Related papers: A probabilistic approach to vanishing viscosity fo…
We introduce and study the class of totally dissipative multivalued probability vector fields (MPVF) $\boldsymbol{\mathrm F}$ on the Wasserstein space $(\mathcal{P}_2(\mathsf{X}),W_2)$ of Euclidean or Hilbertian probability measures. We…
We show strong convergence of the vorticities in the vanishing viscosity limit for the incompressible Navier-Stokes equations on the two-dimensional torus, assuming only that the initial vorticity of the limiting Euler equations is in $L^p$…
In this paper, we establish the existence of probabilistically strong, measure-valued solutions for the stochastic incompressible Navier--Stokes equations and prove their convergence, in the vanishing viscosity limit, to probabilistically…
We study a sequence of symmetric $n$-player stochastic differential games driven by both idiosyncratic and common sources of noise, in which players interact with each other through their empirical distribution. The unique Nash equilibrium…
We consider stochastic Navier-Stokes equations in a 2D-bounded domain with the Navier with friction boundary condition. We establish the existence and the uniqueness of the solutions and study the vanishing viscosity limit. More precisely,…
We present a simple approach to study the one-dimensional pressureless Euler system via adhesion dynamics in the Wasserstein space of probability measures with finite quadratic moments. Starting from a discrete system of a finite number of…
We investigate the density large deviation function for a multidimensional conservation law in the vanishing viscosity limit, when the probability concentrates on weak solutions of a hyperbolic conservation law conservation law. When the…
The purpose of this paper is to establish a well-posedness theory for conservative stochastic partial differential equations on the whole space. This class of stochastic PDEs arises in fluctuating hydrodynamics, and includes the…
We present a Lyapunov type approach to the problem of existence and uniqueness of general law-dependent stochastic differential equations. In the existing literature most results concerning existence and uniqueness are obtained under…
We study the vanishing viscosity limit for the three-dimensional incompressible Navier-Stokes equations in terms of the relative vorticity in the setting of axisymmetric velocity fields without swirl. We show that the weak convergence of…
Partial differential equations (PDEs) with spatially-varying coefficients arise throughout science and engineering, modeling rich heterogeneous material behavior. Yet conventional PDE solvers struggle with the immense complexity found in…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
In this paper, a probabilistic interpretation for the viscosity solution of a parabolic partial differential equation is obtained by virtue of the solution of a class of quadratic backward stochastic differential equations (BSDEs, for…
We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…
We show that for a certain family of initial data, there exist non-unique weak solutions to the 3D incompressible Euler equations satisfying the weak energy inequality, whereas the weak limit of every sequence of Leray-Hopf weak solutions…
We extend the theory of viscosity solutions to treat scalar-valued doubly-nonlinear evolution equations. Such equations arise naturally in many mechanical models including a dry friction. After providing a suitable definition for…
The elliptic 2-Hessian equation is a fully nonlinear partial differential equation (PDE) that is related to intrinsic curvature for three dimensional manifolds. We introduce two numerical methods for this PDE: the first is provably…
The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large…
A general class of linear advective PDEs, whose leading order term is of viscous dissipative type, is considered. It is proved that beyond the limit of the essential spectrum of the underlying inviscid operator, the eigenvalues of the…
In this article we study a variational problem providing a way to extend for all times minimizing geodesics connecting two given probability measures, in the Wasserstein space. This is simply obtained by allowing for negative coefficients…