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We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochastic differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses drift…

Numerical Analysis · Mathematics 2020-10-02 Charles-Edouard Bréhier

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…

Analysis of PDEs · Mathematics 2021-05-28 A. Es-Sarhir , M. Scheutzow , J. M. Tölle , O. van Gaans

We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…

Optimization and Control · Mathematics 2022-07-06 Stephan Eckstein , Marcel Nutz

We consider a one dimensional transport model with nonlocal velocity given by the Hilbert transform and develop a global well-posedness theory of probability measure solutions. Both the viscous and non-viscous cases are analyzed. Both in…

Analysis of PDEs · Mathematics 2011-11-01 J. A. Carrillo , L. C. F. Ferreira , J. C. Precioso

The Boussinesq equations are fundamental in meteorology. Among other aspects, they aim to model the process of front formation. We use the approach presented in [Hol15] to introduce stochasticity into the incompressible Boussinesq…

Analysis of PDEs · Mathematics 2019-09-04 Diego Alonso-Orán , Aythami Bethencourt de León

This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…

Probability · Mathematics 2026-03-18 Xia Pan , Jianhua Huang , Juntao Wu , Jiangwei Zhang

In this paper, we establish large deviation principle for the strong solution of a doubly nonlinear PDE driven by small multiplicative Brownian noise. Motononicity arguments and the weak convergence approach have been exploited in the…

Probability · Mathematics 2022-12-27 Ananta K Majee

We derive nearly tight and non-asymptotic convergence bounds for solutions of entropic semi-discrete optimal transport. These bounds quantify the stability of the dual solutions of the regularized problem (sometimes called Sinkhorn…

Artificial Intelligence · Computer Science 2022-05-05 Alex Delalande

In this paper, we establish large deviation principle for the strong solution of evolutionary p-Laplace equation driven by small multiplicative Brownian noise, where the weak convergence approach plays a key role. Moreover, by using…

Probability · Mathematics 2022-10-21 Kavin R , Ananta K Majee

We prove the Duality Theorems for the stochastic optimal transportation problems with a convex cost function without a regularity assumption that is often supposed in the proof of the lower semicontinuity of an action integral. In our new…

Probability · Mathematics 2021-01-18 Toshio Mikami

Bounds on transport represent a way of understanding allowable regimes of quantum and classical dynamics. Numerous such bounds have been proposed, either for classes of theories or (by using general arguments) universally for all theories.…

High Energy Physics - Theory · Physics 2021-02-05 Sašo Grozdanov

We prove the well-posed character of a regularity structure formulation of the quasilinear generalized (KPZ) equation and give an explicit form for a renormalized equation in the full subcritical regime. Under the assumption that the BPHZ…

Probability · Mathematics 2024-08-14 I. Bailleul , M. Hoshino , S. Kusuoka

We consider transport diffusion in a stochastic billiard in a random tube which is elongated in the direction of the first coordinate (the tube axis). Inside the random tube, which is stationary and ergodic, non-interacting particles move…

Probability · Mathematics 2010-04-13 Francis Comets , Serguei Popov , Gunter M. Schütz , Marina Vachkovskaia

Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…

Optimization and Control · Mathematics 2019-05-13 Andrew M. Stuart , Marie-Therese Wolfram

We study quantum transport in disordered systems with particle-hole symmetric Hamiltonians. The particle-hole symmetry is spontaneously broken after averaging with respect to disorder, and the resulting massless mode is treated in a…

Disordered Systems and Neural Networks · Physics 2021-09-09 Ipsita Mandal , Klaus Ziegler

We propose an elementary method to show non-Gaussianity of invariant measures of parabolic stochastic partial differential equations with polynomial non-linearities in the Da Prato--Debussche regime. The approach is essentially algebraic…

Probability · Mathematics 2025-08-19 Ajay Chandra , Ilya Chevyrev

We consider the long-time behavior of an explicit tamed exponential Euler scheme applied to a class of parabolic semilinear stochastic partial differential equations driven by additive noise, under a one-sided Lipschitz continuity…

Numerical Analysis · Mathematics 2020-10-02 Charles-Edouard Bréhier

We study a system of Skorokhod stochastic differential equations (SDEs) modeling the pairwise dispersion (in spatial dimension $d=2$) of heavy particles transported by a rough self-similar, turbulent flow with H\"{o}lder exponent $h\in…

Probability · Mathematics 2024-01-03 David P. Herzog , Hung D. Nguyen

We study transport in spin chains employing the Thouless approach based on the level sensitivity to the boundary conditions, $R$. Although spin transport in the integrable easy-axis XXZ model is diffusive, corresponding $R$ is much closer…

Strongly Correlated Electrons · Physics 2025-05-27 J. Pawlowski , M. Mierzejewski , P. Prelovsek

In this paper, we prove the existence and uniqueness of solutions of the fractional p-Laplace equation with a polynomial drift of arbitrary order driven by superlinear transport noise. By the monotone argument, we first prove the existence…

Probability · Mathematics 2025-08-21 Bixiang Wang
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