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We consider the Navier--Stokes equations for compressible heat-conducting ideal polytropic gases in a bounded annular domain when the viscosity and thermal conductivity coefficients are general smooth functions of temperature. A…
We study linear stochastic partial differential equations of parabolic type with non-local in time or mixed in time boundary conditions. The standard Cauchy condition at the terminal time is replaced by a condition that mixes the random…
In this paper, we prove the existence of martingale solutions to the stochastic heat equation taking values in a Riemannian manifold, which admits Wiener (Brownian bridge) measure on the Riemannian path (loop) space as an invariant measure…
We consider the Lorenz equations, a system of three dimensional ordinary differential equations modeling atmospheric convection. These equations are chaotic and hard to study even numerically, and so a simpler "geometric model" has been…
We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…
For the natural initial conditions $L^1$ in the density field (more generally a positive bounded Radon measure) and $L^\infty$ in the velocity field we obtain global approximate solutions to the Cauchy problem for the 3-D systems of…
We prove a well-posedness result for stochastic Allen-Cahn type equations in a bounded domain coupled with generic boundary conditions. The (nonlinear) flux at the boundary aims at describing the interactions with the hard walls and is…
Analyzing complex fluid flow problems that involve multiple coupled domains, each with their respective set of governing equations, is not a trivial undertaking. Even more complicated is the elaborate and tedious task of specifying the…
Absorbing boundary conditions are presented for three-dimensional time-dependent Schr\"odinger-type of equations as a means to reduce the cost of the quantum-mechanical calculations. The boundary condition is first derived from a…
We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for these equations, the attraction surfaces exist. For these…
We formulate the stochastic differential equations for non-linear hydrodynamic fluctuations. The equations incorporate the random forces through a random stress tensor and random heat flux as in the Landau and Lifshitz theory. However, the…
The present work is devoted to the study of a boundary value problem for second order linear differential equation set on singular cylindrical domain. This problem can be regarded via a natural change of variables as an elliptic abstract…
A formulation of the boundary integral method for solving partial differential equations has been developed whereby the usual weakly singular integral and the Cauchy principal value integral can be removed analytically. The broad…
Maximally dissipative boundary conditions are applied to the initial-boundary value problem for Einstein's equations in harmonic coordinates to show that it is well-posed for homogeneous boundary data and for boundary data that is small in…
The three-dimensional baroclinic quasigeostrophic flow model has been widely used to study basic mechanisms in oceanic flows and climate dynamics. In this paper, we consider this flow model under random wind forcing and time-periodic…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
In this paper, we consider the initial-boundary value problem of the three-dimensional primitive equations for oceanic and atmospheric dynamics with only horizontal viscosity and horizontal diffusivity. We establish the local, in time,…
A nonlinear divergence parabolic equation with dynamic boundary conditions of Wentzell type is studied. The existence and uniqueness of a strong solution is obtained as the limit of a finite difference scheme, in the time dependent case and…
In regards to the initial-boundary value problem of the Einstein equations, we argue that the projection of the Einstein equations along the normal to the boundary yields necessary and appropriate boundary conditions for a wide class of…
We study the existence and uniqueness of Lp-bounded mild solutions for a class ofsemilinear stochastic evolutions equations driven by a real L\'evy processes withoutGaussian component not square integrable for instance the stable process…