Related papers: Weak solution for Stochastic Degasperis-Procesi Eq…
Thermodynamically consistent models for two-phase flow in porous media have attracted significant attention in recent years. In this paper, we prove the existence, uniqueness and regularity of the weak solution to such a recent model…
This article is devoted to a generalized version of Smoluchowski's coagulation equation. This model describes the time evolution of a system of aggregating particles under the effect of external input and output particles. We show that for…
We prove the existence of a global martingale solution of a stochastic Hall-magnetohydrodynamics equations on $\mathbb{R}^3$ with multiplicative noise. Using the Fourier analysis we construct a sequence of approximate solutions. The…
This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…
Let $d \ge 2$. In this paper, we study weak solutions for the following type of stochastic differential equation \[ dX_{t}=dS_{t}+b(s+t, X_{t})dt, \quad X_{0}=x, \] where $(s,x)\in \mathbb{R}_+ \times \mathbb{R}^{d}$ is the initial starting…
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 consider an abstract functional-differential equation derived from the pressure-less Euler system with variable coefficients that includes several systems of partial differential equations arising in the fluid mechanics. Using the method…
The existence of global weak solutions is proved for one-dimensional lubrication models that describe the dewetting process of nanoscopic thin polymer films on hydrophobyzed substrates and take account of large slippage at the…
We investigate the existence of weak solutions to a multi-component system, consisting of compressible chemically reacting components, coupled with the compressible Stokes equation for the velocity. Specifically, we consider the case of…
In this article we develop a new methodology to prove weak approximation results for general stochastic differential equations. Instead of using a partial differential equation approach as is usually done for diffusions, the approach…
In this paper we study a nonlinear stochastic fluid-structure interaction problem with a multiplicative, white-in-time noise. The problem consists of the Navier-Stokes equations describing the flow of an incompressible, viscous fluid in a…
We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions…
For a discrete-negative-time discrete-space SDE, which admits no strong solution in the classical sense, a weak solution is constructed that is a (necessarily nonmeasurable) non-anticipative function of the driving i.i.d. noise. The result…
In this paper, by utilizing Wang's Harnack inequality with power and the Banach fixed point theorem, the weak well-posedness for McKean-Vlasov SDEs with integrable drift is investigated. In addition, using the decoupled method, some…
We propose an explicit construction of the solution of a stationary stochastic recursion of the form $X\circ\theta=\phi(X)$ on a semi-ordered Polish space, when the monotonicity of $\phi$ is not assumed. This solution exists on an enriched…
We discretize the stochastic Allen-Cahn equation with additive noise by means of a spectral Galerkin method in space and a tamed version of the exponential Euler method in time. The resulting error bounds are analyzed for the…
We consider the weak-error rate of the SPDE approximation by regularized Dean-Kawasaki equation with It\^o noise for particle systems with mean-field interactions both on the drift and the noise. The global existence and uniqueness of the…
In this paper, we develop a universal, conceptually simple and systematic method to prove well-posedness to Cauchy problems for weak solutions of parabolic equations with non-smooth, time-dependent, elliptic part having a variational…
This paper investigates the stochastic tamed 3D Navier-Stokes equations with locally weak monotonicity coefficients in the whole space as well as in the three-dimensional torus, which play a crucial role in turbulent flows analysis. A…
The two dimensional stochastic Euler equations (EE) perturbed by a linear multiplicative noise of It\^o type on the bounded domain $\mathcal{O}$ have been considered in this work. Our first aim is to prove the existence of \textsl{global…