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In this paper, we propose a weak formulation of the singular diffusion equation subject to the dynamic boundary condition. The weak formulation is based on a reformulation method by an evolution equation including the subdifferential of a…

Analysis of PDEs · Mathematics 2017-05-09 Ryota Nakayashiki , Ken Shirakawa

An approach to stochastic evolution equations based on a simple generalization of known embedding theorems is presented. It allows for the inclusion of problems which have nonlinear non monotone operators. This is used to discuss the…

Probability · Mathematics 2013-03-15 Kenneth L. Kuttler , Ji Li

We provide a framework for studying the expansion rate of the image of a bounded set under a flow in Euclidean space and apply it to stochastic differential equations (SDEs for short) with singular coefficients. If the singular drift of the…

Probability · Mathematics 2024-04-30 Chengcheng Ling , Michael Scheutzow

Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…

Probability · Mathematics 2024-09-30 István Gyöngy , Nicolai V. Krylov

In this paper, we provide a general framework for investigating McKean-Vlasov stochastic partial differential equations. We first show the existence of weak solutions by combining the localizing approximation, Faedo-Galerkin technique,…

Probability · Mathematics 2025-08-12 Wei Hong , Shihu Li , Wei Liu

Sampling invariant distributions from an It\^o diffusion process presents a significant challenge in stochastic simulation. Traditional numerical solvers for stochastic differential equations require both a fine step size and a lengthy…

Machine Learning · Computer Science 2025-06-06 Zhiqiang Cai , Yu Cao , Yuanfei Huang , Xiang Zhou

Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity…

Probability · Mathematics 2022-04-20 Sima Mehri , Erfan Salavati , Bijan Z. Zangeneh

In this paper, we consider directed polymers in random environment with long range jumps in discrete space and time. We extend to this case some techniques, results and classifications known in the usual short range case. However, some…

Probability · Mathematics 2007-05-23 Francis Comets

We propose a fairly simple and natural extension of Stollmann's lemma to correlated random variables. This extension allows (just as the original Stollmann's lemma does) to obtain Wegner-type estimates even in some problems of spectral…

Mathematical Physics · Physics 2007-05-23 Victor Tchoulaevski

We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate…

Probability · Mathematics 2018-09-07 Mireille Bossy , Jean Francois Jabir

Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…

Probability · Mathematics 2014-12-03 Weining Kang , Kavita Ramanan

The existence of a random attractor for the stochastic FitzHugh-Nagumo system defined on an unbounded domain is established. The pullback asymptotic compactness of the stochastic system is proved by uniform estimates on solutions for large…

Analysis of PDEs · Mathematics 2008-06-03 Bixiang Wang

Using the generalized variational framework, the strong/weak existence and uniqueness of solutions are derived for a class of distribution dependent stochastic porous media equations on general measure spaces, which also extends the…

Probability · Mathematics 2023-03-16 Jingyue Gao , Wei Hong , Wei Liu

The weak-strong uniqueness of solutions to a broad class of cross-diffusion systems with volume filling is established. In general, the diffusion matrices are neither symmetric nor positive definite. This issue is overcome by supposing that…

Analysis of PDEs · Mathematics 2025-10-01 Maria Heitzinger , Ansgar Jüngel

In this paper, a combination of Galerkin's method and Dafermos' transformation is first used to prove the existence and uniqueness of solutions for a class of stochastic nonlocal PDEs with long time memory driven by additive noise. Next,…

Dynamical Systems · Mathematics 2025-01-10 Jiaohui Xu , Tomás Caraballo , José Valero

We study the full Navier--Stokes--Fourier system governing the motion of a general viscous, heat-conducting, and compressible fluid subject to stochastic perturbation. Stochastic effects are implemented through (i) random initial data, (ii)…

Analysis of PDEs · Mathematics 2017-10-31 Dominic Breit , Eduard Feireisl

A succesful method to describe the asymptotic behavior of a discrete time stochastic process governed by some recursive formula is to relate it to the limit sets of a well chosen mean differential equation. Under an attainability condition,…

Probability · Mathematics 2011-01-19 Mathieu Faure , Gregory Roth

We consider the evolution of weak vanishing viscosity solutions to the critically dissipative surface quasi-geostrophic equation. Due to the possible non-uniqueness of solutions, we rephrase the problem as a set-valued dynamical system and…

Analysis of PDEs · Mathematics 2015-12-29 Michele Coti Zelati , Piotr Kalita

We consider a generalized alpha-type model in the whole three-dimensional space and driven by a stationary (time-independent) external force. This model contains as particular cases some relevant equations of the fluid dynamics, among them…

Analysis of PDEs · Mathematics 2024-01-02 Oscar Jarrin