Mustapha Mourragui , Enza Orlandi

We pursue the investigations initiated in [Aur{\'e}lien Deya: A non-linear wave equation with fractional perturbation (2017)] about a wave-equation model with quadratic perturbation and stochastic forcing given by a space-time fractional…

Probability · Mathematics 2017-10-24 Aurélien Deya

The Primitive Equations are a basic model in the study of large scale Oceanic and Atmospheric dynamics. These systems form the analytical core of the most advanced General Circulation Models. For this reason and due to their challenging…

Analysis of PDEs · Mathematics 2015-05-28 Arnaud Debussche , Nathan Glatt-Holtz , Roger Temam , Mohammed Ziane

Inspired by [Fehrman, Gess; Invent. Math., 2023], we provide a fine analysis of the McKean-Vlasov PDE with singular interactions and drift terms of square root form. As the corresponding skeleton equation of Dean-Kawasaki equation with…

Probability · Mathematics 2024-07-29 Zhengyan Wu , Rangrang Zhang

In this paper we consider a system of non-linear stochastic heat equations on $\mathbb{R}^d$ driven by a Gaussian noise which is white in time and has a homogeneous spatial covariance. Under some suitable regularity and non degeneracy…

Probability · Mathematics 2016-07-06 Yinghui Shi , Xiaobin Sun

We investigate a stochastic version of a simple enzymatic reaction which follows the generic Michaelis-Menten kinetics. At sufficiently high concentrations of reacting species, the molecular fluctuations can be approximated as a realization…

Populations and Evolution · Quantitative Biology 2009-11-13 A. Fiasconaro , A. Ochab-Marcinek , B. Spagnolo , E. Gudowska-Nowak

For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…

Statistical Mechanics · Physics 2021-03-01 V. A. Doobko , S. V. Zubarev , E. V. Karachanskaya

Using a shortcut way we have derived the Fokker-Planck equation for the Langevin dynamics with a generalized frictional memory kernel and time-dependent force field. Then we have shown that this method is applicable for the non-Markovian…

Statistical Mechanics · Physics 2022-12-01 Joydip Das , Mousumi Biswas , Bidhan Chandra Bag

Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…

Data Analysis, Statistics and Probability · Physics 2022-07-22 Clemens Willers , Oliver Kamps

We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical Brownian motion and also the Skorohod integral are…

Probability · Mathematics 2015-03-25 Marta Sanz-Solé , André Süß

The Langevin equation is ubiquitously employed to numerically simulate plasmas, colloids and electrolytes. However, the usual assumption of white noise becomes untenable when the system is subject to an external AC electric field. This is…

Plasma Physics · Physics 2025-01-07 Daniele Gamba , Bingyu Cui , Alessio Zaccone

We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stochastic Process. Appl., 2016). To this end, we extend the notion of non-linear Young equations to a…

Probability · Mathematics 2023-01-13 Florian Bechtold , Fabian A. Harang , Nimit Rana

We have investigated the non-equilibrium nature of a lattice gas system consisting of a regular lattice of charged particles driven by an external electric field. For a big system, an exact solution cannot be obtained using a master…

Statistical Mechanics · Physics 2007-05-23 Wannapong Triampo , I Ming Tang , Jirasak Wong-Ekkabut

We investigate a stochastic version of the Allen-Cahn-Navier-Stokes system in a smooth two- or three-dimensional domain with random initial data. The system consists of a Navier-Stokes equation coupled with a convective Allen-Cahn equation,…

Analysis of PDEs · Mathematics 2022-05-31 Andrea Di Primio , Maurizio Grasselli , Luca Scarpa

We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…

Analysis of PDEs · Mathematics 2019-10-21 Ludovic Goudenège

This paper investigates a damped stochastic wave equation driven by a non-Gaussian Levy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition…

Probability · Mathematics 2009-05-08 Lijun Bo , Kehua Shi , Yongjin Wang

We construct a family of semimartingales that describes the behavior of a particle system with sticky-reflecting interaction. The model is a physical improvement of the Howitt-Warren flow, an infinite system of diffusion particles on the…

Probability · Mathematics 2022-05-02 Vitalii Konarovskyi

We extend the Langevin approach to a class of driving noises whose generating processes have independent increments with super-heavy-tailed distributions. The time-dependent generalized Fokker-Planck equation that corresponds to the…

Statistical Mechanics · Physics 2010-06-15 S. I. Denisov , H. Kantz , P. Hänggi

We analyse a nonlinear stochastic partial differential equation that corresponds to a viscous shallow water equation (of the Camassa--Holm type) perturbed by a convective, position-dependent noise term. We establish the existence of weak…

Analysis of PDEs · Mathematics 2022-11-16 Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang
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