相关论文: Stochastic Hamiltonian flows with singular coeffic…

We prove that solutions of stochastic differential equations driven by fractional Brownian motion for $H>1/2$ define flows of homeomorphisms on $\mathbb{R}^{d}$.

We consider systems of particles coupled with fluids. The particles are described by the evolution of their density, and the fluid is described by the Navier-Stokes equations. The particles add stress to the fluid and the fluid carries and…

This paper is concerned with a fluid-particle system given by the incompressible Navier-Stokes equations coupled with the Vlasov(-Fokker-Planck) equation through a drag force. Such a model arises naturally in the study of aerosols, sprays,…

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…

We survey the recent advance in the rigorous qualitative theory of the 2d stochastic Navier-Stokes system that are relevant to the description of turbulence in two-dimensional fluids. After discussing briefly the initial-boundary value…

We are concerned with the dynamics of $N$ point vortices $z_1,\dots,z_N\in\Omega\subset\mathbb{R}^2$ in a planar domain. This is described by a Hamiltonian system \[ \Gamma_k\dot{z}_k(t)=J\nabla_{z_k} H\big(z(t)\big),\quad k=1,\dots,N, \]…

Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…

We prove the strong completeness for a class of non-degenerate SDEs, whose coefficients are not necessarily uniformly elliptic nor locally Lipschitz continuous nor bounded. Moreover, for each $t$, the solution flow $F_t$ is weakly…

Let $X_t$ be a reversible and positive recurrent diffusion in $R^d$ described by \begin{equation}\nonumber X_t=x+\sigma b(t)+\int_0^tm(X_s)\dif s, \end{equation} where the diffusion coefficient $\sigma$ is a positive-definite matrix and the…

We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish…

We study the magnetic geodesic flows on 2-surfaces having an additional first integral which is independent of the Hamiltonian at a fixed energy level. The following two cases are considered: when there exists a quadratic in momenta…

Let $X_t$ solve the multidimensional It\^o's stochastic differential equations on $\R^d$ $$dX_t=b(t,X_t)dt+\sigma(t,X_t)dB_t$$ where $b:[0,\infty)\times\R^d\to\R^d$ is smooth in its two arguments,…

Consider the stochastic differential equation $\mathrm dX_t = -A X_t \,\mathrm dt + f(t, X_t) \,\mathrm dt + \mathrm dB_t$ in a (possibly infinite-dimensional) separable Hilbert space, where $B$ is a cylindrical Brownian motion and $f$ is a…

Three-dimensional two-layer incompressible Euler fluids are studied from a Hamiltonian perspective. A natural Hamiltonian structure for the effective 2D model described by the interface-value of the field variables is obtained by means of a…

We develop a Hamiltonian theory for 2D soliton equations. In particular, we identify the spaces of doubly periodic operators on which a full hierarchy of commuting flows can be introduced, and show that these flows are Hamiltonian with…

We construct a two dimensional nonlinear $\sigma$-model that describes the Hamiltonian flow in the loop space of a classical dynamical system. This model is obtained by equivariantizing the standard N=1 supersymmetric nonlinear…

Starting from the deformed commutation relations \ba a_q(t) \,a_q^{\dag}(s) \ - \ q\,a_q^{\dag}(s)\,a_q(t) \ = \ \Gam(t-s) {\bf 1} , \quad -1\ \le \ q\ \le\ 1\nn \ea with a covariance $\Gam(t-s)$ and a parameter $q$ varying between $-1$ and…

We are concerned with the 3D stochastic magnetohydrodynamic (MHD) equations driven by additive noise on torus. For arbitrarily prescribed divergence-free initial data in $L^{2}_x$, we construct infinitely many probabilistically strong and…

We study the two-phase Stokes flow driven by surface tension with two fluids of equal viscosity, separated by an asymptotically flat interface with graph geometry. The flow is assumed to be two-dimensional with the fluids filling the entire…

In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…