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Related papers: Regularization by rough Kraichnan noise for the ge…

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We study in this series of articles the Kardar-Parisi-Zhang (KPZ) equation $$ \partial_t h(t,x)=\nu\Delta h(t,x)+\lambda V(|\nabla h(t,x)|) +\sqrt{D}\, \eta(t,x), \qquad x\in{\mathbb{R}}^d $$ in $d\ge 1$ dimensions. The forcing term $\eta$…

Analysis of PDEs · Mathematics 2015-10-27 Jeremie Unterberger

We show how to apply ideas from the theory of rough paths to the analysis of low-regularity solutions to non-linear dispersive equations. Our basic example will be the one dimensional Korteweg--de Vries (KdV) equation on a periodic domain…

Analysis of PDEs · Mathematics 2009-07-21 M. Gubinelli

We consider NLS on $\T^2$ with multiplicative spatial white noise and nonlinearity between cubic and quartic. We prove global existence, uniqueness and convergence almost surely of solutions to a family of properly regularized and…

Analysis of PDEs · Mathematics 2020-06-16 Nikolay Tzvetkov , Nicola Visciglia

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

We develop a general approach to prove global regularity estimates for quadratic optimal transport using the entropic regularisation of the problem and the Prekopa-Leindler inequality.

Functional Analysis · Mathematics 2025-12-04 Nathael Gozlan , Maxime Sylvestre

We study a class of elliptic SPDEs with additive Gaussian noise on $\mathbb{R}^2 \times M$, with $M$ a $d$-dimensional manifold equipped with a positive Radon measure, and a real-valued non linearity given by the derivative of a smooth…

Probability · Mathematics 2020-08-04 Sergio Albeverio , Francesco C. De Vecchi , Massimiliano Gubinelli

We study in this article the stochastic Zakharov-Kuznetsov equation driven by a multiplicative noise. We establish, in space dimensions two and three the global existence of martingale solutions, and in space dimension two the global…

Analysis of PDEs · Mathematics 2013-07-26 Nathan Glatt-Holtz , Roger Temam , Chuntian Wang

Ideal gas dynamics can develop shock-like singularities with discontinuous density. Viscosity typically regularizes such singularities and leads to a shock structure. On the other hand, in 1d, singularities in the Hopf equation can be…

Fluid Dynamics · Physics 2020-02-13 Govind S Krishnaswami , Sachin Phatak , Sonakshi Sachdev , A Thyagaraja

We consider the variance renormalisation of a singular SPDE for which a Da Prato-Debussche trick is not applicable. The example taken is the $2$-dimensional generalised parabolic Anderson model (gPAM), driven by a much rougher than white…

Probability · Mathematics 2026-02-20 Máté Gerencsér , Yueh-Sheng Hsu

The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…

Analysis of PDEs · Mathematics 2013-07-19 Elena Issoglio

We construct solutions to Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods.…

Probability · Mathematics 2016-06-02 Martin Hairer , Hendrik Weber

For the stochastic linear transport equation with $L^p$-initial data ($1<p<2$) on the full space $\mathbb{R}^d$, we provide quantitative estimates, in negative Sobolev norms, between its solutions and that of the deterministic heat…

Probability · Mathematics 2024-10-30 Dejun Luo , Bin Xie , Guohuan Zhao

We prove a regularization by noise phenomenon for semilinear SPDEs driven by multiplicative cylindrical Brownian motion and singular diffusion coefficient. The analysis is based on a combination of infinite dimensional generalizations of…

Probability · Mathematics 2023-11-03 Florian Bechtold , Fabian A. Harang

We introduce fast algorithms for generalized unnormalized optimal transport. To handle densities with different total mass, we consider a dynamic model, which mixes the $L^p$ optimal transport with $L^p$ distance. For $p=1$, we derive the…

Numerical Analysis · Mathematics 2021-04-07 Wonjun Lee , Rongjie Lai , Wuchen Li , Stanley Osher

We propose a $\theta$-scheme to discretize the $d$-dimensional stochastic cubic Schr\"odinger equation in Stratono\-vich sense. A uniform bound for the Hamiltonian of the discrete problem is obtained, which is a crucial property to verify…

Numerical Analysis · Mathematics 2015-09-29 Chuchu Chen , Jialin Hong , Andreas Prohl

This paper establishes results on the existence and uniqueness of solutions to McKean-Vlasov equations, also called mean-field stochastic differential equations, in an infinite-dimensional Hilbert space setting with irregular drift. Here,…

Probability · Mathematics 2019-12-17 Martin Bauer , Thilo Meyer-Brandis

Modelling statistical relationships beyond the conditional mean is crucial in many settings. Conditional density estimation (CDE) aims to learn the full conditional probability density from data. Though highly expressive, neural network…

Machine Learning · Statistics 2020-02-17 Jonas Rothfuss , Fabio Ferreira , Simon Boehm , Simon Walther , Maxim Ulrich , Tamim Asfour , Andreas Krause

We study approximations to a class of vector-valued equations of Burgers type driven by a multiplicative space-time white noise. A solution theory for this class of equations has been developed recently in [Hairer, Weber, Probab. Theory…

Probability · Mathematics 2016-06-02 Martin Hairer , Jan Maas , Hendrik Weber

We prove existence of martingale solutions for the stochastic Cahn-Hilliard equation with degenerate mobility and multiplicative Wiener noise. The potential is allowed to be of logarithmic or double-obstacle type. By extending to the…

Analysis of PDEs · Mathematics 2021-09-17 Luca Scarpa

Let $\Omega$ be a domain of $\mathbb R^n$ with $n\ge 2$ and $p(\cdot)$ be a local Lipschitz funcion in $\Omega$ with $1<p(x)<\infty$ in $\Omega$. We build up an interior quantitative second order Sobolev regularity for the normalized…

Analysis of PDEs · Mathematics 2024-03-07 Yuqing Wang , Yuan Zhou