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Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…

Probability · Mathematics 2017-06-19 Dang H. Nguyen , George Yin

A concept of emergence was recently introduced in the paper [Berger] in order to quantify the richness of possible statistical behaviors of orbits of a given dynamical system. In this paper, we develop this concept and provide several new…

Dynamical Systems · Mathematics 2021-07-01 Pierre Berger , Jairo Bochi

A 3D stochastic Navier-Stokes equation with a suitable non degenerate additive noise is considered. The regularity in the initial conditions of every Markov transition kernel associated to the equation is studied by a simple direct…

Probability · Mathematics 2007-05-23 F. Flandoli , M. Romito

A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…

Probability · Mathematics 2020-12-07 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

This paper investigates the ergodicity of Markov--Feller semigroups on Polish spaces, focusing on very weak regularity conditions, particularly the Ces\`aro eventual continuity. First, it is showed that the Ces\`aro average of such…

Probability · Mathematics 2024-12-30 Fuzhou Gong , Yong Liu , Yuan Liu , Ziyu Liu

We study existence of solutions in the variational sense for a class of stochastic phase-field models describing moving boundary problems. The models consist of stochastic reaction-diffusion equations with singular diffusion forced by a…

Probability · Mathematics 2026-01-12 Amjad Saef , Wilhelm Stannat

We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…

Statistical Mechanics · Physics 2025-12-24 Yogeesh Reddy Yerrababu , Satya N. Majumdar , Benjamin Guiselin , Tridib Sadhu

We consider a randomly forced Ginzburg-Landau equation on an unbounded domain. The forcing is smooth and homogeneous in space and white noise in time. We prove existence and smoothness of solutions, existence of an invariant measure for the…

Analysis of PDEs · Mathematics 2007-05-23 Jacques Rougemont

We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…

We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…

Probability · Mathematics 2011-10-25 A. Manita , V. Shcherbakov

This paper studies the 1D stochastic Allen--Cahn equation on a bounded domain driven by localized white noise. We prove that the associated Markov process admits a unique invariant measure and is exponential mixing. The main challenge lies…

Probability · Mathematics 2026-05-08 Ziyu Liu , Shengquan Xiang , Zhifei Zhang

This paper is devoted to study the phase space analysis of isotropic and homogenous universe model by taking a noninteracting mixture of electromagnetic and viscous radiating fluids whose viscous pressure satisfies a nonlinear version of…

General Relativity and Quantum Cosmology · Physics 2017-03-08 M. Sharif , Saadia Mumtaz

We present a robust scheme for solving the electrokinetic equations. This goal is achieved by combining the lattice-Boltzmann method (LB) with a discrete solution of the convection-diffusion equation for the different charged and neutral…

Statistical Mechanics · Physics 2009-11-10 Fabrizio Capuani , Ignacio Pagonabarraga , Daan Frenkel

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…

Geophysics · Physics 2022-07-26 Long Li , Bruno Deremble , Noé Lahaye , Etienne Mémin

We consider a coupled system of Navier-Stokes and Nernst-Planck equations, describing the evolution of the velocity and the concentration fields of dissolved constituents in an electrolyte solution. Motivated by recent applications in the…

Analysis of PDEs · Mathematics 2012-06-12 Dieter Bothe , André Fischer , Jürgen Saal

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

We prove the existence and uniqueness of invariant measures for the fractional stochastic Burgers equation (FSBE) driven by fractional power of the Laplacian and space-time white noise. We show also that the transition measures of the…

Probability · Mathematics 2011-06-13 Zdzisław Brzeźniak , Latifa Debbi , Ben Goldys

We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…

Statistical Mechanics · Physics 2009-11-07 Frank Zielen , Andreas Schadschneider

This paper investigates a damped stochastic wave equation driven by a non-Gaussian Levy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition…

Probability · Mathematics 2009-05-08 Lijun Bo , Kehua Shi , Yongjin Wang
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