Related papers: Conservative stochastic PDEs on the whole space
We propose a generalization of stochastic thermodynamics to systems of active particles, which move under the combined influence of stochastic internal self-propulsions (activity) and a heat bath. The main idea is to consider joint…
We derive a noise term to account for fluctuation corrections based on the particle system approximation for the n-species Shigesada-Kawasaki-Teramoto (SKT) system. For the resulting system of stochastic partial differential equations…
A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction…
We study an additive-noise approximation to Keller-Segel-Dean-Kawasaki dynamics, which is proposed as an approximate model to the fluctuating hydrodynamics of chemotactically interacting particles around their mean-field limit. As such, the…
We develop an effective field theory for dissipative fluids which governs the dynamics of long-lived gapless modes associated with conserved quantities. The resulting theory gives a path integral formulation of fluctuating hydrodynamics…
We study the asymptotic behaviour, in the small noise limit, of stochastic travelling wave solutions to reaction-diffusion equations perturbed by Wright-Fisher noise. Such equations are predicted to display three distinct responses to noise…
Relativistic dissipative hydrodynamics including hydrodynamic fluctuations is formulated by putting an emphasis on non-linearity and causality. As a consequence of causality, dissipative currents become dynamical variables and noises…
In this paper, we establish the strong($H^1$) well-posedness of the two dimensional stochastic Navier-Stokes equation with multiplicative noise on moving domains. Due to the nonlocality effect, this equation exhibits a ``piecewise"…
We introduce a class of backward stochastic differential equations (BSDEs) on the Wasserstein space of probability measures. This formulation extends the classical correspondence between BSDEs, stochastic control, and partial differential…
We obtain the equations of fluctuating hydrodynamics for many-particle systems whose microscopic units have both translational and rotational motion. The orientational dynamics of each element are studied in terms of the rotational Brownian…
Hydrodynamic noise is the Gaussian process that emerges at larges scales of space and time in many-body systems. It is justified by the central limit theorem, and represents degrees of freedom forgotten when projecting coarse-grained…
A fundamental open problem in fluid dynamics is whether solutions to $2$D Euler equations with $(L^1_x\cap L^p_x)$-valued vorticity are unique, for some $p\in [1,\infty)$. A related question, more probabilistic in flavour, is whether one…
We focus in this paper on the stochastic stabilization problems of PDEs by Levy noise. Sufficient conditions under which the perturbed systems decay exponentially with a general rate function are provided and some examples are constructed…
This course explains how the usual mean field evolution partial differential equations (PDEs) in Statistical Physics - such as the Vlasov-Poisson system, the vorticity formulation of the two-dimensional Euler equation for incompressible…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
We discuss the stochastic thermodynamics of systems that are described by a time-dependent density field, for example simple liquids and colloidal suspensions. For a time-dependent change of external parameters, we show that the Jarzynski…
This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…
Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…
A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…
In this paper, we study well-posedness of McKean-Vlasov stochastic differential equations (SDE) whose drift depends pointwisely on marginal density and satisfies a local integrability condition in time-space variables. The drift and noise…