Related papers: Transportation cost inequalities for singular SPDE…
We are concerned with multidimensional nonlinear stochastic transport equation driven by Brownian motions. For irregular fluxes, by using stochastic BGK approximations and commutator estimates, we gain the existence and uniqueness of…
We establish strong Feller property and irreducibility for the transition semigroup associated to a class of nonlinear stochastic partial differential equations with multiplicative degenerate noise. As a by-product, we prove uniqueness of…
This paper deals with the one-dimensional formulation of Hughes model for pedestrian flows in the setting of entropy solutions, which authorizes non-classical shocks at the location of the so-called turning curve. We consider linear cost…
In this paper, we established a quadratic transportation cost inequality for solutions of stochastic reaction diffusion equations driven by multiplicative space-time white noise based on a new inequality we proved for the moments (under the…
We prove the invariance principle for a \emph{random Lorentz-gas} particle in 3 dimensions under the Boltzmann-Grad limit and simultaneous diffusive scaling. That is, for the trajectory of a point-like particle moving among infinite-mass,…
Consider the following $p$-dimensional system of It\^o type stochastic PDEs, \begin{align*}\left[\begin{aligned} &\partial_t u(t\,,x) = \partial^2_x u(t\,,x) + b(u(t\,,x)) + \sigma(u(t\,,x)) \xi(t\,,x)\\ &\text{for…
We investigate the inviscid 2D Boussinesq equations driven by rough transport noise of Kraichnan type with regularity index $\alpha\in (0,1/2)$. For all $1<p<\infty$, we establish the existence and uniqueness of probabilistic strong…
In this paper, we establish a local theory, i.e., existence, uniqueness and blow-up criterion, for a general family of singular SDEs in some Hilbert space. The key requirement is an approximation property that allows us to embed the…
Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are…
We study quasilinear parabolic stochastic partial differential equations with general multiplicative noise on a bounded domain in $\mathbb{R}^{d}$, with homogeneous Dirichlet boundary condition. We establish the existence and uniqueness of…
We show that introducing an exponential cut-off on a suitable Sobolev norm facilitates the proof of quasi-invariance of Gaussian measures with respect to Hamiltonian PDE flows and allows us to establish the exact Jacobi formula for the…
This article is concerned with a conjecture by one of the authors on the formation of dispersive shocks in a class of Hamiltonian dispersive regularizations of the quasilinear transport equation. The regularizations are characterized by two…
We study the small noise asymptotic for stochastic Burgers equations on $(0,1)$ with Dirichlet boundary condition. We consider the case that the noise is more singular than space-time white noise. We let the noise magnitude $\sqrt{\epsilon}…
In this paper we study the BV regularity for solutions of variational problems in Optimal Transportation. As an application we recover BV estimates for solutions of some non-linear parabolic PDE by means of optimal transportation…
We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…
In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…
The study of noise assisted transport in quantum systems is essential in a wide range of applications from near-term NISQ devices to models for quantum biology. Here, we study a generalised XXZ model in the presence of stochastic collision…
In this paper we show that the Cahn-Hilliard stochastic SPDE has a function valued solution in dimension 4 and 5 when the perturbation is driven by a space-correlated Gaussian noise. This is done proving general results on SPDEs with…
We consider phases of matter at finite charge density which spontaneously break spatial translations. Without taking a hydrodynamic limit we identify a boost invariant incoherent current operator. We also derive expressions for the small…
A model polydisperse fluid represents many real fluids such as colloidal suspensions and polymer solutions. In this study, considering a concentrated size-polydisperse hard sphere fluid with size derived from two different distribution…