中文
相关论文

相关论文: Regularization by rough Kraichnan noise for the ge…

200 篇论文

Reaction-nonlinear diffusion (RND) partial differential equations are a fruitful playground to model the formation of sharp travelling fronts, a fundamental pattern in nature. In this work, we demonstrate the utility and scope of…

In this paper, we prove the existence and uniqueness of maximally defined strong solutions to SDEs driven by multiplicative noise on general space-time domains $Q\subset\mathbb{R}_+\times\mathbb{R}^d$, which have continuous paths on the…

概率论 · 数学 2019-10-10 Chengcheng Ling , Michael Röckner , Xiangchan Zhu

We develop resonance-based low-regularity numerical integrators for stochastic Schr"odinger equations with additive $Q$-Wiener noise, covering both the linear equation with rough potential and the cubic nonlinear case. For the linear…

数值分析 · 数学 2026-05-05 Stefano Di Giovacchino

We consider a transport-diffusion equation forced by random noise of three types: additive, linear multiplicative in It$\hat{\mathrm{o}}$'s interpretation, and transport in Stratonovich's interpretation. Via convex integration modified to…

偏微分方程分析 · 数学 2022-03-28 Ujjwal Koley , Kazuo Yamazaki

We prove well-posedness in $H^{\sigma}(\mathbb{R})$ for any $\sigma \in [0,\infty)$ of a parametrically forced nonlinear Schr\"odinger equation (PFNLS) in one dimension driven by multiplicative Stratonovich noise which has spatially…

偏微分方程分析 · 数学 2024-03-11 Manuel V. Gnann , Rik W. S. Westdorp , Joris van Winden

We introduce and analyze a class of Surface Quasi-Geostrophic (SQG) equations in the presence of moving rigid obstacles. The model is motivated both by vortex-wave type asymptotics for singular structures in active scalar equations and by…

偏微分方程分析 · 数学 2026-05-25 Ludovic Godard-Cadillac , Arnab Roy

We generalize the theory of periodic homogenization for multidimensional SDEs with additive Brownian and stable L\'evy noise for $\alpha\in (1,2)$ to the setting of singular periodic Besov drifts of regularity $\beta\in ((2-2\alpha)/3,0)$…

概率论 · 数学 2023-09-29 Helena Kremp , Nicolas Perkowski

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

We consider equations of nonlinear transport on the circle with regular self interactions appearing in aggregation models and deterministic mean field dynamics. We introduce a random perturbation of such systems through a stochastic…

概率论 · 数学 2026-01-07 Max-K. von Renesse , Feng-Yu Wang , Alexander Weiß

To capture and simulate geometric surface evolutions, one effective approach is based on the phase field methods. Among them, it is important to design and analyze numerical approximations whose error bound depends on the inverse of the…

数值分析 · 数学 2024-04-18 Jianbo Cui

We investigate the regularizing effect of certain additive continuous perturbations on SDEs with multiplicative fractional Brownian motion (fBm). Traditionally, a Lipschitz requirement on the drift and diffusion coefficients is imposed to…

概率论 · 数学 2020-08-07 Lucio Galeati , Fabian A. Harang

In this article, we establish the well-posedness theory for renormalized entropy solutions of a degenerate parabolic-hyperbolic PDE perturbed by a multiplicative Levy noise with general L1-data on the unbounded domain. By using a suitable…

偏微分方程分析 · 数学 2024-08-27 Soumya Ranjan Behera , Ananta K Majee

We study stochastic differential equations (SDEs) with multiplicative Stratonovich-type noise of the form $ dX_t = b(X_t) dt + \sigma(X_t)\circ d W_t, X_0=x_0\in\mathbb{R}^d, t\geq0,$ with a possibly singular drift $b\in…

概率论 · 数学 2021-09-28 Chengcheng Ling , Sebastian Riedel , Michael Scheutzow

The generalized surface quasi-geostrophic (GSQG) equations are transport equations for an active scalar that depend on a parameter $0<\alpha \le 2$. Special cases are the two-dimensional incompressible Euler equations ($\alpha = 2$) and the…

偏微分方程分析 · 数学 2020-06-29 John K. Hunter , Jingyang Shu , Qingtian Zhang

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 prove the global well-posedness of the one-dimensional Navier-Stokes-Korteweg equations driven by a stochastic multiplicative noise. The analysis is performed for the general case of capillarity and viscosity coefficients $k(\rho)=…

偏微分方程分析 · 数学 2026-03-26 L. Pescatore

We show that if one drives the KPZ equation by the derivative of a space-time white noise smoothened out at scale $\varepsilon \ll 1$ and multiplied by $\varepsilon^{3/4}$ then, as $\varepsilon \to 0$, solutions converge to the Cole-Hopf…

概率论 · 数学 2024-12-23 Martin Hairer

In this paper, we show existence of white noise solutions for weak formulations of modified Surface Quasi-Geostrophic (mSQG) equations. Based on previous results (\cite{FS}) on white noise solutions for mSQG equations on the torus…

偏微分方程分析 · 数学 2022-11-11 Siyu Liang

In Tao 2016, the author constructs an averaged version of the deterministic three-dimensional Navier-Stokes equations (3D NSE) which experiences blow-up in finite time. In the last decades, various works have studied suitable perturbations…

概率论 · 数学 2022-05-31 Theresa Lange

We prove the existence of generalised solutions of the Monge-Kantorovich equations with fractional $s$-gradient constraint, $0<s<1$, associated to a general, possibly degenerate, linear fractional operator of the type, \begin{equation*}…

偏微分方程分析 · 数学 2023-10-24 Assis Azevedo , José Francisco Rodrigues , Lisa Santos