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We prove existence of a stochastic flow of diffeomorphisms generated by SDEs with drift in $L^q_t C^{0, \alpha}_x$ for any $q \in [2, \infty)$ and $\alpha \in (0, 1)$. This result is achieved using a Zvonkin-type transformation for the SDE.…

Probability · Mathematics 2025-10-02 Magnus C. Ørke

The bifurcation of plane waves to localised structures is investigated in the Dysthe equation, which incorporates the effects of mean flow and wave steepening. Through the use of phase modulation techniques, it is demonstrated that such…

Pattern Formation and Solitons · Physics 2020-03-23 Daniel James Ratliff

We study stochastic resonance in an over-damped approximation of the stochastic Duffing oscillator from a random dynamical systems point of view. We analyse this problem in the general framework of random dynamical systems with a…

Dynamical Systems · Mathematics 2015-10-26 Anna Maria Cherubini , Jeroen S. W. Lamb , Martin Rasmussen , Yuzuru Sato

In this paper we consider an alternative formulation of a class of stochastic wave and master equations with scalar noise that are used in quantum optics for modelling open systems and continuously monitored systems. The reformulation is…

Quantum Physics · Physics 2009-11-10 I. Kurniawan , M. R. James

We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic…

Probability · Mathematics 2024-08-23 Peter Kuchling , Barbara Rüdiger , Baris Ugurcan

Stochastic differential equations (SDEs) are a staple of mathematical modelling of temporal dynamics. However, a fundamental limitation has been that such models have typically been relatively inflexible, which recent work introducing…

Machine Learning · Computer Science 2021-05-12 Patrick Kidger , James Foster , Xuechen Li , Harald Oberhauser , Terry Lyons

We consider the possibility that the primordial fluctuations (scalar and tensor) might have been standing waves at their moment of creation, whether or not they had a quantum origin. We lay down the general conditions for spatial…

General Relativity and Quantum Cosmology · Physics 2018-03-21 Giulia Gubitosi , Joao Magueijo

This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…

Fluid Dynamics · Physics 2025-03-21 Arnaud Debussche , Etienne Mémin

We consider several non-local models for traffic flow, including both microscopic ODE models and macroscopic PDE models. The ODE models describe the movement of individual cars, where each driver adjusts the speed according to the road…

Analysis of PDEs · Mathematics 2018-11-16 Johanna Ridder , Wen Shen

We discuss a class of stochastic second-order PDEs in one space-dimension with an inner boundary moving according to a possibly non-linear, Stefan-type condition. We show that proper separation of phases is attained, i.e., the solution…

Probability · Mathematics 2018-01-17 Martin Keller-Ressel , Marvin S. Mueller

We introduce a stochastic partial differential equation (SPDE) with elliptic operator in divergence form, with measurable and bounded coefficients and driven by space-time white noise. Such SPDEs could be used in mathematical modelling of…

Probability · Mathematics 2020-01-09 Mounir Zili , Eya Zougar

Pattern formation is a widely observed phenomenon in diverse fields including materials physics, developmental biology and ecology, among many others. The physics underlying the patterns is specific to the mechanisms, and is encoded by…

Computational Engineering, Finance, and Science · Computer Science 2024-03-28 Z. Wang , X. Huan , K. Garikipati

Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…

Machine Learning · Computer Science 2025-06-11 Linus Heck , Maximilian Gelbrecht , Michael T. Schaub , Niklas Boers

Stochastic differential equations (SDEs) on compact foliated spaces were introduced a few years ago. As a corollary, a leafwise Brownian motion on a compact foliated space was obtained as a solution to an SDE. In this paper we construct…

Dynamical Systems · Mathematics 2020-03-05 Yuzuru Inahama , Kiyotaka Suzaki

Most classical work on the hydrodynamics of low-Reynolds-number swimming addresses deterministic locomotion in quiescent environments. Thermal fluctuations in fluids are known to lead to a Brownian loss of the swimming direction. As most…

Fluid Dynamics · Physics 2014-06-18 Mario Sandoval , Navaneeth K. M. , Ganesh Subramanian , Eric Lauga

We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller , Dierk Peithmann

Turbulent fluid flows exhibit a complex small-scale structure with frequently occurring extreme velocity gradients. Particles probing such swirling and straining regions respond with an intricate shape-dependent orientational dynamics,…

Fluid Dynamics · Physics 2020-11-30 Leonhard A. Leppin , Michael Wilczek

The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For…

Dynamical Systems · Mathematics 2018-12-24 Susmita Sadhu , Christian Kuehn

We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…

Analysis of PDEs · Mathematics 2019-02-12 Pierre Portal , Mark Veraar

In classical continuum physics, a wave is a mechanical disturbance. Whether the disturbance is stationary or traveling and whether it is caused by the motion of atoms and molecules or the vibration of a lattice structure, a wave can be…

Fluid Dynamics · Physics 2014-04-14 Ivan C. Christov