English
Related papers

Related papers: Flow equation approach to singular stochastic PDEs

200 papers

We provide sufficient conditions for the existence of viscosity solutions of fractional semilinear elliptic PDEs of index $\alpha \in (1,2)$ with polynomial gradient nonlinearities on $d$-dimensional balls, $d\geq 2$. Our approach uses a…

Numerical Analysis · Mathematics 2024-06-25 Guillaume Penent , Nicolas Privault

We consider the two-dimensional stochastic damped nonlinear wave equation (SdNLW) with the cubic nonlinearity, forced by a space-time white noise. In particular, we investigate the limiting behavior of solutions to SdNLW with regularized…

Analysis of PDEs · Mathematics 2020-05-22 Tadahiro Oh , Mamoru Okamoto , Tristan Robert

We present a systematic approach to regularity theory of the multi-dimensional Euler alignment systems with topological diffusion introduced in \cite{STtopo}. While these systems exhibit flocking behavior emerging from purely local…

Analysis of PDEs · Mathematics 2021-07-05 Daniel Lear , David N. Reynolds , Roman Shvydkoy

We consider a family of singular surface quasi-geostrophic equations $$ \partial_{t}\theta+u\cdot\nabla\theta=-\nu (-\Delta)^{\gamma/2}\theta+(-\Delta)^{\alpha/2}\xi,\qquad u=\nabla^{\perp}(-\Delta)^{-1/2}\theta, $$ on…

Probability · Mathematics 2023-08-29 Martina Hofmanová , Xiaoyutao Luo , Rongchan Zhu , Xiangchan Zhu

We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More specifically, we first demonstrate the strong convergence of…

Dynamical Systems · Mathematics 2023-08-22 Mengyu Cheng , Zhenxin Liu , Michael Röckner

This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…

Statistics Theory · Mathematics 2016-09-30 Jianhai Bao , George Yin , Chenggui Yuan

We first establish the unique ergodicity of the stochastic theta method (STM) with $\theta \in [1/2, 1]$ for monotone SODEs, without growth restriction on the coefficients, driven by nondegenerate multiplicative noise. The main ingredient…

Numerical Analysis · Mathematics 2025-05-01 Zhihui Liu , Zhizhou Liu

The perturbations of the laminar shear-thinning viscoelastic pipe flow under Finitely Extensible Nonlinear Elastic model with Peterlin approximation (FENE-P) are shown to exhibit leading-order power-law behaviours, and the expected odd-even…

Fluid Dynamics · Physics 2021-04-02 M Malik , Martin Skote , Roland Bouffanais

Weakly nonlinear analysis of resonant PDEs in recent literature has generated a number of resonant systems for slow evolution of the normal mode amplitudes that possess remarkable properties. Despite being infinite-dimensional Hamiltonian…

Exactly Solvable and Integrable Systems · Physics 2019-06-14 Anxo Biasi , Piotr Bizon , Oleg Evnin

This paper proposes a fully discrete method called the symplectic dG full discretization for stochastic Maxwell equations driven by additive noises, based on a stochastic symplectic method in time and a discontinuous Galerkin (dG) method…

Numerical Analysis · Mathematics 2020-09-22 Chuchu Chen

In this paper, we consider the following non-local semi-linear parabolic equation with advection: for $1 \le p<1+\frac{2}{N}$, \begin{equation*} \begin{cases} u_t+v \cdot \nabla u-\Delta u=|u|^p-\int_{\mathbb T^N} |u|^p \quad & \textrm{on}…

Analysis of PDEs · Mathematics 2021-09-29 Yu Feng , Bingyang Hu , Xiaoqian Xu , Yeyu Zhang

A study of regularity estimate for weak solution to generalized stationary Stokes-type systems involving $p$-Laplacian is offered. The governing systems of equations are based on steady incompressible flow of a Newtonian fluids. This paper…

Analysis of PDEs · Mathematics 2023-12-05 Minh-Phuong Tran , Thanh-Nhan Nguyen , Hong-Nhung Nguyen

In this paper we consider the following non-linear stochastic partial differential equation (SPDE): \begin{align*} \begin{cases} \mathrm{d}u(s,x)=\sum^n_{i=1} \mathscr{L}_i u(s,x)\circ \mathrm{d}W_i(s)+\left(V(x)+\mu\Delta…

Analysis of PDEs · Mathematics 2023-06-28 Neeraj Bhauryal , Ana Bela Cruzeiro , Carlos Oliveira

We prove existence and uniqueness of a random field solution $(u(t,x); (t,x)\in [0,T]\times \mathbb{R}^d)$ to a stochastic wave equation in dimensions $d=1,2,3$ with diffusion and drift coefficients of the form $|z| \big( \ln_+(|z|)…

Probability · Mathematics 2022-10-11 Annie Millet , Marta Sanz-Solé

We consider the mean-field limit of systems of particles with singular interactions of the type $-\log|x|$ or $|x|^{-s}$, with $0< s<d-2$, and with an additive noise in dimensions $d \geq 3$. We use a modulated-energy approach to prove a…

Analysis of PDEs · Mathematics 2021-08-24 Matthew Rosenzweig , Sylvia Serfaty

In this article, we identify the necessary and sufficient conditions for the existence of a random field solution for some linear s.p.d.e.'s of parabolic and hyperbolic type. These equations rely on a spatial operator $\cL$ given by the…

Probability · Mathematics 2011-02-22 Raluca Balan

We prove the global well-posedness of the one-dimensional Navier-Stokes-Korteweg equations driven by a stochastic multiplicative noise. The analysis is performed for the general case of capillarity and viscosity coefficients $k(\rho)=…

Analysis of PDEs · Mathematics 2026-03-26 L. Pescatore

The study of passive scalar transport in a turbulent velocity field leads naturally to the notion of generalized flows which are families of probability distributions on the space of solutions to the associated ODEs, which no longer satisfy…

Chaotic Dynamics · Physics 2009-10-31 Weinan E , Eric Vanden Eijnden

We derive moment estimates and a strong limit theorem for space inverses of stochastic flows generated by jump SDEs with adapted coefficients in weighted H\"older norms using the Sobolev embedding theorem and the change of variable formula.…

Probability · Mathematics 2014-11-25 James-Michael Leahy , Remigijus Mikulevicius

We are concerned with the 3D stochastic magnetohydrodynamic (MHD) equations driven by additive noise on torus. For arbitrarily prescribed divergence-free initial data in $L^{2}_x$, we construct infinitely many probabilistically strong and…

Analysis of PDEs · Mathematics 2024-08-13 Wenping Cao , Yachun Li , Deng Zhang