中文
相关论文

相关论文: Local Nonuniqueness for Stochastic Transport Equat…

200 篇论文

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this…

经典物理 · 物理学 2018-10-23 Darryl D Holm , Vakhtang Putkaradze

Consider the following stochastic reaction-diffusion equation with logarithmic superlinear coefficient b, driven by space-time white noise W: $$ u_t(t,x) = (1/2)u_{xx}(t,x) + b(u(t,x)) + \sigma(u(t,x))W(dt,dx) $$ for $t > 0$ and $x \in…

概率论 · 数学 2025-09-17 Shijie Shang , Pengyu Wang , Tusheng Zhang

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

概率论 · 数学 2026-04-20 Franco Flandoli , Francesco Russo

Spontaneous stochasticity is a modern paradigm for turbulent transport at infinite Reynolds numbers. It suggests that tracer particles advected by rough turbulent flows and subject to additional thermal noise, remain non-deterministic in…

流体动力学 · 物理学 2023-06-21 André Luís Peixoto Considera , Simon Thalabard

This paper is concerned with the initial-boundary value problem \; for stochastic transport equations in bounded domains. For a given stochastic perturbation of the drift vector field, we prove existence and uniqueness of weak solutions…

偏微分方程分析 · 数学 2020-09-07 Wladimir Neves , Christian Olivera

The existence of random attractors for singular stochastic partial differential equations (SPDE) perturbed by general additive noise is proven. The drift is assumed only to satisfy the standard assumptions of the variational approach to…

概率论 · 数学 2011-11-02 Benjamin Gess

We consider the transport equation on $[0,T]\times \mathbb{R}^n$ in the situation where the vector field is $BV$ off a set $S\subset [0,T]\times \mathbb{R}^n$. We demonstrate that solutions exist and are unique provided that the set of…

偏微分方程分析 · 数学 2022-03-03 Evelyne Miot , Nicholas Sharples

We consider stochastic forced Navier--Stokes equations on $\mathbb{R}^{3}$ starting from zero initial condition. The noise is linear multiplicative and the equations are perturbed by an additional body force. Based on the ideas of…

概率论 · 数学 2024-09-11 Martina Hofmanová , Rongchan Zhu , Xiangchan Zhu

We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…

概率论 · 数学 2018-12-27 Jie Xiong , Jiayu Zheng , Xiaowen Zhou

This paper is devoted to the investigation of spatial spreading speeds and traveling wave solutions of monostable evolution equations with nonlocal dispersal in time and space periodic habitats. It has been shown in an earlier work by the…

动力系统 · 数学 2014-12-09 Nar Rawal , Wenxian Shen , Aijun Zhang

We present here a criterion to conclude that an abstract SPDE posseses a unique maximal strong solution, which we apply to a three dimensional Stochastic Navier-Stokes Equation. Inspired by the work of [Kato and Lai,1984] in the…

概率论 · 数学 2023-05-10 Daniel Goodair

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

最优化与控制 · 数学 2012-11-29 Jonathan Korman , Robert J. McCann

We consider a stochastic delay differential equation driven by a general Levy process. Both, the drift and the noise term may depend on the past, but only the drift term is assumed to be linear. We show that the segment process is…

概率论 · 数学 2007-05-23 M. Reiss , M. Riedle , O. van Gaans

We study stochastic differential equations(SDEs) with a small perturbation parameter. Under the dissipative condition on the drift coefficient and the local Lipschitz condition on the drift and diffusion coefficients we prove the existence…

概率论 · 数学 2022-05-05 Luca Di Persio , Yuri Kondratiev , Viktorya Vardanyan

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

统计力学 · 物理学 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

This article studies the solutions in H 1 of a steady transport equation with a divergence-free driving velocity that is W 1,$\infty$ , in a two-dimensional bounded polygon. Since the velocity is assumed fully non-homogeneous on the…

偏微分方程分析 · 数学 2016-12-20 Jean-Marie Bernard

We analyze the dynamics of a classical particle in a spatially periodic potential under the influence of a periodic in time uniform force. It was shown in [S.Flach, O.Yevtushenko, Y. Zolotaryuk, Phys. Rev. Lett. 84, 2358 (2000)] that…

混沌动力学 · 物理学 2012-07-11 A. P. Itin , A. I. Neishtadt

We obtain well-posedness results for a class of ODE with a singular drift and additive fractional noise, whose right-hand-side involves some bounded variation terms depending on the solution. Examples of such equations are reflected…

概率论 · 数学 2023-04-07 Paul Gassiat , Łukasz Mądry

We introduce the notion of pathwise entropy solutions for a class of degenerate parabolic-hyperbolic equations with non-isotropic nonlinearity and fluxes with rough time dependence and prove their well-posedness. In the case of Brownian…

偏微分方程分析 · 数学 2020-06-18 Benjamin Gess , Panagiotis E. Souganidis

We prove existence of infinitely many stationary solutions as well as ergodic stationary solutions for the stochastic Navier-Stokes equations on $\mathbb{T}^2$ \begin{align*} \dif u+\div(u\otimes u)\dif t+\nabla p\dif t&=\Delta u\dif t +…

概率论 · 数学 2024-02-22 Huaxiang Lü , Xiangchan Zhu