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This paper aims to study the existence of asymmetric solutions for the two-dimensional generalized surface quasi-geostrophic (gSQG) equations of simply connected patches for $\alpha\in[1,2)$ in the whole plane, where $\alpha=1$ corresponds…

Analysis of PDEs · Mathematics 2022-12-13 Edison Cuba , Lucas C. F. Ferreira

This article considers the variational wave equation with viscosity and transport noise as a system of three coupled nonlinear stochastic partial differential equations. We prove pathwise global existence, uniqueness, and temporal…

Analysis of PDEs · Mathematics 2026-01-08 Peter H. C. Pang

We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…

Analysis of PDEs · Mathematics 2008-03-24 Michael Caruana , Peter Friz

We consider two related linear PDE's perturbed by a fractional Brownian motion. We allow the drift to be discontinuous, in which case the corresponding deterministic equation is ill-posed. However, the noise will be shown to have a…

Probability · Mathematics 2018-06-26 Torstein Nilssen

The long-wavelength properties of a noisy Kuramoto-Sivashinsky (KS) equation in 1+1 dimensions are investigated by use of the dynamic renormalization group (RG) and direct numerical simulations. It is shown that the noisy KS equation is in…

Statistical Mechanics · Physics 2009-11-10 K. Ueno , H. Sakaguchi , M. Okamura

Golub-Kahan iterative bidiagonalization represents the core algorithm in several regularization methods for solving large linear noise-polluted ill-posed problems. We consider a general noise setting and derive explicit relations between…

Numerical Analysis · Mathematics 2017-10-11 Iveta Hnětynková , Marie Kubínová , Martin Plešinger

We investigate the Kardar--Parisi--Zhang (KPZ) equation in $d$ spatial dimensions with Gaussian spatially long--range correlated noise --- characterized by its second moment $R(\vec{x}-\vec{x}') \propto |\vec{x}-\vec{x}'|^{2\rho-d}$ --- by…

Statistical Mechanics · Physics 2009-10-31 H. K. Janssen , U. C. Taeuber , E. Frey

We investigate existence, uniqueness and regularity for solutions of rough parabolic equations of the form $\partial _tu-A_tu-f=(\dot X_t(x) \cdot \nabla + \dot Y_t(x))u$ on $[0,T]\times\mathbb{R}^d.$ To do so, we introduce a concept of…

Probability · Mathematics 2020-07-09 Antoine Hocquet , Torstein Nilssen

In this paper we study the pathwise uniqueness of solution to the following stochastic partial differential equation (SPDE) with H\"older continuous coefficient: \begin{eqnarray*} \frac{\partial X_t(x)}{\partial t}=\frac{1}{2} \Delta X_t(x)…

Probability · Mathematics 2016-10-10 Xu Yang , Xiaowen Zhou

We study numerically the Kuramoto-Sivashinsky (KS) equation forced by external white noise in two space dimensions, that is a generic model for e.g. surface kinetic roughening in the presence of morphological instabilities. Large scale…

Statistical Mechanics · Physics 2015-06-04 Matteo Nicoli , Edoardo Vivo , Rodolfo Cuerno

We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much) more regular than the drift component of the solution. The…

Probability · Mathematics 2024-09-25 Máté Gerencsér

We show that taking account of bounded curvature reduces the threshold regularity of connection coefficients required for existence and uniqueness of solutions to the geodesic equation, to $L^p_\text{loc}$, one derivative below the…

Analysis of PDEs · Mathematics 2023-06-09 Moritz Reintjes , Blake Temple

We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…

Probability · Mathematics 2017-05-16 Ennio Fedrizzi , Franco Flandoli , Enrico Priola , Julien Vovelle

We study stochastic SQG equations on the torus $\mathbb{T}^2$ with multiplicative transport noise in the $L^2$-setting. Under a suitable scaling of the noise, we show that the solutions converge weakly to the unique solution to the…

Probability · Mathematics 2020-12-23 Shuchen Guo

We show well-posedness for McKean--Vlasov equations with rough common noise and progressively measurable coefficients. Our results are valid under natural regularity assumptions on the coefficients, in agreement with the respective…

Probability · Mathematics 2025-07-18 Peter K. Friz , Antoine Hocquet , Khoa Lê

We study constrained 2-dimensional Navier-Stokes Equations driven by a multiplicative Gaussian noise in the Stratonovich form. In the deterministic case [4] we showed the existence of global solutions only on a two dimensional torus and…

Analysis of PDEs · Mathematics 2018-01-11 Zdzisław Brzeźniak , Gaurav Dhariwal

We show that that the stochastic 3D primitive equations with either the physical boundary conditions or Neumann boundary conditions on the top and bottom and Dirichlet boundary condition on the sides driven by multiplicative…

Analysis of PDEs · Mathematics 2020-08-04 Zdzisław Brzeźniak , Jakub Slavík

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

Analysis of PDEs · Mathematics 2012-05-08 Nathan E. Glatt-Holtz , Vlad C. Vicol

We extend the second-order von Neumann approach within the generalized master equation formalism for quantum electronic transport to include the counting field. The resulting non-Markovian evolution equation for the reduced density matrix…

Mesoscale and Nanoscale Physics · Physics 2012-01-25 Philipp Zedler , Clive Emary , Tobias Brandes , Tomas Novotny

A stochastic version of the two-layer quasi-geostrophic model (2LQG) with multiplicative transport noise is analysed. This popular intermediate complexity model describes large scale atmosphere and ocean dynamics at the mid-latitudes. The…

Probability · Mathematics 2023-03-22 Giulia Carigi , Eliseo Luongo