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An explicit first-order drift-randomized Milstein scheme for a regime switching stochastic differential equation is proposed and its bi-stability and rate of strong convergence are investigated for a non-differentiable drift coefficient.…

Probability · Mathematics 2025-03-11 Divyanshu Vashistha , Chaman Kumar

We study the long-time behaviour of solutions to a class of $d$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)$. The drift consists of a dissipative Lipschitz term and a…

Probability · Mathematics 2025-12-23 Konstantinos Dareiotis , El Mehdi Haress , Khoa Lê

In large-scale applications, such as machine learning, it is desirable to design non-convex optimization algorithms with a high degree of parallelization. In this work, we study the adaptive complexity of finding a stationary point, which…

Optimization and Control · Mathematics 2025-05-15 Huanjian Zhou , Andi Han , Akiko Takeda , Masashi Sugiyama

We study the Wasserstein Hamiltonian flow with a common noise on the density manifold of a finite graph. Under the framework of stochastic variational principle, we first develop the formulation of stochastic Wasserstein Hamiltonian flow…

Optimization and Control · Mathematics 2022-04-05 Jianbo Cui , Shu Liu , Haomin Zhou

We consider in this work the different possible stationary flows of a one dimensional quantum fluid in the mean-field regime. We focus on the supersonic regime where a transition from a time dependent flow to a stationary diffractive flow…

Quantum Gases · Physics 2023-08-31 Juliette Huynh , Frédéric Hébert , Pierre-Élie Larré , Mathias Albert

There is a qualitative difference between one-dimensional and multi-dimensional solutions to the Euler equations: new features that arise are vorticity and a nontrivial incompressible (low Mach number) limit. They present challenges to…

Numerical Analysis · Mathematics 2018-11-30 Wasilij Barsukow

This work deals with a number of questions relative to the discrete and continuous adjoint fields associated with the compressible Euler equations and classical aerodynamic functions. The consistency of the discrete adjoint equations with…

Computational Physics · Physics 2021-11-17 Jacques Peter , Florent Renac , Clément Labbé

The modified massive Arratia flow is a model for the dynamics of passive particle clusters moving in a random fluid that accounts for the effects of mass aggregation. We show a central limit theorem for the point process associated to the…

Probability · Mathematics 2024-08-12 Andrey Dorogovtsev , Vitalii Konarovskyi , Max von Renesse

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

Statistical Mechanics · Physics 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari

Stationary equilibria of point vortices with arbitrary choice of circulations in a background flow are studied. Differential equations satisfied by generating polynomials of vortex configurations are derived. It is shown that these…

Exactly Solvable and Integrable Systems · Physics 2015-06-03 Maria V. Demina , Nikolay A. Kudryashov

We consider the specified stochastic homogenization of first order evolutive Hamilton-Jacobi equations on a very simple junction, i.e the real line with a junction at the origin. Far from the origin, we assume that the considered…

Analysis of PDEs · Mathematics 2020-05-05 Nicolas Forcadel , Fayad Rim , Ibrahim Hassan

We show that the stochastic flow generated by the Stochastic Navier-Stokes equations in a 2-dimensional Poincar\'e domain has a unique random attractor. This result complements a recent result by Brze\'zniak and Li [10] who showed that the…

Probability · Mathematics 2013-01-10 Z. Brzeźniak , T. Caraballo , J. A. Langa , Y. Li , G. Łukaszewicz , J. Real

We are concerned with a stochastic mean curvature flow of graphs over a periodic domain of any space dimension. We establish existence of martingale solutions which are strong in the PDE sense and study their large-time behavior. Our…

Probability · Mathematics 2019-03-13 Nils Dabrock , Martina Hofmanová , Matthias Röger

In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…

Probability · Mathematics 2025-05-07 Matthias Rakotomalala

We study the drift of suspended micro-particles in a viscous liquid pumped back and forth through a periodic lattice of pores (drift ratchet). In order to explain the particle drift observed in such an experiment, we present an…

Fluid Dynamics · Physics 2012-05-22 Philippe Beltrame , Peter Talkner , Peter Hänggi

We study the behavior of solutions to the incompressible $2d$ Euler equations near two canonical shear flows with critical points, the Kolmogorov and Poiseuille flows, with consequences for the associated Navier-Stokes problems. We exhibit…

Analysis of PDEs · Mathematics 2020-07-23 Michele Coti Zelati , Tarek M. Elgindi , Klaus Widmayer

We consider two-dimensional autonomous divergence free vector-fields in $\Lde_{loc}$. Under a condition on direction of the flow and on the set of critical points, we prove the existence and uniqueness of a stable a.e. flow and of…

Analysis of PDEs · Mathematics 2013-10-04 Maxime Hauray

We investigate a stochastic transport equation driven by a multiplicative noise. For $L^q(0,T;W^{1,p}({\mathbb R}^d;{\mathbb R}^d))$ drift coefficient and $W^{1,r}({\mathbb R}^d)$ initial data, we obtain the existence and uniqueness of…

Analysis of PDEs · Mathematics 2017-11-15 Jinlong Wei , Jinqiao Duan , Hongjun Gao , Guangying Lv

First, the solution uniqueness and existence of a stationary anisotropic (linear) Stokes system with constant viscosity coefficients in a compressible framework on $n$-dimensional flat torus are analysed in a range of periodic Sobolev…

Analysis of PDEs · Mathematics 2023-01-18 Sergey E. Mikhailov

This paper is focused on the generalized Forchheimer flows for slightly compressible fluids. We prove the existence and uniqueness of the differential system for stationary problem. The technique of semi-discretization in time is used to…

Numerical Analysis · Mathematics 2018-04-05 Thinh Kieu
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