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Abstract. We take a pathwise approach to classical McKean-Vlasov stochastic differential equations with additive noise, as e.g. exposed in Sznitmann [38]. Our study was prompted by some concrete problems in battery modelling [23], and also…

概率论 · 数学 2020-09-25 Michele Coghi , Jean-Dominique Deuschel , Peter Friz , Mario Maurelli

In this paper, we consider the 2D stochastic Nernst-Planck-Navier-Stokes equations with transport noise. By assuming the ionic species have the same diffusivity and opposite valences, we prove the global well-posedness of the system.…

偏微分方程分析 · 数学 2024-01-23 Quyuan Lin , Rongchang Liu , Weinan Wang

We prove the existence of a global martingale solution of a stochastic Hall-magnetohydrodynamics equations on $\mathbb{R}^3$ with multiplicative noise. Using the Fourier analysis we construct a sequence of approximate solutions. The…

概率论 · 数学 2021-09-15 Elżbieta Motyl

Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…

偏微分方程分析 · 数学 2018-02-08 Shirin Boroushaki , Nassif Ghoussoub

Stochastic fractionally dissipative quasi-geostrophic type equation on $R^d$ with a multiplicative Gaussian noise is considered. We prove the existence of a martingale solution. In the 2D sub-critical case we prove also the pathwise…

概率论 · 数学 2017-02-10 Zdzislaw Brzezniak , Elżbieta Motyl

In the recent work [arXiv:2308.03216], Coghi and Maurelli proved pathwise uniqueness of solutions to the vorticity form of stochastic 2D Euler equation, with Kraichnan transport noise and initial data in $L^1\cap L^p$ for $p>3/2$. The aim…

概率论 · 数学 2024-06-12 Shuaijie Jiao , Dejun Luo

A stochastic transport linear equation (STLE) with multiplicative space-time dependent noise is studied. It is shown that, under suitable assumptions on the noise, a multiplicative renormalization leads to convergence of the solutions of…

概率论 · 数学 2019-11-27 Lucio Galeati

In this paper we consider stochastic thin-film equation with nonlinear drift terms, colored Gaussian Stratonovych noise, as well as nonlinear colored Wiener noise. By means of Trotter-Kato-type decomposition into deterministic and…

偏微分方程分析 · 数学 2023-07-25 Oleksiy Kapustyan , Olha Martynyuk , Oleksandr Misiats , Oleksandr Stanzhytskyi

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

概率论 · 数学 2016-06-21 Michael Rockner , Ionut Munteanu

We calculate exactly the velocity and diffusion constant of a microscopic stochastic model of $N$ evolving particles which can be described by a noisy traveling wave equation with a noise of order $N^{-1/2}$. Our model can be viewed as the…

无序系统与神经网络 · 物理学 2009-11-10 Eric Brunet , Bernard Derrida

We extend our recently introduced stochastic nonlocal traffic flow model to more general random perturbations, including Markovian noise derived from a discretized Jacobi-type stochastic differential equation. Invoking a deterministic…

数值分析 · 数学 2026-03-26 Timo Böhme , Simone Göttlich , Andreas Neuenkirch

In this paper we consider the following non-linear stochastic partial differential equation (SPDE): \begin{align*} \begin{cases} \mathrm{d}u(s,x)=\sum^n_{i=1} \mathscr{L}_i u(s,x)\circ \mathrm{d}W_i(s)+\left(V(x)+\mu\Delta…

偏微分方程分析 · 数学 2023-06-28 Neeraj Bhauryal , Ana Bela Cruzeiro , Carlos Oliveira

In this paper we study a nonlinear stochastic fluid-structure interaction problem with a multiplicative, white-in-time noise. The problem consists of the Navier-Stokes equations describing the flow of an incompressible, viscous fluid in a…

偏微分方程分析 · 数学 2024-03-14 Krutika Tawri , Suncica Canic

In this note we study the 2d stochastic quasi-geostrophic equation in $\mathbb{T}^2$ for general parameter $\alpha\in (0,1)$ and multiplicative noise. We prove the existence of martingale solutions and pathwise uniqueness under some…

概率论 · 数学 2018-06-18 Michael Röckner , Rongchan Zhu , Xiangchan Zhu

In this paper we consider the transport--Stokes system, which describes the sedimentation of particles in a viscous fluid in inertialess regime. We show existence of Lagrangian solutions to the Cauchy problem with $L^1$ initial data. We…

偏微分方程分析 · 数学 2023-03-13 Marco Inversi

The existence of global martingale weak solution for the 2D and 3D stochastic Cahn-Hilliard-Navier-Stokes equations driven by multiplicative noise in a smooth bounded domain is established. In particular, the system is supplied with the…

概率论 · 数学 2022-12-12 Hongjun Gao , Zhaoyang Qiu , Huaqiao Wang

This paper reports results on the classification of traveling wave solutions, including nonnegative weak sense, in the spatial 1D degenerate parabolic equation. These are obtained through dynamical systems theory and geometric approaches…

偏微分方程分析 · 数学 2023-04-04 Yu Ichida , Takashi Okuda Sakamoto

Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under moderate regularity conditions on the drift and diffusion coefficients. Both drift and diffusion depend on the marginal measure of the…

概率论 · 数学 2023-01-02 Alexander Veretennikov

We consider a 2D stochastic modified Swift-Hohenberg equations with multiplicative noise and periodic boundary. First, we establish the existence of local and global martingale and pathwise solutions in the regular Sobolev space $H^{2m}$…

动力系统 · 数学 2024-04-24 Jintao Wang , Xiaoqian Zhang , Chunqiu Li

In this paper, we prove a Talagrand's T2 transportation cost-information inequality for the law of a stochastic wave equation in spatial dimension d=3 driven by the Gaussian random field, white in time and correlated in space, on the…

概率论 · 数学 2019-01-25 Yumeng Li , Xinyu Wang