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We discuss the ergodic properties of quasi-Markovian stochastic differential equations, providing general conditions that ensure existence and uniqueness of a smooth invariant distribution and exponential convergence of the evolution…

Probability · Mathematics 2018-11-13 Benedict Leimkuhler , Matthias Sachs

We establish the existence, uniqueness and exponential attraction properties of an invariant measure for the MHD equations with degenerate stochastic forcing acting only in the magnetic equation. The central challenge is to establish time…

Probability · Mathematics 2020-03-17 Xuhui Peng , Jianhua Huang , Yan Zheng

In this paper, we address the long time behaviour of solutions of the stochastic Schrodinger equation in $\mathbb{R}^d$. We prove the existence of an invariant measure and establish asymptotic compactness of solutions, implying in…

Analysis of PDEs · Mathematics 2016-05-09 Ibrahim Ekren , Igor Kukavica , Mohammed Ziane

We introduce a class of one dimensional deterministic models of energy-volume conserving interfaces. Numerical simulations show that these dynamics are genuinely super-diffusive. We then modify the dynamics by adding a conservative…

Statistical Mechanics · Physics 2015-05-28 Cédric Bernardin , Gabriel Stoltz

Wright's delay differential equation is one of the prime examples of a fully nonlinear equation without an explicit solution and whose dynamics can be understood by analytic means. In this paper, we introduce stochastic perturbations by…

Probability · Mathematics 2026-05-12 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

In this article, we study Stochastic mass critical nonlinear Schr\"odinger equations with a multiplicative noise in 3D with a slight time decay ($\langle t \rangle^{-\epsilon}$), and prove associated space-time bound and scattering…

Analysis of PDEs · Mathematics 2020-10-22 Chenjie Fan , Zehua Zhao

We calculate the stochastic upper bounds for the Lorenz equations using an extension of the background method. In analogy with Rayleigh-B\'enard convection the upper bounds are for heat transport versus Rayleigh number. As might be…

Chaotic Dynamics · Physics 2020-07-06 Sahil Agarwal , J. S. Wettlaufer

In a multidimensional infinite layer bounded by two hyperplanes, the Poisson equation with the polynomial right-hand side is considered. It is shown that the Dirichlet boundary value problem and the mixed Dirichlet-Neumann boundary value…

Mathematical Physics · Physics 2017-10-17 Oleg D. Algazin

We study a BGK-like approximation to hyperbolic conservation laws forced by a multiplicative noise. First, we make use of the stochastic characteristics method and establish the existence of a solution for any fi xed parameter…

Analysis of PDEs · Mathematics 2013-05-29 Martina Hofmanova

We consider multidimensional conservation laws perturbed by multiplicative L\'{e}vy noise. We establish existence and uniqueness results for entropy solutions. The entropy inequalities are formally obtained by the It\^{o}-L\'{e}vy chain…

Analysis of PDEs · Mathematics 2014-06-10 Imran H. Biswas , Kenneth H. Karlsen , Ananta K. Majee

In this paper, we show the existence and uniqueness of a strong solution to stochastic 3D tamed Navier-Stokes equations driven by multiplicative Levy noise with periodic boundary conditions. Then we establish the large deviation principles…

Probability · Mathematics 2020-02-24 Zhao Dong , Rangrang Zhang

We prove the existence and uniqueness of solutions to a class of stochastic scalar conservation laws with joint space-time transport noise and affine-linear noise driven by a geometric p-rough path. In particular, stability of the solutions…

Analysis of PDEs · Mathematics 2014-03-27 Peter K. Friz , Benjamin Gess

We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…

Analysis of PDEs · Mathematics 2016-01-20 Paola Mannucci , Claudio Marchi , Nicoletta Tchou

We present a simple discretization by radial basis functions for the Poisson equation with Dirichlet boundary condition. A Lagrangian multiplier using piecewise polynomials is used to accommodate the boundary condition. This simplifies…

Numerical Analysis · Mathematics 2013-02-11 Norbert Heuer , Thanh Tran

We consider an electrodiffusion model that describes the intricate interplay of multiple ionic species with a two-dimensional, incompressible, viscous fluid subjected to stochastic additive noise. This system involves nonlocal nonlinear…

Analysis of PDEs · Mathematics 2023-11-01 Elie Abdo , Ruimeng Hu , Quyuan Lin

We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…

Numerical Analysis · Mathematics 2024-12-20 Jerome Droniou , Kim-Ngan Le , Jörn Wichmann

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

Analysis of PDEs · Mathematics 2012-05-08 Nathan E. Glatt-Holtz , Vlad C. Vicol

We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure…

Numerical Analysis · Mathematics 2020-06-09 Xiaobing Feng , Andreas Prohl , Liet Vo

Symmetry properties of conservation laws of partial differential equations are developed by using the general method of conservation law multipliers. As main results, simple conditions are given for characterizing when a conservation law…

Mathematical Physics · Physics 2016-12-21 Stephen C. Anco

We study stochastically forced semilinear parabolic PDE's of the Ginzburg-Landau type. The class of forcings considered are white noises in time and colored smooth noises in space. Existence of the dynamics in $L^\infty$, as well as…

Chaotic Dynamics · Physics 2009-10-31 J. -P. Eckmann , M. Hairer