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Stability of the traveling wave solution to a general class of one-dimensional nonlocal evolution equations is studied in $L^2$-spaces, thereby providing an alternative approach to the usual spectral analysis with respect to the supremum…

概率论 · 数学 2020-01-16 Eva Lang , Wilhelm Stannat

We propose a dynamic domain semi-Lagrangian method for stochastic Vlasov equations driven by transport noises, which arise in plasma physics and astrophysics. This method combines the volume-preserving property of stochastic characteristics…

数值分析 · 数学 2026-03-06 Jianbo Cui , Derui Sheng , Chenhui Zhang , Tau Zhou

In this paper, we systematically study the existence, asymptotic behaviors, uniqueness, and nonlinear orbital stability of traveling-wave solutions with small propagation speeds for the generalized surface quasi-geostrophic (gSQG) equation.…

偏微分方程分析 · 数学 2026-02-10 Daomin Cao , Shanfa Lai , Guolin Qin

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

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

概率论 · 数学 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients. Asking only boundedness of the divergence of the coefficients (a classical condition in both the…

概率论 · 数学 2015-09-02 Ennio Fedrizzi , Wladimir Neves , Christian Olivera

In this paper, we investigate the instability of the spherical travelling wave solutions for the Transport-Stokes system in $\mathbb{R}^3$. First, a classical scaling argument ensures instability among all probability measures for the…

偏微分方程分析 · 数学 2024-12-20 Matthieu Bonnivard , Amina Mecherbet

This article studies the Cauchy problem for the Boltzmann equation with stochastic kinetic transport. Under a cut-off assumption on the collision kernel and a coloring hypothesis for the noise coefficients, we prove the global existence of…

概率论 · 数学 2018-03-01 Samuel Punshon-Smith , Scott Smith

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

概率论 · 数学 2007-05-23 Marco Ferrante , Marta Sanz-Solé

We establish stability and pathwise uniqueness of solutions to Wiener noise driven McKean-Vlasov equations with random non-Lipschitz continuous coefficients. In the deterministic case, we also obtain the existence of unique strong…

概率论 · 数学 2024-11-05 Alexander Kalinin , Thilo Meyer-Brandis , Frank Proske

We construct H\"older continuous, global-in-time probabilistically strong solutions to 3D Euler equations perturbed by Stratonovich transport noise. Kinetic energy of the solutions can be prescribed a priori up to a stopping time, that can…

概率论 · 数学 2023-10-05 Martina Hofmanová , Theresa Lange , Umberto Pappalettera

This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…

概率论 · 数学 2020-03-18 Erhan Bayraktar , Xin Zhang , Zhou Zhou

We use Perron's method to construct viscosity solutions of fully nonlinear degenerate parabolic pathwise (rough) partial differential equations. This provides an intrinsic method for proving the existence of solutions that relies only on a…

偏微分方程分析 · 数学 2018-06-19 Benjamin Seeger

We study stochastic evolution equations driven by Gaussian noise. The key features of the model are that the operators in the deterministic and stochastic parts can have the same order and the noise can be time-only, space-only, or…

概率论 · 数学 2007-09-20 S. V. Lototsky , B. L. Rozovskii

This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in…

概率论 · 数学 2025-01-14 Yufei Shao , Xianliang Zhao

This article presents a unified mathematical framework for modeling coupled poro-viscoelastic and thermo-viscoelastic phenomena, formulated as a system of first-order in time partial differential equations. The model describes the evolution…

数值分析 · 数学 2025-04-29 Salim Meddahi

We study the ergodic behaviour of the McKean-Vlasov equations driven by common, divergence-free transport noise. In particular, we show that in dimension $d\geq 2$, if the noise is mixing and sufficiently strong it can enforce the…

概率论 · 数学 2026-01-30 Benjamin Gess , Rishabh S. Gvalani , Adrian Martini

We investigate the Cauchy problem for a quasilinear equation with transport rough input of the form $\mathrm{d} u-\partial_i(a^{ij}(u)\partial_j u)\mathrm{d} t =\mathrm{d} \mathbf{X}_t^i(x)\partial_i u_t,$ $u_0\in L^2$ on the torus $\mathbb…

概率论 · 数学 2020-12-16 Antoine Hocquet

We investigate the mixing properties of solutions to the stochastic transport equation $d u= \circ d W \cdot\nabla u$, where the driving noise $W(t,x)$ is white in time, colored and divergence-free in space. Furthermore, we prove the…

概率论 · 数学 2024-02-13 Dejun Luo , Bin Tang , Guohuan Zhao

We show the existence and uniqueness of a continuous viscosity solution of a system of partial differential equations (PDEs for short) without assuming the usual monotonicity conditions on the driver function as in Hamad\`ene and Morlais's…

最优化与控制 · 数学 2018-02-14 Said Hamadène , Mohamed Mnif , Sarah Neffati