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Given a stochastic differential equation with path-dependent coefficients driven by a multidimensional Wiener process, we show that the support of the law of the solution is given by the image of the Cameron-Martin space under the flow of…

Probability · Mathematics 2019-09-05 Rama Cont , Alexander Kalinin

In this paper we consider the (simplified) 3-dimensional primitive equations with \emph{physical boundary conditions}. We show that the equations with constant forcing have a bounded absorbing ball in the $H^1$-norm and that a solution to…

Mathematical Physics · Physics 2011-11-08 Lawrence Christopher Evans , Robert Gastler

We consider a mixed stochastic differential equation driven by possibly dependent fractional Brownian motion and Brownian motion. Under mild regularity assumptions on the coefficients, it is proved that the equation has a unique solution.

Probability · Mathematics 2011-11-09 Yuliya Mishura , Georgiy Shevchenko

We study the equations of motion for a barotropic fluid in spherical symmetric flow. Making use of the Riemann invariants we consider the characteristic form of these equations. In a first part, we show that the resulting constraint…

Analysis of PDEs · Mathematics 2016-03-08 André Lisibach

This paper is concerned with $3$-D stochastic Euler-Poisson equations with insulating boundary conditions forced by the Wiener process. We first establish the global existence and uniqueness of the solution to the system, then we prove that…

Analysis of PDEs · Mathematics 2025-02-18 Yachun Li , Ming Mei , Lizhen Zhang

A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…

Geophysics · Physics 2017-05-31 Valentin Resseguier , Etienne Mémin , Bertrand Chapron

We discuss a class of stochastic second-order PDEs in one space-dimension with an inner boundary moving according to a possibly non-linear, Stefan-type condition. We show that proper separation of phases is attained, i.e., the solution…

Probability · Mathematics 2018-01-17 Martin Keller-Ressel , Marvin S. Mueller

A version of model is proposed, which is aimed for getting parameters of the atmospheric layer and upper water layer with account of the wind-wave state. The dynamics of the atmospheric boundary layer is realized in version of papers [1,…

Atmospheric and Oceanic Physics · Physics 2011-08-12 Vladislav Polnikov , Iliya Kabatchenko

Consider the primitive equations on $\R^2\times (z_0,z_1)$ with initial data $a$ of the form $a=a_1+a_2$, where $a_1 \in BUC_\sigma(\R^2;L^1(z_0,z_1))$ and $a_2 \in L^\infty_\sigma(\R^2;L^1(z_0,z_1))$ and where $BUC_\sigma(L^1)$ and…

Analysis of PDEs · Mathematics 2025-02-27 Yoshikazu Giga , Mathis Gries , Matthias Hieber , Amru Hussein , Takahito Kashiwabara

In this article we prove new results regarding the existence and the uniqueness of global variational solutions to Neumann initial-boundary value problems for a class of non-autonomous stochastic parabolic partial differential equations.…

Analysis of PDEs · Mathematics 2018-06-29 Marco Dozzi , Rim Touibi , Pierre-A Vuillermot

Stochastic hydrodynamics is a central tool in the study of first order phase transitions at a fundamental level. Combined with sophisticated free energy models, e.g. as developed in classical Density Functional Theory, complex processes…

Statistical Mechanics · Physics 2025-08-08 James F. Lutsko

We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued \Levy noise and integration kernels may have non-linear dependence on the current state…

Probability · Mathematics 2020-07-22 Fred Espen Benth , Nils Detering , Paul Kruehner

We establish the existence and uniqueness of pathwise strong solutions to the stochastic 3D primitive equations with only horizontal viscosity and diffusivity driven by transport noise on a cylindrical domain $M=(-h,0) \times G$, $G\subset…

Probability · Mathematics 2021-09-30 Martin Saal , Jakub Slavík

In many cases, groundwater flow in an unconfined aquifer can be simplified to a one-dimensional Sturm-Liouville model of the form: \begin{equation*} x''(t)+\lambda x(t)=h(t)+\varepsilon f(x(t)),\hspace{.1in}t\in(0,\pi) \end{equation*}…

Analysis of PDEs · Mathematics 2021-03-18 D. Maroncelli , E. Collins

We study the well-posedness of the primitive equations for the ocean and atmosphere on two particular domains : a bounded domain $\Omega_1 := (-1, 1)^3$ with periodic boundary conditions and the strip $\Omega_2 := \mathbb{R}^2 \times (-1,…

Analysis of PDEs · Mathematics 2024-06-04 Valentin Lemarié

We present a method to impose linear shear flow in discrete-velocity kinetic models of hydrodynamics through the use of sliding periodic boundary conditions. Our method is derived by an explicit coarse-graining of the Lees-Edwards boundary…

Soft Condensed Matter · Physics 2007-05-23 R. Adhikari , J. -C. Desplat , K. Stratford

We establish the first existence and uniqueness result for mild solutions of abstract stochastic evolution equations driven by arbitrary cylindrical L\'evy processes in Hilbert spaces. The coefficients are assumed to satisfy global…

Probability · Mathematics 2026-05-14 Gergely Bodó , Sonja Cox , Adam Jakubowski , Markus Riedle

In this work, we study the well-posedness of the primitive equations for the ocean and the atmosphere on two specific domains: a bounded domain $\Omega_1\mathrel{\mathop:}=(-1,1)^3$ with periodic boundary conditions, and the strip…

Analysis of PDEs · Mathematics 2025-07-11 Valentin Lemarié

We study a stochastic process $X_t$ related to the Bessel and the Rayleigh processes, with various applications in physics, chemistry, biology, economics, finance and other fields. The stochastic differential equation is $dX_t = (nD/X_t) dt…

Statistical Mechanics · Physics 2013-03-19 Edgar Martin , Ulrich Behn , Guido Germano

We establish the existence and uniqueness of both local martingale and local pathwise solutions of an abstract nonlinear stochastic evolution system. The primary application of this abstract framework is to infer the local existence of…

Analysis of PDEs · Mathematics 2015-05-19 Arnaud Debussche , Nathan Glatt-Holtz , Roger Temam