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Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…

Probability · Mathematics 2018-10-05 Christian Kuehn , Alexandra Neamtu

This work is devoted to examine the uniqueness and existence of kinetic solutions for a class of scalar conservation laws involving a nonlocal super-critical diffusion operator. Our proof for uniqueness is based upon the analysis on a…

Analysis of PDEs · Mathematics 2017-05-01 Jinlong Wei , Jinqiao Duan , Guangying Lv

We consider the variational wave equation in one-dimensional space with stochastic forcing by an additive noise. Blow-up of local smooth solutions is established, and global existence is proved in the class of weak martingale solutions.

Analysis of PDEs · Mathematics 2024-09-30 Billel Guelmame , Julien Vovelle

In this work we present a rather general approach to approximate the solutions of nonlocal conservation laws. In a first step, we approximate the nonlocal term with an appropriate quadrature rule applied to the spatial discretization. Then,…

Numerical Analysis · Mathematics 2024-05-13 Jan Friedrich , Sanjibanee Sudha , Samala Rathan

This article is devoted to the well-posedness of the stochastic compressible Navier Stokes equations. We establish the global existence of an appropriate class of weak solutions emanating from large inital data, set within a bounded domain.…

Analysis of PDEs · Mathematics 2015-04-07 Scott Smith

We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…

Probability · Mathematics 2025-10-28 Miloš Japundžić , Danijela Rajter-Ćirić

In this paper, we propose a coupled system describing the interaction between the Relativistic Cucker-Smale model and the incompressible Navier-Stokes equations via a drag force, and establish a global existence theory as well as the…

Analysis of PDEs · Mathematics 2025-03-18 Shenglun Yan , Weiyuan Zou

We develop a Lagrangian approach to conservation-law anomalies in weak solutions of inviscid Burgers equation, motivated by previous work on the Kraichnan model of turbulent scalar advection. We show that the entropy solutions of Burgers…

Mathematical Physics · Physics 2017-10-06 Gregory L. Eyink , Theodore D. Drivas

In this paper, we study the stochastic degenerate Keller-Segel system perturbed by linear multiplicative noise in a bounded domain $\mathcal{O}$. We establish the global existence of martingale solutions for this model with any nonnegative…

Analysis of PDEs · Mathematics 2025-02-28 Jinhuan Wang , Qian Li , Hui Huang

In this paper we address an open question formulated in [17]. That is, we extend the It{\^o}-Tanaka trick, which links the time-average of a deterministic function f depending on a stochastic process X and F the solution of the…

Probability · Mathematics 2015-09-07 Romain Duboscq , Anthony Réveillac

In this paper, we consider a scalar stochastic balance law and gain the existence for stochastic entropy solutions. Our proof relies on the BGK approximation and the generalized It\^{o} formula. Moreover, as an application, we derive the…

Analysis of PDEs · Mathematics 2016-11-24 Jinlong Wei , Liang Ding , Bin Liu

Under suitable assumptions of regularity and non-degeneracy on the covariance of the driving additive noise, any Markov solution to the stochastic Navier-Stokes equations has an associated generator of the diffusion and is the unique…

Probability · Mathematics 2009-02-10 Marco Romito

In this paper we prove global existence of weak solutions, their regularization, and relaxation for large data for a broad class of Fokker-Planck-Alignment models which appear in collective dynamics. The main feature of these results, as…

Analysis of PDEs · Mathematics 2026-02-19 R. Shvydkoy

We study the small mass limit of the equation describing planar motion of a charged particle of a small mass $\mu$ in a force field, containing a magnetic component, perturbed by a stochastic term. We regularize the problem by adding a…

Probability · Mathematics 2020-07-15 Sandra Cerrai , Jan Wehr , Yichun Zhu

We study the mean field limit of a rank-based model with common noise, which arises as an extension to models for the market capitalization of firms in stochastic portfolio theory. We show that, under certain conditions on the drift and…

Probability · Mathematics 2024-06-12 Mykhaylo Shkolnikov , Lane Chun Yeung

In the first part of this work, we establish the existence and uniqueness of a local mild solution to the deterministic convective Brinkman-Forchheimer (CBF) equations defined on the whole space, by using properties of the heat semigroup…

Probability · Mathematics 2021-02-03 Manil T. Mohan

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

Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…

Numerical Analysis · Mathematics 2013-06-04 Maziar Raissi , Padmanabhan Seshaiyer

We study the Navier-Stokes equations governing the motion of isentropic compressible fluid in three dimensions driven by a multiplicative stochastic forcing. In particular, we consider a stochastic perturbation of the system as a function…

Analysis of PDEs · Mathematics 2017-01-03 Dominic Breit , Martina Hofmanová

We consider a locally regulated spatial population model introduced by Bolker and Pacala. Based on the deterministic approximation studied by Fournier and M\'el\'eard, we prove that the fluctuation theorem holds under some mild moment…

Probability · Mathematics 2014-11-11 Mladen Savov , Shidong Wang
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