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Related papers: Rough analysis of two scale systems

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We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process (not necessarily a semi-martingale). No adaptedness of initial point or vector fields is assumed. Under a simple condition on the…

Probability · Mathematics 2007-05-23 Laure Coutin , Peter Friz , Nicolas Victoir

We introduce an extended variational framework for nonlinear SPDEs with unbounded noise, defining three different solution types of increasing strength along with criteria to establish their existence. The three notions can be understood as…

Analysis of PDEs · Mathematics 2024-06-28 Daniel Goodair

We study the Navier-Stokes equations governing the motion of isentropic compressible fluid in three dimensions driven by a multiplicative stochastic forcing. In particular, we consider a stochastic perturbation of the system as a function…

Analysis of PDEs · Mathematics 2017-01-03 Dominic Breit , Martina Hofmanová

We establish a solution theory for the incompressible Navier--Stokes--Fourier system with thermal noise, posed on the three-dimensional torus. While in the incompressible deterministic setting the equation for the velocity can be solved…

Probability · Mathematics 2026-03-30 Benjamin Gess , Max Sauerbrey , Zhengyan Wu

Scaling up new scientific technologies from laboratory to industry often involves demonstrating performance on a larger scale. Computer simulations can accelerate design and predictions in the deployment process, though traditional…

We investigate a complex system involving multiple shapes to be optimized in a domain, taking into account geometric constraints on the shapes and uncertainty appearing in the physics. We connect the differential geometry of product shape…

Optimization and Control · Mathematics 2023-08-16 Caroline Geiersbach , Tim Suchan , Kathrin Welker

The field theoretic renormalization group and operator product expansion are applied to the model of a passive scalar quantity advected by a non-Gaussian velocity field with finite correlation time. The velocity is governed by the…

Chaotic Dynamics · Physics 2009-11-10 L. Ts. Adzhemyan , N. V. Antonov , J. Honkonen , T. L. Kim

This work establishes the existence and regularity of random pullback attractors for parabolic partial differential equations with rough nonlinear multiplicative noise under natural assumptions on the coefficients. To this aim, we combine…

Probability · Mathematics 2024-01-26 Alexandra Neamtu , Tim Seitz

This article introduces the splitting method to systems responding to rough paths as external stimuli. The focus is on nonlinear partial differential equations with rough noise but we also cover rough differential equations. Applications to…

Probability · Mathematics 2010-08-04 Peter Friz , Harald Oberhauser

In this paper we study approximations to 3D Navier-Stokes (NS) equation driven by space-time white noise by paracontrolled distribution proposed in [GIP13]. A solution theory for this equation has been developed recently in [ZZ14] based on…

Probability · Mathematics 2014-09-18 Rongchan Zhu , Xiangchan Zhu

We construct a local in time spatially real-analytic solution to the 2D and 3D stochastic Navier--Stokes equation driven by a spatially real-analytic multiplicative and transport noise but emanating from an initial condition that is only…

Analysis of PDEs · Mathematics 2024-07-15 Dan Crisan , Prince Romeo Mensah

We consider the stochastic continuity equation perturbed by a fractional Brownian motion and the drift is allowed to be discontinuous. We show that for almost all paths of the fractional Brownian motion there exists a solution to the…

Probability · Mathematics 2018-06-26 Torstein Nilssen

We consider the vorticity form of 2D Navier--Stokes equations perturbed by an Ornstein--Uhlenbeck flow of transport type. Contrary to previous works where the random perturbation was interpreted as Stratonovich transport noise, here we…

Probability · Mathematics 2025-01-22 Chang Liu , Dejun Luo

In this paper, we investigate the averaging principle for a class of semilinear slow-fast partial differential equations driven by finite-dimensional rough multiplicative noise. Specifically, the slow component is driven by a general random…

Probability · Mathematics 2024-11-26 Miaomiao Li , Yunzhang Li , Bin Pei , Yong Xu

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

This paper investigates the pathwise uniform convergence in probability of fully discrete finite-element approximations for the two-dimensional stochastic Navier-Stokes equations with multiplicative noise, subject to no-slip boundary…

Numerical Analysis · Mathematics 2025-02-11 Binjie Li , Xiaoping Xie , Qin Zhou

For the $3D$ fractional Navier--Stokes equations perturbed by transport noise, we prove the existence of infinitely many H\"older continuous analytically weak, probabilistically strong Leray--Hopf solutions starting from the same…

Analysis of PDEs · Mathematics 2024-12-24 Theresa Lange , Marco Rehmeier , Andre Schenke

This paper presents a unified exposition of rough path methods applied to optimal control, robust filtering, and optimal stopping, addressing a notable gap in the existing literature where no single treatment covers all three areas. By…

Mathematical Finance · Quantitative Finance 2025-09-04 Jonathan A. Mavroforas , Anthony H. Dooley

Differential equations perturbed by multiplicative fractional Brownian motions are considered. Depending on the value of the Hurst parameter $H$, the resulting equation is pathwise viewed as an ODE, YDE, or RDE. In all three regimes we show…

Probability · Mathematics 2024-09-25 Konstantinos Dareiotis , Máté Gerencsér

This paper establishes strong convergence rates for the spatial finite element discretization of a two-dimensional stochastic Navier--Stokes system with transport noise and no-slip boundary conditions on a convex polygonal domain. The main…

Numerical Analysis · Mathematics 2025-12-15 Binjie Li , Qin Zhou
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