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In this paper we prove several results related to the existence and uniqueness of solution to coupled highly nonlinear stochastic partial differential equations (PDEs). These equations are motivated by the dynamics of nematic liquid…

Probability · Mathematics 2016-10-05 Zdzislaw Brzeźniak , Erika Hausenblas , Paul Razafimandimby

By departing from the previous attempt (Phys. Rev. {\bf E 51}, 4114, (1995)) we give a detailed construction of conditional and perturbed Markov processes, under the assumption that the Cauchy law of probability replaces the Gaussian law…

Mathematical Physics · Physics 2015-06-26 P. Garbaczewski , R. Olkiewicz

In this paper we develop an existence theory for the Cauchy problem to the stochastic Hunter-Saxton equatio, and prove several properties of the blow-up of its solutions. An important part of the paper is the continuation of solutions to…

Analysis of PDEs · Mathematics 2022-10-18 Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

We study the long time statistics of a two-dimensional Hamiltonian system in the presence of Gaussian white noise. While the original dynamics is known to exhibit finite time explosion, we demonstrate that under the impact of the stochastic…

Probability · Mathematics 2025-08-06 Hung D. Nguyen , Lekun Wang

We analyse the effect of a generic continuous additive perturbation to the well-posedness of ordinary differential equations. Genericity here is understood in the sense of prevalence. This allows us to discuss these problems in a setting…

Classical Analysis and ODEs · Mathematics 2020-12-15 Lucio Galeati , Massimiliano Gubinelli

Effect of noise in inducing order on various chaotically evolving systems is reviewed, with special emphasis on systems consisting of coupled chaotic elements. In many situations it is observed that the uncoupled elements when driven by…

chao-dyn · Physics 2015-06-24 Manojit Roy , R. E. Amritkar

In this article, we consider a novel version of three-dimensional (3D) globally modified Navier-Stokes (GMNS) system introduced by [Caraballo et. al., Adv. Nonlinear Stud. (2006), 6:411-436], which is very significant from the perspective…

Probability · Mathematics 2026-02-24 Kush Kinra , Manil T. Mohan

We study the stochastic effect on the three-dimensional inviscid primitive equations (PEs, also called the hydrostatic Euler equations). Specifically, we consider a larger class of noises than multiplicative noises, and work in the analytic…

Analysis of PDEs · Mathematics 2022-07-06 Ruimeng Hu , Quyuan Lin

In the first part of the note we analyze the long time behaviour of a two dimensional stochastic Navier--Stokes equations system on a torus with a degenerate, one dimensional noise. In particular, for some initial data and noises we…

Probability · Mathematics 2021-08-27 Z. Brzeźniak , T. Komorowski , S. Peszat

For random matrix models, the parameter estimation based on the traditional likelihood functions is not straightforward in particular when we have only one sample matrix. We introduce a new parameter optimization method for random matrix…

Machine Learning · Statistics 2021-06-07 Tomohiro Hayase

We establish the existence and uniqueness of local strong pathwise solutions to the stochastic Boussinesq equations with partial diffusion term forced by multiplicative noise on the torus in $\mathbb{R}^{d},d=2,3$. The solution is strong in…

Analysis of PDEs · Mathematics 2020-09-25 Zhaoyang Qiu , Yanbin Tang

In this paper, we prove the existence of a unique maximal local strong solutions to a stochastic system for both 2D and 3D penalised nematic liquid crystals driven by multiplicative Gaussian noise. In the 2D case, we show that this solution…

Analysis of PDEs · Mathematics 2020-04-06 Zdzislaw Brzezniak , Erika Hausenblas , Paul Razafimandimby

How predictable are turbulent flows? Here we use theoretical estimates and shell model simulations to argue that Eulerian spontaneous stochasticity, a manifestation of the non-uniqueness of the solutions to the Euler equation that is…

Fluid Dynamics · Physics 2024-02-20 Dmytro Bandak , Alexei Mailybaev , Gregory L. Eyink , Nigel Goldenfeld

We study the isentropic compressible Euler equations in multi-dimensions with stochastic perturbation of transport type. On the one hand, this is motivated by the physical modelling in turbulence theory. On the other hand, it has been shown…

Analysis of PDEs · Mathematics 2025-11-26 Richard Boadi , Dominic Breit , Thamsanqa Castern Moyo

By employing a suitable multiplicative It\^o noise with radial structure and with more than linear growth, we show the existence of a unique, global-in-time, strong solution for the stochastic Euler equations in two and three dimensions.…

Probability · Mathematics 2025-05-30 Marco Bagnara , Mario Maurelli , Fanhui Xu

This paper investigates in depth how stochastic perturbations affect the integrable structure of Hamiltonian systems and develops a KAM theory for stochastic Hamiltonian dynamics, in the sense of the most probable path. We first derive the…

Dynamical Systems · Mathematics 2026-05-20 Xinze Zhang , Yong Li

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

This paper investigates the long-time dynamics of solutions for an abstract nonlinear stochastic hydrodynamic-type equation driven by multiplicative L\'{e}vy noise. The framework encompasses several key hydrodynamical models, including the…

Probability · Mathematics 2026-04-24 Jiangwei Zhang

This paper is concerned with the Cauchy problem of the two-dimensional MHD system with magnetic diffusion. It was proved that the MHD equations have a unique global strong solution around the equilibrium state $(0, e_1)$. Furthermore, the…

Analysis of PDEs · Mathematics 2020-09-10 Zhouyu Li , Pan Liu , Pengcheng Niu

We consider the Navier-Stokes system in three dimensions perturbed by a transport noise which is sufficiently smooth in space and rough in time. The existence of a weak solution was proved recently, however, as in the deterministic setting…

Analysis of PDEs · Mathematics 2024-04-16 Jorge Cardona , Martina Hofmanova , Torstein Nilssen , Nimit Rana