Related papers: Transportation inequalities for stochastic wave eq…
We prove that reflected Brownian motion with normal reflections in a convex domain satisfies a dimension free Talagrand type transportation cost-information inequality. The result is generalized to other reflected diffusions with suitable…
We prove existence and uniqueness of a random field solution $(u(t,x); (t,x)\in [0,T]\times \mathbb{R}^d)$ to a stochastic wave equation in dimensions $d=1,2,3$ with diffusion and drift coefficients of the form $|z| \big( \ln_+(|z|)…
In this article, we consider the stochastic wave equation on $\mathbb{R}_{+} \times \mathbb{R}$, driven by a linear multiplicative space-time homogeneous Gaussian noise whose temporal and spatial covariance structures are given by locally…
We discuss transportation cost inequalities for uniform measures on convex bodies, and connections with other geometric and functional inequalities. In particular, we show how transportation inequalities can be applied to the slicing…
This note presents a sharp transport-entropy inequality that improves on Talagrand's inequality for the Gaussian measure, arising as a dual formulation of the functional Santal\'o inequality. We also discuss some extensions and connections…
We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients and unbounded divergence. In the first result we assume the drift is $L^{2}([0,T] \times \R^{d})\cap…
Topological spin transport of electromagnetic waves (photons) in stationary smoothly inhomogeneous isotropic medium is studied. By diagonalizing photon kinetic energy in Maxwell equations we derive the non-Abelian pure gauge potential in…
We consider a transport-diffusion equation forced by random noise of three types: additive, linear multiplicative in It$\hat{\mathrm{o}}$'s interpretation, and transport in Stratonovich's interpretation. Via convex integration modified to…
We quantify, uniformly over time and with high probability, the discrepancy between the predictions of a two-layer neural network trained by stochastic gradient descent (SGD) and their mean-field limit, for quadratic loss and ridge…
We consider the modified Surface Quasi-Geostrophic (mSQG) equation on the 2D torus $\mathbb{T}^2$, perturbed by multiplicative transport noise. The equation admits the white noise measure on $\mathbb{T}^2$ as the invariant measure. We first…
We introduce a class of stochastic Allen-Cahn equations with a mobility coefficient and colored noise. For initial data with finite free energy, we analyze the corresponding Cauchy problem on the $d$-dimensional torus in the time interval…
We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…
We give a short proof of the free analogue of the Talagrand inequality for the transportation cost to the semicircular which was originally proved by Biane and Voiculescu. The proof is based on a convexity argument and is in the spirit of…
The paper addresses one-dimensional transport in a Goupillaud medium (a layered medium in which the layer thickness is proportional to the propagation speed), as a prototypical case of wave propagation in random media. Suitable stochastic…
The stochastic $p$-Laplace equation with multiplicative transport noise is studied on the torus $\mathbb T^d\, (d\geq 2)$. It is shown that the dissipation is enhanced by transport noise in both the averaged sense and the pathwise sense.
We consider stochastic partial differential equations on $\mathbb{R}^{d}, d\geq 1$, driven by a Gaussian noise white in time and colored in space, for which the pathwise uniqueness holds. By using the Skorokhod representation theorem we…
We derive weighted log-Sobolev inequalities from a class of super Poincar\'e inequalities. As an application, the Talagrand inequality with larger distances are obtained. In particular, on a complete connected Riemannian manifold, we prove…
In this paper, we establish large deviation principle for the strong solution of evolutionary p-Laplace equation driven by small multiplicative Brownian noise, where the weak convergence approach plays a key role. Moreover, by using…
In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…
We consider the stochastic transport equation where the randomness is given by the symmetric integral with respect to stochastic measure. For stochastic measure, we assume only $\sigma$-additivity in probability and continuity of paths. The…