English
Related papers

Related papers: Exponential ergodicity of Stochastic Evolution Equ…

200 papers

Explicit conditions are presented for the existence, uniqueness and ergodicity of the strong solution to a class of generalized stochastic porous media equations. Our estimate of the convergence rate is sharp according to the known optimal…

Probability · Mathematics 2007-05-23 Giuseppe Da Prato , Boris L. Rozovskii , Michael Röckner , Feng-Yu Wang

Asymptotic expansion in far-field for the incompressive Navier-Stokes flow are established. Under moment conditions on the initial vorticity, technique of renormalization together with Biot-Savard law derives an asymptotic expansion for the…

Analysis of PDEs · Mathematics 2026-04-29 Masakazu Yamamoto

We develop a McKean-Vlasov interpretation of Navier-Stokes equations with external force field in the whole space, by associating with local mild $L^p$-solutions of the 3d-vortex equation a generalized nonlinear diffusion with random…

Probability · Mathematics 2010-11-09 J. Fontbona

We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

Conditions sufficient for the transience of the process have been established for the Markov diffusion model with switching and two modes, transient and ergodic, with intensities bounded away from zero. This paper shows limitations on the…

Probability · Mathematics 2024-06-26 Kirill Mosievich

We review recent progress in the study of infinite-dimensional stochastic differential equations with symmetry. This paper contains examples arising from random matrix theory.

Probability · Mathematics 2017-01-17 Hirofumi Osada

In this paper we first prove the existence and uniqueness of the solution to the stochastic Navier--Stokes equations on the rotating 2-dimensional sphere. Then we show the existence of an asymptotically compact random dynamical system…

Analysis of PDEs · Mathematics 2014-03-27 Zdzislaw Brzeźniak , Beniamin Goldys , Quoc Thong Le Gia

A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. `Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations.…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

This work focuses on a class of regime-switching neutral stochastic functional differential equations (RNSFDEs) with infinite delay, in which the switching component can possess finite or countably infinite many states. To ensure the…

Probability · Mathematics 2026-04-14 Zuozheng Zhang , Fubao Xi

Being concerned with ergodicity of McKean--Vlasov SDEs, we establish a general result on exponential ergodicity in the $L^1$-Wasserstein distance. The result is successfully applied to non-degenerate and multiplicative Brownian motion…

Probability · Mathematics 2025-01-23 Xing Huang , Huaiqian Li , Liying Mu

In this paper, the dimension-free Harnack inequality is proved for the associated transition semigroups to a large class of stochastic evolution equations with monotone drifts. As applications, the ergodicity, hyper-(or ultra-)contractivity…

Probability · Mathematics 2010-05-06 Wei Liu

In this paper, we study the vanishing viscosity limit of one-dimensional isentropic compressible Navier-Stokes equations with density-dependent viscosity, to the isentropic compressible Euler equations. Based on several new uniform…

Analysis of PDEs · Mathematics 2010-09-22 Feimin Huang , Ronghua Pan , Tianyi Wang , Yong Wang , Xiaoyun Zhai

This paper studies Hamilton-Jacobi equations of evolution type defined in a general metric space. We give a notion of a solution through optimal principles and establish a unique existence theorem of the solution for initial value problems.…

Analysis of PDEs · Mathematics 2014-07-30 Atsushi Nakayasu

Some topological properties of stochastic flow $\varphi_t(x)$ generated by stochastic differential equation in a ${\mathbb R}^d_+$ with normal reflection at the boundary are investigated. Sobolev differentiability in initial condition is…

Probability · Mathematics 2008-10-28 Andrey Pilipenko

In this paper, we address exponential ergodicity for L\'{e}vy driven Langevin dynamics with singular potentials, which can be used to model the time evolution of a molecular system consisting of $N$ particles moving in $\R^d$ and subject to…

Probability · Mathematics 2023-02-02 Bao Jianhai , Fang Rongjuan , Wang Jian

A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the stochastic evolutionary equations into a backward and a…

Dynamical Systems · Mathematics 2012-06-22 Xingye Kan , Jinqiao Duan , Ioannis G. Kevrekidis , Anthony J. Roberts

In this paper, we study the stochastic-periodic homogenization of Non-stationary Navier-Stokes Type Equations on anisotropic heterogeneous media. More precisely, we are interested in the stochastic-periodic homogenization of its variational…

Analysis of PDEs · Mathematics 2024-02-07 Tchinda Franck , Fotso Tachago Joel , Dongho Joseph

We consider a model for the evolution of a mixture of two incompressible and partially immiscible Newtonian fluids in two dimensional bounded domain. More precisely, we address the well-known model H consisting of the Navier-Stokes equation…

Analysis of PDEs · Mathematics 2013-04-04 Stefano Bosia , Stefania Gatti

We consider an evolution system modeling a flow of colloidal particles which are suspended in an incompressible fluid and accounts for colloidal crystallization. The system consists of the Navier-Stokes equations for the volume averaged…

Analysis of PDEs · Mathematics 2024-04-17 Cecilia Cavaterra , Maurizio Grasselli , Muhammed Ali Mehmood , Riccardo Voso

We discuss the appearance of spatial asymptotic expansions of solutions of the Navier-Stokes equation on $\mathbb{R}^n$. In particular, we prove that the Navier-Stokes equation is locally well-posed in a class of weighted Sobolev and…

Analysis of PDEs · Mathematics 2024-10-16 Peter Topalov