Related papers: Renormalization flow for the 2D nonlinear stochast…

In this note we consider stochastic heat equation with general additive Gaussian noise. Our aim is to derive some necessary and sufficient conditions on the Gaussian noise in order to solve the corresponding heat equation. We investigate…

The Critical $2d$ Stochastic Heat Flow (SHF) is a measure valued stochastic process on $\mathbb{R}^2$ that defines a non-trivial solution to the two-dimensional stochastic heat equation with multiplicative space-time noise. Its one-time…

A new regularisation of the shallow water (and isentropic Euler) equations is proposed. The regularised equations are non-dissipative, non-dispersive and possess a variational structure. Thus, the mass, the momentum and the energy are…

This paper studies path stabilities of the solution to stochastic differential equations (SDE) driven by time-changed L\'evy noise. The conditions for the solution of time-changed SDE to be path stable and exponentially path stable are…

In this paper, we discuss the asymptotic stability of singular steady states of the nonlinear heat equation in the weighted Lebesgue norms.

We derive a relativistic hodograph equation for a two-dimensional stationary isentropic hydrodynamical motion. For the case of stiff matter, when the velocity of sound coincides with the light speed, the singularity in this equation…

We consider the white-noise driven stochastic heat equation on $[0,\infty)\times[0,1]$ with Lipschitz-continuous drift and diffusion coefficients $b$ and $\sigma$. We derive an inequality for the $L^1([0,1])$-norm of the difference between…

We introduce a new approach for designing numerical schemes for stochastic differential equations (SDEs). The approach, which we have called direction and norm decomposition method, proposes to approximate the required solution $X_t$ by…

We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example a piecewise-constant SDE, which serves as a…

We study the stochastic heat equation driven by an additive infinite dimensional fractional Brownian noise on the unit sphere $\mathbb{S}^{2}$. The existence and uniqueness of its solution in certain Sobolev space is investigated and sample…

We introduce a time-implicit, finite-element based space-time discretization scheme for the backward stochastic heat equation, and for the forward-backward stochastic heat equation from stochastic optimal control, and prove strong rates of…

We consider the (in)stability problem of the inviscid 2D Boussinesq equations near a combination of a shear flow $v=(y,0)$ and a stratified temperature $\theta=\alpha y$ with $\alpha>\frac{1}{4}$. We show that for any $\epsilon>0$ there…

We study stochastic reaction--diffusion equation $$ \partial_tu_t(x)=\frac12 \partial^2_{xx}u_t(x)+b(u_t(x))+\dot{W}_{t}(x), \quad t>0,\, x\in D $$ where $b$ is a generalized function in the Besov space…

It has long been known that particles with short-range repulsive interactions in spatial dimension d=1 form universal quantum liquids in the low density limit: all properties can be related to those of the spinless free Fermi gas. Previous…

In this article we prove a regularization by noise phenomenon for the energy-critical and mass-critical nonlinear Schr\"odinger equations. We show that for any deterministic data, the probability that the corresponding solution exists…

A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…

This work considers a nonlinear inverse source problem in a coupled diffusion equation from the terminal observation. Theoretically, under some conditions on problem data, we build the uniqueness theorem for this inverse problem and show…

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder…

This paper studies the dynamics of two incompressible immiscible fluids in 2D modeled by the inhomogeneous Navier-Stokes equations. We prove that if initially the viscosity contrast is small then there is global-in-time regularity. This…

We study the two-dimensional wave equation with cubic nonlinearity posed on $\mathbb R^2$, with space-time white noise forcing. After a suitable renormalisation of the nonlinearity, we prove global well-posedness for this equation for…