Related papers: Weak solutions to gamma-driven stochastic differen…
In this paper, we investigate the well-posedness of weak solutions to the time-fractional Fokker-Planck equation. Its dynamics is governed by anomalous diffusion, and we consider the most general case of space-time dependent forces.…
In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral methods. Moreover, we give a stochastic representation of…
The existence of suitable weak solutions of 3D Navier-Stokes equations, driven by a random body force, is proved. These solutions satisfy a local balance of energy. Moreover it is proved also the existence of a statistically stationary…
Granular systems present surprisingly complicated dynamics. In particular, nonlinear interactions and energy dissipation play important roles in these dynamics. Usually, constant coefficients of restitution are introduced phenomenologically…
In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…
A new weak existence result for degenerate multi-dimensional stochastic McKean--Vlasov equation is established under relaxed regularity conditions.
To verify theoretical results it is sometimes important to use a numerical example where the solution has a particular regularity. The paper describes one approach to construct such examples. It is based on the regularity theory for…
We introduce the notion of duality solution for the hard-congestion model on the real line, and additionally prove an existence result for this class of solutions. Our study revolves around the analysis of a generalised Aw-Rascle system,…
The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
Stochastic averaging problems with Gaussian forcing have been studied thoroughly for many years, but far less attention has been paid to problems where the stochastic forcing has infinite variance, such as an {\alpha}-stable noise forcing.…
A machine learning technique is proposed for quantifying uncertainty in power system dynamics with spatiotemporally correlated stochastic forcing. We learn one-dimensional linear partial differential equations for the probability density…
In this note we consider differential equations driven by a signal $x$ which is $\gamma$-H\"older with $\gamma>1/3$, and is assumed to possess a lift as a rough path. Our main point is to obtain existence of solutions when the coefficients…
Methods of Lie group analysis of differential equations are extended to weak solutions of (linear and nonlinear) PDEs, where the term ``weak solution'' comprises the following settings: (a) Distributional solutions. (b) Solutions in…
We consider a non-linear, one-dimensional wave equation system with finite-dimensional stochastic driving terms and with weak dissipation. A stationary process that solves the system is used to model steady-state non-equilibrium heat flow…
For a mixed stochastic differential equation containing both Wiener process and a H\"older continuous process with exponent $\gamma>1/2$, we prove a stochastic viability theorem. As a consequence, we get a result about positivity of…
We are concerned with the Cahn-Hilliard/Navier-Stokes equations for the stationary compressible flows in a three-dimensional bounded domain. The governing equations consist of the stationary Navier-Stokes equations describing the…
In this paper we give a first attempt to define and study stable distributions with respect to the weak generalized convolution, focusing our attention on the symmetric weakly stable distribution. As in the case of the classical…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
In this paper, the system of particles coupled with fluid is considered. The particles are described by a Vlasov equation, and the fluid is governed by a forced Navier-Stokes equations. The interaction with fluid phase governed by…