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We devise in this work a simple mechanism for constructing flows on a Banach space from approximate flows, and show how it can be used in a simple way to reprove from scratch and extend the main existence and well-posedness results for…

Probability · Mathematics 2013-09-26 Ismael Bailleul

We address a slow-fast system of coupled three dimensional Navier--Stokes equations where the fast component is perturbed by an additive Brownian noise. By means of the rough path theory, we establish the convergence in law of the slow…

Probability · Mathematics 2024-12-06 Arnaud Debussche , Martina Hofmanová

To gain essential understandings of traffic flow, four theorems are derived to establish the kinematics of the basic unit of traffic flow, namely two consecutive vehicles. The first is to determine the two critical distances of the vehicle…

Physics and Society · Physics 2022-12-21 Xin Shui

In this work, we extend existing well-posedness by noise results for the stochastic transport and continuity equations by treating them as special cases of the linear advection equation of $k$-forms, which arises naturally in geometric…

Analysis of PDEs · Mathematics 2022-11-29 Aythami Bethencourt de Leon , So Takao

Differential equations perturbed by multiplicative fractional Brownian motions are considered. Depending on the value of the Hurst parameter $H$, the resulting equation is pathwise viewed as an ODE, YDE, or RDE. In all three regimes we show…

Probability · Mathematics 2024-09-25 Konstantinos Dareiotis , Máté Gerencsér

We obtain a sharp limit H\"older continuity of the solution for the transport equations thanks to a vanishing viscosity analysis. We also derive the same control for parabolic equations and for inviscid Burgers' equation. Eventually, under…

Analysis of PDEs · Mathematics 2024-11-20 Igor Honoré

We construct solutions to Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods.…

Probability · Mathematics 2016-06-02 Martin Hairer , Hendrik Weber

We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizontal and vertical derivatives.

Probability · Mathematics 2020-01-30 Anna Ananova

We consider nonlinear parabolic evolution equations of the form $\partial_{t}u=F(t,x,Du,D^{2}u) $, subject to noise of the form $H(x,Du) \circ dB$ where $H$ is linear in $Du$ and $\circ dB$ denotes the Stratonovich differential of a…

Analysis of PDEs · Mathematics 2010-11-09 Michael Caruana , Peter Friz , Harald Oberhauser

Motivated by the recent advances in the theory of stochastic partial differential equations involving nonlinear functions of distributions, like the Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of one-dimensional…

Probability · Mathematics 2015-03-09 François Delarue , Roland Diel

We study the Navier-Stokes equations with transport noise in critical function spaces. Assuming the initial data belongs to $H^{1/2}$ almost surely, we establish the existence and uniqueness of a local-in-time probabilistically strong…

Probability · Mathematics 2025-11-07 Mustafa Sencer Aydın , Fanhui Xu

We consider the stochastic transport equation with a possibly unbounded H\"older continuous vector field. Well-posedness is proved, namely, we show existence, uniqueness and strong stability of W^{1,p}-weak solutions.

Analysis of PDEs · Mathematics 2018-07-03 David A. C. Mollinedo

We introduce a rough perturbation of the Navier-Stokes system and justify its physical relevance from balance of momentum and conservation of circulation in the inviscid limit. We present a framework for a well-posedness analysis of the…

Probability · Mathematics 2019-04-22 Martina Hofmanova , James-Michael Leahy , Torstein Nilssen

We prove existence and uniqueness results for (mild) solutions to some non-linear parabolic evolution equations with a rough forcing term. Our method of proof relies on a careful exploitation of the interplay between the spatial and time…

Probability · Mathematics 2009-11-03 Thomas Cass , Zhongmin Qian , Jan Tudor

We consider the problem of regularization by noise for the three dimensional magnetohydrodynamical (3D MHD) equations. It is shown that, in a suitable scaling limit, multiplicative noise of transport type gives rise to bounds on the…

Probability · Mathematics 2022-11-22 Dejun Luo

We propose a theory of linear differential equations driven by unbounded operator-valued rough signals. As an application we consider rough linear transport equations and more general linear hyperbolic symmetric systems of equations driven…

Analysis of PDEs · Mathematics 2017-06-27 I. Bailleul , M. Gubinelli

Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H$ when $H \in (1/3, 1/2]$.

Probability · Mathematics 2024-08-27 Francesco C. De Vecchi , Luca M. Giordano , Daniela Morale , Stefania Ugolini

The equation of motion of a general class of macroscopic traffic flow models is linearized around a steady uniform flow. A closed-form solution of a boundary-initial value problem is obtained, and it is used to describe several phenomena.…

Physics and Society · Physics 2015-04-10 Tal Cohen , Rohan Abeyaratne

We study the mean curvature flow with given non-smooth transport term and forcing term, in suitable Sobolev spaces. We prove the global existence of the weak solutions for the mean curvature flow with the terms, by using the modified…

Analysis of PDEs · Mathematics 2019-10-16 Keisuke Takasao

Strong existence and pathwise uniqueness of solutions with $L^{\infty}$-vorticity of 2D stochastic Euler equations is proved. The noise is multiplicative and involves first derivatives. A Lagrangian approach is implemented, where a…

Probability · Mathematics 2016-09-09 Zdzisław Brzeźniak , Franco Flandoli , Mario Maurelli