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In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

Probability · Mathematics 2018-12-12 Zhao Dong , Rangrang Zhang

We consider the Langevin equation describing a stochastically perturbed by uniform noise non-viscous Burgers fluid and introduce a deterministic function that corresponds to the mean of the velocity when we keep the value of position fixed.…

Analysis of PDEs · Mathematics 2009-12-16 Sergio Albeverio , Olga Rozanova

We show that gaussian quantum fluctuations, even if infinitesimal, are sufficient to destroy the superfluidity of a disordered boson system in 1D and 2D. The critical disorder is thus finite no matter how small the repulsion is between…

Condensed Matter · Physics 2009-10-22 P Nisamaneephong , L. Zhang , M. Ma

The inviscid Burgers equation with random and spatially smooth forcing is considered in the limit when the size of the system tends to infinity. For the one-dimensional problem, it is shown both theoretically and numerically that many of…

Chaotic Dynamics · Physics 2007-05-23 J. Bec , K. Khanin

We derive from a class of microscopic asymmetric interacting particle systems on ${\mathbb Z}$, with long range jump rates of order $|\cdot|^{-(1+\alpha)}$ for $0<\alpha<2$, different continuum fractional SPDEs. More specifically, we show…

Probability · Mathematics 2016-01-27 Sunder Sethuraman

In this work, we consider the stochastic Burgers-Huxley equation perturbed by multiplicative Gaussian noise, and discuss about the global solvability results and asymptotic behavior of solutions. We show the existence of a global strong…

Probability · Mathematics 2020-10-20 Manil T. Mohan

We introduce what we call the second-order Boltzmann-Gibbs principle, which allows to replace local functionals of a conservative, one-dimensional stochastic process by a possibly nonlinear function of the conserved quantity. This…

Probability · Mathematics 2015-06-17 Patricia Gonçalves , Milton Jara

In this paper, we prove that stochastic porous media equations over $\sigma$-finite measure spaces $(E,\mathcal{B},\mu)$, driven by time-dependent multiplicative noise, with the Laplacian replaced by a self-adjoint transient Dirichlet…

Probability · Mathematics 2023-08-22 Michael Röckner , Weina Wu , Yingchao Xie

This paper is an introduction to the theory of 1d stochastic Burgers equation under periodic boundary conditions and with a stochastic force, sufficiently smooth in the space variable. We prove the classical results on the existence and…

Analysis of PDEs · Mathematics 2015-04-30 Takfarinas Kelaï , Sergei Kuksin

This paper is devoted to a system of stochastic partial differential equations (SPDEs) that have a slow component driven by fractional Brownian motion (fBm) with the Hurst parameter $H >1/2$ and a fast component driven by fast-varying…

Probability · Mathematics 2021-11-12 Bin Pei , Yuzuru Inahama , Yong Xu

We introduce a general framework for approximating parabolic Stochastic Partial Differential Equations (SPDEs) based on fluctuation-dissipation balance. Using this approach we formulate Stochastic Discontinuous Galerkin Methods (SDGM). We…

Numerical Analysis · Mathematics 2023-02-28 Will Pazner , Nathaniel Trask , Paul J. Atzberger

We consider the steady-state nonequilibrium behavior of mesoscopic superconducting wires connected to normal-metal reservoirs. Going beyond the diffusive limit, we utilize the quasiclassical theory and perform a self-consistent calculation…

Superconductivity · Physics 2021-11-22 Kevin Marc Seja , Tomas Löfwander

We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correlation effect that is controlled by the proportion of the processes that have been absorbed. As the number of processes in the system becomes…

Probability · Mathematics 2018-02-02 Ben Hambly , Sean Ledger

Understanding the behavior of stochastic gradient methods is a central problem in modern machine learning. Recent work has highlighted diagonal linear networks as a simplified yet expressive setting for analyzing the optimization and…

Optimization and Control · Mathematics 2026-05-19 Begoña García Malaxechebarría , Courtney Paquette , Maryam Fazel , Dmitriy Drusvyatskiy

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

In this survey, we provide an in-depth exposition of our recent results on the well-posedness theory for stochastic evolution equations, employing maximal regularity techniques. The core of our approach is an abstract notion of critical…

Probability · Mathematics 2025-08-28 Antonio Agresti , Mark Veraar

We prove the existence and the Besov regularity of the density of the solution to a general parabolic SPDE which includes the stochastic Burgers equation on an unbounded domain. We use an elementary approach based on the fractional…

Probability · Mathematics 2021-03-08 Christian Olivera Ciprian Tudor

Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…

Optimization and Control · Mathematics 2026-04-14 Sandra Cerrai , Qin Li , Anjali Nair , Jaeyoung Yoon

We study the standard three-dimensional driven diffusive system on a simple cubic lattice where particle jumps along a given lattice direction are biased by an infinitely strong field, while those along other directions follow the usual…

Statistical Mechanics · Physics 2015-06-25 Kwan-tai Leung , Jian-Sheng Wang

The temporal and spatiotemporal linear stability analyses of viscoelastic, subdiffusive, plane Poiseuille and Couette flows obeying the Fractional Upper Convected Maxwell (FUCM) equation in the limit of low to moderate Reynolds number…

Fluid Dynamics · Physics 2023-01-06 Tanisha Chauhan , Diksha Bansal , Sarthok Sircar