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Related papers: Flow equation approach to singular stochastic PDEs

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We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…

Analysis of PDEs · Mathematics 2011-04-27 E. Priola , A. Shirikyan , L. Xu , J. Zabczyk

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…

Numerical Analysis · Mathematics 2020-01-01 Antoine Tambue , Jean Daniel Mukam

Consider an infinite system \[\partial_tu_t(x)=(\mathscr{L}u_t)(x)+ \sigma\bigl(u_t(x)\bigr)\partial_tB_t(x)\] of interacting It\^{o} diffusions, started at a nonnegative deterministic bounded initial profile. We study local and global…

Probability · Mathematics 2015-09-10 Nicos Georgiou , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu

In this paper, we investigate the global behaviors of solutions to defocusing semilinear wave equations in $\mathbb{R}^{1+d}$ with $d\geq 3$. We prove that in the energy space the solution verifies the integrated local energy decay…

Analysis of PDEs · Mathematics 2019-08-05 Shiwu Yang

In this article, we establish the \textsl{Wong-Zakai approximation} result for a class of stochastic partial differential equations (SPDEs) with fully local monotone coefficients perturbed by a multiplicative Wiener noise. This class of…

Probability · Mathematics 2024-04-23 Ankit Kumar , Kush Kinra , Manil T. Mohan

In this paper, we investigate the existence and finite-time blow-up for the solution of a reaction-diffusion system of semilinear stochastic partial differential equations (SPDEs) subjected to a two-dimensional fractional Brownian motion…

Analysis of PDEs · Mathematics 2024-05-28 S. Sankar , Manil T. Mohan , S. Karthikeyan

We consider nonlinear parabolic SPDEs of the form $\partial_t u=-(-\Delta)^{\alpha/2} u + b(u) +\sigma(u)\dot w$, where$\dot w$ denotes space-time white noise. The functions $b$ and $\sigma$ are both locally Lipschitz continuous. Under some…

Probability · Mathematics 2012-08-23 Mohammud Foondun , Rana Parshad

Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…

Probability · Mathematics 2016-11-08 Oleg Butkovsky , Leonid Mytnik

We introduce the notion of pathwise entropy solutions for a class of degenerate parabolic-hyperbolic equations with non-isotropic nonlinearity and fluxes with rough time dependence and prove their well-posedness. In the case of Brownian…

Analysis of PDEs · Mathematics 2020-06-18 Benjamin Gess , Panagiotis E. Souganidis

The aim of this article is to study the limiting behavior of the solutions for the scaled generalized Euler equations of compressible fluid flow. When the initial data is of Riemann type, we showed the existence of solution which consists…

Analysis of PDEs · Mathematics 2019-07-17 Manas Ranjan Sahoo , Abhrojyoti Sen

We study the renormalization group flow of $\mathbb{Z}_2$-invariant supersymmetric and non-supersymmetric scalar models in the local potential approximation using functional renormalization group methods. We focus our attention to the fixed…

High Energy Physics - Theory · Physics 2015-10-28 Tobias Hellwig , Andreas Wipf , Omar Zanusso

We consider the question of global existence of small, smooth, and localized solutions of a certain fractional semilinear cubic NLS in one dimension, $$i\partial_t u - \Lambda u = c_0{|u|}^2 u + c_1 u^3 + c_2 u \bar{u}^2 + c_3 \bar{u}^3,…

Analysis of PDEs · Mathematics 2012-09-25 Alexandru D. Ionescu , Fabio Pusateri

We study the gradient-flow structure of a non-Newtonian thin film equation with power-law rheology. The equation is quasilinear, of fourth order and doubly-degenerate parabolic. By adding a singular potential to the natural Dirichlet…

Analysis of PDEs · Mathematics 2023-01-26 Peter Gladbach , Jonas Jansen , Christina Lienstromberg

The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…

Probability · Mathematics 2022-12-27 Ankit Kumar , Manil T. Mohan

We give a survey of recent result regarding scaling limits of systems from statistical mechanics, as well as the universality of the behaviour of such systems in so-called cross-over regimes. It transpires that some of these universal…

Probability · Mathematics 2018-03-09 Martin Hairer

We generalize the theory of periodic homogenization for multidimensional SDEs with additive Brownian and stable L\'evy noise for $\alpha\in (1,2)$ to the setting of singular periodic Besov drifts of regularity $\beta\in ((2-2\alpha)/3,0)$…

Probability · Mathematics 2023-09-29 Helena Kremp , Nicolas Perkowski

This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…

Probability · Mathematics 2025-01-06 Yujia Guo , Xiaojie Wang , Yue Wu

In this paper, we consider a certain class of second order nonlinear PDEs with damping and space-time white noise forcing, posed on the $d$-dimensional torus. This class includes the wave equation for $d=1$ and the beam equation for $d\le…

Analysis of PDEs · Mathematics 2021-09-08 Leonardo Tolomeo

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet

This article is devoted to the analysis of semilinear, parabolic, Stochastic Partial Differential Equations, with slow and fast time scales. Asymptotically, an averaging principle holds: the slow component converges to the solution of…

Probability · Mathematics 2018-10-16 Charles-Edouard Bréhier