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We analyse certain degenerate infinite dimensional sub-elliptic generators, and obtain estimates on the long-time behaviour of the corresponding Markov semigroups that describe a certain model of heat conduction. In particular, we establish…

Probability · Mathematics 2010-08-17 J. Inglis , M. Neklyudov , B. Zegarlinski

In the finite element analysis with fast decoupled time integration scheme for viscoelastic fluid (the Leonov model) flow, we investigate strong nonlinear behavior in 2D creeping contraction flow. The algorithm is applicable in the whole…

Fluid Dynamics · Physics 2011-11-02 Youngdon Kwon

We consider the parabolic stochastic quantization equation associated to the $\Phi_2^4$ model on the torus in a spatial white noise environment. We study the long time behavior of this heat equation with independent multiplicative white…

Probability · Mathematics 2025-05-19 Hugo Eulry , Antoine Mouzard

We study the mobility of a charged colloidal particle in a constant homogeneous electric field by means of computer simulations. The simulation method combines a lattice Boltzmann scheme for the fluid with standard Langevin dynamics for the…

Soft Condensed Matter · Physics 2007-06-20 Vladimir Lobaskin , Burkhard Duenweg , Christian Holm

Using an efficient one and two qubit gate simulator, operating on graphical processing units, we investigate ergodic properties of a quantum Ising spin 1/2 model on a two dimensional lattice, which is periodically driven by a…

Statistical Mechanics · Physics 2015-01-07 Carlos Pineda , Tomaž Prosen , Eduardo Villaseñor

We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…

Probability · Mathematics 2019-09-17 Ari Arapostathis , Guodong Pang , Yi Zheng

It is commonly held that a necessary condition for the existence of solitons in nonlinear-wave systems is that the soliton's frequency (spatial or temporal) must not fall into the continuous spectrum of radiation modes. However, this is not…

Pattern Formation and Solitons · Physics 2009-10-31 A. R. Champneys , B. A. Malomed , J. Yang , D. J. Kaup

The Enskog-like kinetic approach, recently introduced by us to study strongly inhomogeneous flu- ids, is reconsidered in order to improve the description of the transport coefficients. The approach is based on a separation of the…

Statistical Mechanics · Physics 2013-05-01 Umberto Marini Bettolo Marconi , Simone Melchionna

In this paper, we establish the ergodicity for stochastic 2D Navier-Stokes equations driven by a highly degenerate pure jump L\'evy noise. The noise could appear in as few as four directions. This gives an affirmative anwser to a…

Probability · Mathematics 2024-05-02 Xuhui Peng , Jianliang Zhai , Tusheng Zhang

We develop a Thermodynamic Formalism for bounded continuous potentials defined on the sequence space $X\equiv E^{\mathbb{N}}$, where $E$ is a general Borel standard space. In particular, we introduce meaningful concepts of entropy and…

Dynamical Systems · Mathematics 2020-06-26 L. Cioletti , E. A. Silva , M. Stadlbauer

We propose a finite element method for the numerical simulation of electroconvection of thin liquid crystals. The liquid is located in between two concentric circular electrodes which are either assumed to be of infinite height or slim.…

Numerical Analysis · Mathematics 2020-01-29 Andrea Bonito , Peng Wei

We show that the Markov semigroups generated by a large class of singular stochastic PDEs satisfy the strong Feller property. These include for example the KPZ equation and the dynamical $\Phi^4_3$ model. As a corollary, we prove that the…

Probability · Mathematics 2017-04-26 Martin Hairer , Jonathan Mattingly

In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…

Probability · Mathematics 2025-08-05 Grigorios A. Pavliotis , Andrea Zanoni

We consider equations of nonlinear transport on the circle with regular self interactions appearing in aggregation models and deterministic mean field dynamics. We introduce a random perturbation of such systems through a stochastic…

Probability · Mathematics 2026-01-07 Max-K. von Renesse , Feng-Yu Wang , Alexander Weiß

In this article, we study stochastic partial differential equations with two reflecting walls, driven by space-time white noise with non-constant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of…

Probability · Mathematics 2012-04-02 Juan Yang , Tusheng Zhang

In this study we use non-equilibrium thermodynamics to systematically derive a phase-field model of a polyelectrolyte gel coupled to a hydrodynamic model for a salt solution surrounding the gel. The governing equations for the gel account…

Soft Condensed Matter · Physics 2022-03-02 Giulia L. Celora , Matthew G. Hennessy , Andreas Münch , Barbara Wagner , Sarah L. Waters

We use the variational approach to investigate periodic measures for a class of SPDEs with regime-switching. The hybrid system is driven by degenerate L\'{e}vy noise. We use the Lyapunov function method to study the existence of periodic…

Probability · Mathematics 2022-06-06 Chun Ho Lau , Wei Sun

In this paper, we consider a class of multi-dimensional stochastic delay differential equations with jump reflection. Based on existence and uniqueness of the strong solution to the equation, we prove that the Markov semigroup generated by…

Probability · Mathematics 2016-01-29 Lijun Bo , Chenggui Yuan

Markov Chain Monte Carlo is repeatedly used to analyze the properties of intractable distributions in a convenient way. In this paper we derive conditions for geometric ergodicity of a general class of nonparametric stochastic volatility…

Statistical Finance · Quantitative Finance 2016-12-09 Jerzy P. Rydlewski , Małgorzata Snarska

In this paper we consider an ESFEM method for the advection and diffusion of a scalar quantity on a moving closed curve. The diffusion process is controlled by a forcing term that may include a rough term (specifically a stochastic noise)…

Numerical Analysis · Mathematics 2025-07-03 Paola Pozzi , Björn Stinner