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In this paper, we consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ with multiplicative noise. We first show that the solutions to the stochastic equations of second…

Probability · Mathematics 2018-04-17 Shijie Shang

We obtain new estimates for the solution of both the porous medium and the fast diffusion equations by studying the evolution of suitable Lipschitz norms. Our results include instantaneous regularization for all positive times, long-time…

Analysis of PDEs · Mathematics 2023-09-26 Noemi David , Filippo Santambrogio

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

We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Nils Berglund , Barbara Gentz

Using the generalized variational framework, the strong/weak existence and uniqueness of solutions are derived for a class of distribution dependent stochastic porous media equations on general measure spaces, which also extends the…

Probability · Mathematics 2023-03-16 Jingyue Gao , Wei Hong , Wei Liu

In this paper, we investigate the speed of convergence and higher-order asymptotics of solutions to the porous medium equation posed in $\mathbf{R}^N$. Applying a nonlinear change of variables, we rewrite the equation as a diffusion on a…

Analysis of PDEs · Mathematics 2015-05-26 Christian Seis

Given a stochastic differential equation with path-dependent coefficients driven by a multidimensional Wiener process, we show that the support of the law of the solution is given by the image of the Cameron-Martin space under the flow of…

Probability · Mathematics 2019-09-05 Rama Cont , Alexander Kalinin

Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…

Machine Learning · Computer Science 2023-10-05 Victor Chardès , Suryanarayana Maddu , Michael J. Shelley

We study the well-posedness of a nonlinear reaction diffusion partial differential equation system on the half-line coupled with a stochastic dynamical boundary condition, a random system arising from the description of the chemical…

Probability · Mathematics 2025-05-12 Mario Maurelli , Daniela Morale , Stefania Ugolini

The problem of the flow trough a porous media is formulated in terms of a pressure equation, based on arguments of volume conservation which state the mechanical equilibrium between the solid and the fluid phases. In the resulting governing…

Fluid Dynamics · Physics 2018-07-19 Francisco Mandujano Carlos Málaga

We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to…

Analysis of PDEs · Mathematics 2015-05-13 Franco Flandoli , Massimiliano Gubinelli , Enrico Priola

In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from…

Probability · Mathematics 2007-05-23 D. Blömker , G. A. Pavliotis , M. Hairer

We consider stochastic scalar conservation laws with spatially inhomogeneous flux. The regularity of the flux function with respect to its spatial variable is assumed to be low, so that entropy solutions are not necessarily unique in the…

Analysis of PDEs · Mathematics 2019-05-07 Benjamin Gess , Mario Maurelli

The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…

Statistical Mechanics · Physics 2020-08-26 Edson D. Leonel , Celia Mayumi Kuwana , Makoto Yoshida , Juliano Antonio de Oliveira

We study the dynamics of a simple adaptive system in the presence of noise and periodic damping. The system is composed by two paths connecting a source and a sink, the dynamics is governed by equations that usually describe food search of…

Statistical Mechanics · Physics 2021-12-23 Frederic Folz , Kurt Mehlhorn , Giovanna Morigi

We investigate the pathwise well-posedness of stochastic evolution equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $H\in(1/3,1/2]$. Combining the controlled rough path approach with the…

Probability · Mathematics 2023-10-17 Alexandra Neamtu , Tim Seitz

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the…

Dynamical Systems · Mathematics 2022-06-17 Matti Leimbach , Jonathan C. Mattingly , Michael Scheutzow

We consider a transport-diffusion equation forced by random noise of three types: additive, linear multiplicative in It$\hat{\mathrm{o}}$'s interpretation, and transport in Stratonovich's interpretation. Via convex integration modified to…

Analysis of PDEs · Mathematics 2022-03-28 Ujjwal Koley , Kazuo Yamazaki

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