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This article is devoted to the well-posedness of the stochastic compressible Navier Stokes equations. We establish the global existence of an appropriate class of weak solutions emanating from large inital data, set within a bounded domain.…

Analysis of PDEs · Mathematics 2015-04-07 Scott Smith

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

Probability · Mathematics 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko

We deal with the Cauchy problem for the space-time fractional diffusion-wave equation, which is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in…

Statistical Mechanics · Physics 2008-05-23 Francesco Mainardi , Yuri Luchko , Gianni Pagnini

The global existence of martingale solutions to the compressible Navier-Stokes equations driven by stochastic external forces, with density-dependent viscosity and vacuum, is established in this paper. This work can be regarded as a…

Analysis of PDEs · Mathematics 2024-07-30 Yachun Li , Lizhen Zhang

This paper studies the three-dimensional stochastic chemotaxis-Navier-Stokes (SCNS) system subjected to a L\'{e}vy-type random external force in bounded domain. Up to now, the existing results concerning global solvability of SCNS system…

Analysis of PDEs · Mathematics 2023-12-12 Lei Zhang , Bin Liu

Let $(W,H,\mu)$ be the classical Wiener space on $\R^d$. Assume that $X=(X_t)$ is a diffusion process satisfying the stochastic differential equation $dX_t=\sigma(t,X)dB_t+b(t,X)dt$, where $\sigma:[0,1]\times C([0,1],\R^n)\to \R^n\otimes…

Probability · Mathematics 2019-01-09 Ali Süleyman Üstünel

We show that partial mass concentration can happen for stationary solutions of aggregation-diffusion equations with homogeneous attractive kernels in the fast diffusion range. More precisely, we prove that the free energy admits a radial…

Analysis of PDEs · Mathematics 2021-12-21 J. A. Carrillo , M. G. Delgadino , R. L. Frank , M. Lewin

We prove new $L^2$-estimates and regularity results for generalized porous media equations "shifted by" a function-valued Wiener path. To include Wiener paths with merely first spatial (weak) derivates we introduce the notion of…

Probability · Mathematics 2018-06-18 W. Beyn , B. Gess , P. Lescot , M. Röckner

One standard way to prove existence for deterministic, highly nonlinear PDEs is to use the Schauder-Tychonoff fixed-point theorem. In what follows, we introduce and verify a stochastic variant of the Schauder-Tychonoff theorem. We apply our…

Probability · Mathematics 2026-02-23 Erika Hausenblas , Ankit Kumar , Jonas M. Tölle

We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…

Probability · Mathematics 2023-07-10 Zdzisław Brzeźniak , Benedetta Ferrario , Margherita Zanella

We present a multidimensional extension of Kellerer's theorem on the existence of mimicking Markov martingales for peacocks, a term derived from the French for stochastic processes increasing in convex order. For a continuous-time peacock…

Probability · Mathematics 2025-06-03 Gudmund Pammer , Benjamin A. Robinson , Walter Schachermayer

In this paper we investigate the one-dimensional parabolic-parabolic Patlak-Keller-Segel model of chemotaxis. For the case when the diffusion coefficient of chemical substance is equal to two, in terms of travelling wave variables the…

Exactly Solvable and Integrable Systems · Physics 2016-10-12 Maria Shubina

Recently, a new approach in the fine analysis of stochastic processes sample paths has been developed to predict the evolution of the local regularity under (pseudo-)differential operators. In this paper, we study the sample paths of…

Probability · Mathematics 2013-08-29 Paul Balança , Erick Herbin

In this work, we study a stochastic system of N particles associated with the parabolic-parabolic Keller-Segel system. This particle system is singular and non Markovian in that its drift term depends on the past of the particles. When the…

Probability · Mathematics 2023-05-24 Nicolas Fournier , Milica Tomasevic

This work is about the existence of martingale solutions and weak solutions for a stochastic nonlocal Burgers equation on bounded intervals. The existence of a martingale solution is shown by using a Galerkin approximation, Prokhorov's…

Probability · Mathematics 2014-10-29 Guangying Lv , Jinqiao Duan

In Talay and Tomasevic [20] we proposed a new stochastic interpretation of the parabolic-parabolic Keller-Segel system without cutoff. It involved an original type of McKean-Vlasov interaction kernel which involved all the past time…

Probability · Mathematics 2019-08-02 Milica Tomasevic

We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…

Chaotic Dynamics · Physics 2015-06-17 Martín F. Mestre , Armando Bazzani , Pablo M. Cincotta , Claudia M. Giordano

We consider multiple stochastic integrals with respect to c\`adl\`ag martingales, which approximate a cylindrical Wiener process. We define a chaos expansion, analogous to the case of multiple Wiener stochastic integrals, for these…

Probability · Mathematics 2023-07-26 Paolo Grazieschi , Konstantin Matetski , Hendrik Weber

We prove the uniqueness of H\"older continuous weak solutions via duality argument and vanishing viscosity method for the Keller-Segel system of porous medium type equations coupled to the Stokes system in dimensions three. An important…

Analysis of PDEs · Mathematics 2018-03-02 Hantaek Bae , Kyungkeun Kang , Seick Kim

We study stochastic Korteweg - de Vries equation driven by L\'evy noise consisting of the compensated time homogeneous Poisson random measure and a cylindrical Wiener process. We prove the existence of a martingale solution to the equation…

Probability · Mathematics 2018-03-28 Anna Karczewska , Maciej Szczeciński