English
Related papers

Related papers: Ergodicity for Stochastic Porous Media Equations

200 papers

In this paper we investigate the long-time behavior of stochastic reaction-diffusion equations of the type $du = (Au + f(u))dt + \sigma(u) dW(t)$, where $A$ is an elliptic operator, $f$ and $\sigma$ are nonlinear maps and $W$ is an infinite…

Analysis of PDEs · Mathematics 2014-11-04 Oleksandr Misiats , Oleksandr Stanzhytsyi , Nung Kwan Yip

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

Probability · Mathematics 2007-07-24 S. V. Lototsky

We study the boundary regularity of solutions to the porous medium equation $u_t = \Delta u^m$ in the degenerate range $m>1$. In particular, we show that in cylinders the Dirichlet problem with positive continuous boundary data on the…

Analysis of PDEs · Mathematics 2020-06-05 Anders Björn , Jana Björn , Ugo Gianazza , Juhana Siljander

We prove the pathwise well-posedness of stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. As a consequence, the generation of a random dynamical system is obtained. This extends results of the…

Analysis of PDEs · Mathematics 2019-01-09 Benjamin Fehrman , Benjamin Gess

We discuss a stochastic interacting particles' system connected to dyadic models of turbulence, defining suitable classes of solutions and proving their existence and uniqueness. We investigate the regularity of a particular family of…

Probability · Mathematics 2021-04-27 Luigi Amedeo Bianchi , Francesco Morandin

We study a finite-element based space-time discretisation for the 2D stochastic Navier-Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to…

Numerical Analysis · Mathematics 2022-10-06 Dominic Breit , Andreas Prohl

In recent years, several numerical methods for solving the unique continuation problem for the wave equation in a homogeneous medium with given data on the lateral boundary of the space-time cylinder have been proposed. This problem enjoys…

Numerical Analysis · Mathematics 2026-01-14 Erik Burman , Janosch Preuss , Tim van Beeck

Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

We are interested in the large-time behavior of solutions to finite volume discretizations of convection-diffusion equations or systems endowed with non-homogeneous Dirichlet and Neumann type boundary conditions. Our results concern various…

Analysis of PDEs · Mathematics 2018-10-03 Claire Chainais-Hillairet , Maxime Herda

We consider endomorphisms of a compact manifold which are expanding except for a finite number of points and prove the existence and uniqueness of a physical measure and its stochastical stability. We also characterize the zero-noise limit…

Dynamical Systems · Mathematics 2009-11-10 Vitor Araujo , Ali Tahzibi

We study existence and uniqueness of bounded solutions to a fractional sublinear elliptic equation with a variable coefficient, in the whole space. Existence is investigated in connection to a certain fractional linear equation, whereas the…

Analysis of PDEs · Mathematics 2013-11-15 Fabio Punzo , Gabriele Terrone

We consider an inverse problem in elastodynamics arising in seismic imaging. We prove locally uniqueness of the density of a non-homogeneous, isotropic elastic body from measurements taken on a part of the boundary. We measure the Dirichlet…

Analysis of PDEs · Mathematics 2018-10-17 Sombuddha Bhattacharyya

We consider a parabolic partial differential equation with Dirichlet boundary conditions and measure or $L^1$ data. The key difficulty consists in a presence of a monotone operator~$A$ subjected to a non-standard growth condition,…

Analysis of PDEs · Mathematics 2023-08-07 Miroslav Bulíček , Jakub Woźnicki

We illustrate how the notion of asymptotic coupling provides a flexible and intuitive framework for proving the uniqueness of invariant measures for a variety of stochastic partial differential equations whose deterministic counterpart…

Probability · Mathematics 2016-09-21 Nathan E. Glatt-Holtz , Jonathan C. Mattingly , Geordie Richards

We consider a stochastic version of a system of coupled two equations formulated by Burgers with the aim to describe the laminar and turbulent motions of a fluid in a channel. The existence and uniqueness of the solution as well as the…

Probability · Mathematics 2020-06-19 Szymon Peszat , Krystyna Twardowska , Jerzy Zabczyk

In this paper, we first explore exponential stability by using Monotonicity inequality and use this information to obtain the existence of Invariant measure for linear Stochastic PDEs with potential in the space of tempered distributions.…

Probability · Mathematics 2024-05-31 Arvind Kumar Nath

We establish the existence and uniqueness of an ergodic invariant measure for 2D fractionally dissipated stochastic Euler equations on the periodic box, for any power of the dissipation term.

Analysis of PDEs · Mathematics 2015-06-15 Peter Constantin , Nathan Glatt-Holtz , Vlad Vicol

The dispersion process in particulate porous media at low saturation levels takes place over the surface elements of constituent particles and, as we have found previously by comparison with experiments, can be accurately described by…

Soft Condensed Matter · Physics 2019-06-10 Penpark Sirimark , Alex V. Lukyanov , Tristan Pryer

We prove global well-posedness in the strong sense for stochastic generalized porous media equations driven by square integrable martingales with stationary independent increments.

Analysis of PDEs · Mathematics 2009-08-27 Viorel Barbu , Carlo Marinelli

We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…

Probability · Mathematics 2019-07-29 Balazs Gerencser , Miklos Rasonyi