English
Related papers

Related papers: Invariant measure for the stochastic Cauchy proble…

200 papers

We consider the non-isentropic compressible Navier-Stokes equation in a perturbed half space with an outflow boundary condition as well as the supersonic condition. This equation models a compressible viscous, heat-conductive, and Newtonian…

Analysis of PDEs · Mathematics 2024-10-21 Mingjie Li , Masahiro Suzuki , Katherine Zhiyuan Zhang

We study convergence to the invariant measure for a class of semilinear stochastic evolution equations driven by L\'evy noise, including the case of cylindrical noise. For a certain class of equations we prove the exponential rate of…

Probability · Mathematics 2014-04-15 Anna Chonowska-Michalik , Beniamin Goldys

In this paper we study the problem of statistical inference for a continuous-time moving average L\'evy process of the form $$Z_{t} = \int_{\mathbb{R}}\mathcal{K}(t-s)\, dL_{s},\quad t\in\mathbb{R}$$ with a deterministic kernel (\K\) and a…

Statistics Theory · Mathematics 2016-08-19 Denis Belomestny , Vladimir Panov , Jeannette Woerner

We study one-dimensional viscoelastic phase transitions modeled by a Ginzburg--Landau energy with a non-convex cubic stress-strain law. Extending the isothermal model, we couple the momentum equation to a heat equation for the temperature…

Analysis of PDEs · Mathematics 2026-05-05 M. Affouf

The Cauchy problem for the inelastic Boltzmann equation is studied for small data. Existence and uniqueness of mild and weak solutions is obtained for sufficiently small data that lies in the space of functions bounded by Maxwellians. The…

Mathematical Physics · Physics 2008-04-11 Ricardo J. Alonso

We prove existence and asymptotic stability of the stationary solution for the compressible Navier-Stokes equations for isentropic gas dynamics with a density dependent diffusion in a bounded interval. We present the necessary conditions to…

Analysis of PDEs · Mathematics 2020-12-01 Marta Strani

In this paper we obtain necessary conditions on the initial value for the solvability of the Cauchy problem for semilinear heat equations. These necessary conditions were already obtained in the framework of integral solutions, but not in…

Analysis of PDEs · Mathematics 2024-09-30 Kotaro Hisa

The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…

Probability · Mathematics 2015-12-03 Weronika Biedrzycka , Marta Tyran-Kaminska

In this paper we provide sufficient conditions which guarantee the existence of a system of invariant measures for semigroups associated to systems of parabolic differential equations with unbounded coefficients. We prove that these…

Analysis of PDEs · Mathematics 2017-12-05 Davide Addona , Luciana Angiuli , Luca Lorenzi

We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…

Dynamical Systems · Mathematics 2011-12-02 Sergiu Aizicovici , Todd Young

The present paper is concerned with large-time behavior of solutions to an outflow problem for an ideal polytropic model of compressible viscous gases in one-dimensional half space, and with a convergence rate of solutions toward a…

Analysis of PDEs · Mathematics 2009-12-25 Shuichi Kawashima , Tohru Nakamura , Shinya Nishibata , Peicheng Zhu

We present a general method of solving the Cauchy problem for multidimensional parabolic (diffusion type) equation with variable coefficients which depend on spatial variable but do not change over time. We assume the existence of the…

Analysis of PDEs · Mathematics 2019-05-17 Ivan D. Remizov

In this paper we study the global existence of small data solutions to the Cauchy problem for the semilinear wave equation with scale-invariant damping. We obtain estimates for the solution and its energy with the same decay rate of the…

Analysis of PDEs · Mathematics 2015-09-10 Marcello D'Abbicco

In this work, we introduce a theory of stochastic integration with respect to symmetric $\alpha$-stable cylindrical L\'evy processes. Since $\alpha$-stable cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…

Probability · Mathematics 2022-11-21 Gergely Bodó , Markus Riedle

In this paper, we use a unified framework to study Poisson stable (including stationary, periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent, almost recurrent in the sense of Bebutov, Levitan almost periodic,…

Dynamical Systems · Mathematics 2020-02-04 Xin Liu , Zhenxin Liu

Let $(L_t)_{t \geq 0}$ be a $k$-dimensional L\'evy process and $\sigma: \mathbb{R}^d \to \mathbb{R}^{d \times k}$ a continuous function such that the L\'evy-driven stochastic differential equation (SDE) $$dX_t = \sigma(X_{t-}) \, dL_t,…

Probability · Mathematics 2018-05-17 Franziska Kühn

In this work we prove the existence and uniqueness of the strong solution to the two-dimensional stochastic magneto-hydrodynamic system perturbed by Levy noise. The local monotonicity arguments have been ex- ploited in the proofs. The…

Probability · Mathematics 2014-12-22 Utpal Manna , Manil T. Mohan

We study nonlinear energy transfer and the existence of stationary measures in a class of degenerately forced SDEs on $\mathbb R^d$ with a quadratic, conservative nonlinearity $B(x,x)$ constrained to possess various properties common to…

Probability · Mathematics 2024-07-24 Jacob Bedrossian , Alex Blumenthal , Keagan Callis , Kyle Liss

We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…

Probability · Mathematics 2018-12-27 Jie Xiong , Jiayu Zheng , Xiaowen Zhou

In this paper, we consider the Whittle estimator for the parameters of a stationary solution of a continuous-time linear state space model sampled at low frequencies. In our context the driving process is a L\'evy process which allows…

Statistics Theory · Mathematics 2020-02-24 Vicky Fasen-Hartmann , Celeste Mayer