Related papers: A pathwise regularization by noise phenomenon for …
We investigate the regularizing effect of certain perturbations by noise in singular interacting particle systems under the mean field scaling. In particular, we show that the addition of a suitably irregular path can regularise these…
We focus in this paper on the stochastic stabilization problems of PDEs by Levy noise. Sufficient conditions under which the perturbed systems decay exponentially with a general rate function are provided and some examples are constructed…
We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniqueness, and regularity of the solution, for such equations…
We present a novel approach, based entirely on the gravitational potential, for studying the evolution of non-linear cosmological matter perturbations. Starting from the perturbed Einstein equations, we integrate out the non-relativistic…
One of the most remarkable features of known nonstationary solutions to the incompressible Euler equations is the phenomenon known as the Taylor hypothesis, which predicts that coarse scale averages of the velocity carry the fine scale…
We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and…
The stochastic $p$-Laplace equation with multiplicative transport noise is studied on the torus $\mathbb T^d\, (d\geq 2)$. It is shown that the dissipation is enhanced by transport noise in both the averaged sense and the pathwise sense.
This work unifies pseudo-time and inexact regularization techniques for nonmonotone classes of partial differential equations, into a regularized pseudo-time framework. Convergence of the residual at the predicted rate is investigated…
In this paper, we establish large deviation principle for the strong solution of evolutionary p-Laplace equation driven by small multiplicative Brownian noise, where the weak convergence approach plays a key role. Moreover, by using…
We analyze the motion of an overdamped classical particle in a multidimensional periodic potential, driven by a weak external noise. We demonstrate that in steady-state, the presence of temporal correlations in the noise and spatial…
We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…
For weak solutions to the evolutional $p$-Laplace equation with a time-dependent Radon measure on the right hand side we obtain pointwise estimates via a nonlinear parabolic potential.
The paper is devoted to the open problem of regularization by noise of 3D Navier-Stokes equations. Opposite to several attempts made with additive noise which remained inconclusive, we show here that a suitable multiplicative noise of…
We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…
In this paper we study the inverse Laplace transform. We first derive a new global logarithmic stability estimate that shows that the inversion is severely ill-posed. Then we propose a regularization method to compute the inverse Laplace…
A linear stochastic continuity equation with non-regular coefficients is considered. We prove existence and uniqueness of strong solution, in the probabilistic sense, to the Cauchy problem when the vector field has low regularity, in which…
The stabilisation by noise on the boundary of the Chafee-Infante equation with dynamical boundary conditions subject to a multiplicative It\^o noise is studied. In particular, we show that there exists a finite range of noise intensities…
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…