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We study the long-time behavior and the regularity of pathwise entropy solutions to stochastic scalar conservation laws with random in time spatially homogeneous fluxes and periodic initial data. We prove that the solutions converge to…

Analysis of PDEs · Mathematics 2016-03-30 Benjamin Gess , Panagiotis E. Souganidis

A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…

Numerical Analysis · Mathematics 2021-07-02 Lukas Brencher , Andrea Barth

We study the long-time behaviour of a stochastic Allen-Cahn-Navier-Stokes system modelling the dynamics of binary mixtures of immiscible fluids. The model features two stochastic forcings, one on the velocity in the Navier-Stokes equation…

Probability · Mathematics 2025-01-13 Andrea Di Primio , Luca Scarpa , Margherita Zanella

We study the kinetic Fokker-Planck equation perturbed by a stochastic Vlasov force term. When the noise intensity is not too large, we solve the Cauchy Problem in a class of well-localized (in velocity) functions. We also show that, when…

Analysis of PDEs · Mathematics 2017-06-20 Sylvain De Moor , Julien Vovelle , Luis Miguel Rodrigues

We establish nonlinear stability and asymptotic behavior of traveling periodic waves of viscous conservation laws under localized perturbations or nonlocalized perturbations asymptotic to constant shifts in phase, showing that long-time…

Analysis of PDEs · Mathematics 2012-11-12 Mathew A. Johnson , Pascal Noble , L. Miguel Rodrigues , Kevin Zumbrun

We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence. We introduce the notion of pathwise…

Analysis of PDEs · Mathematics 2013-09-10 Pierre-Louis Lions , Benoit Perthame , Panagiotis E. Souganidis

We study a system of stochastically forced infinite-dimensional coupled harmonic oscillators. Although this system formally conserves energy and is not explicitly dissipative, we show that it has a nontrivial invariant probability measure.…

Mathematical Physics · Physics 2009-11-11 Jonathan C. Mattingly , Toufic M. Suidan , Eric Vanden-Eijnden

We consider invariant measures for the stochastic Burgers equation on $\mathbb{R}$, forced by the derivative of a spacetime-homogeneous Gaussian noise that is white in time and smooth in space. An invariant measure is indecomposable, or…

Probability · Mathematics 2025-10-01 Alexander Dunlap , Cole Graham , Lenya Ryzhik

We consider a stochastic lattice Cahn-Hilliard equation with nonautonomous nonlinear noise. First, we prove the existence of pullback random attractors in $\ell^2$ for the generated nonautonomous random dynamical system. Then, we construct…

Probability · Mathematics 2024-04-24 Jintao Wang , Dongdong Zhu , Chunqiu Li

In this paper, we consider the classical spin systems on unbounded lattices given by infinite-dimensional stochastic differential equations (SDEs). We assume that the stochastic forcing acts only on one particle. The other particles are not…

Probability · Mathematics 2026-04-16 Tong Lu , Huaizhong Zhao

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this…

Classical Physics · Physics 2018-10-23 Darryl D Holm , Vakhtang Putkaradze

The conservation laws for a class of nonlinear equations with variable coefficients on discrete and noncommutative spaces are derived. For discrete models the conserved charges are constructed explicitly. The applications of the general…

Mathematical Physics · Physics 2007-05-23 M. Klimek

As a continuation of our previous work on the subject, we prove new measure invariance results for the Benjamin-Ono equation. The measures are associated with conservation laws whose leading term is a fractional Sobolev norm of order larger…

Analysis of PDEs · Mathematics 2013-04-23 Nikolay Tzvetkov , Nicola Visciglia

We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions…

Probability · Mathematics 2007-05-23 Martin Hairer

Inertial particles in 2D driven by a Gaussian white noise forcing are considered. For two examples of the forcing (compressible and incompressible) upper and lower bounds are found for the mean number of caustics as a function of Stokes…

Mathematical Physics · Physics 2019-07-05 Leonid Piterbarg

These expository notes address certain stationary and ergodic properties of the equations of fluid dynamics subject to a spatially degenerate (i.e. frequency localized), white in time gaussian forcing. In order to provide an accessible…

Probability · Mathematics 2014-11-03 Nathan Glatt-Holtz

The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochastic ordinary differential equation driven…

Statistics Theory · Mathematics 2012-06-08 Ning Lin , Sergey V. Lototsky

Gauge invariant conservation laws for the linear and angular momenta are studied in a certain 2+1 dimensional first order dynamical model of vortices in superconductivity. In analogy with fluid vortices it is possible to express the linear…

High Energy Physics - Theory · Physics 2009-10-31 N. S. Manton , S. M. Nasir

The effective anisotropic stresses induced by the scalar modes of the geometry depend on the coordinate system so that the comparison of the competing results is ultimately determined by the evolution of the pivotal variables in each…

High Energy Physics - Theory · Physics 2021-02-24 Massimo Giovannini

We revisit a well-established model for highly re-entrant semi-conductor manufacturing systems, and analyze it in the setting of states, in- and outfluxes being Borel measures. This is motivated by the lack of optimal solutions in the…

Analysis of PDEs · Mathematics 2019-12-30 Xiaoqian Gong , Matthias Kawski