相关论文: Flows, coalescence and noise

The distribution-dependent stochastic differential equations (DDSDEs) describe stochastic systems whose evolution is determined by both the microcosmic site and the macrocosmic distribution of the particle. The density function associated…

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

Using tools from the theory of random fields with stationary increments, we introduce a new class of processes which can be used as a model for the noise perturbing an SPDE. This type of noise (called harmonizable) is not necessarily…

This note is devoted to a discussion of the potential links and differences between three topics: regularization by noise, convex integration, spontaneous stochasticity. All of them deal with the effect on large scales of a small-scale…

In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…

The multi-step denoising process in diffusion and Flow Matching models causes major efficiency issues, which motivates research on few-step generation. We present Solution Flow Models (SoFlow), a framework for one-step generation from…

We propose new limiting dynamics for stochastic gradient descent in the small learning rate regime called stochastic modified flows. These SDEs are driven by a cylindrical Brownian motion and improve the so-called stochastic modified…

The evolution of a localized vortex in stably stratified flow, within the Boussinesq approximation, is analyzed using the fluid impulse concept. The set of equations describing the temporal development of the fluid impulse has an…

In this paper, we introduce a new nonlinear evolution partial differential equation for sparse deconvolution problems. The proposed PDE has the form of continuity equation that arises in various research areas, e.g. fluid dynamics and…

Identifying unknown differential equations from a given set of discrete time dependent data is a challenging problem. A small amount of noise can make the recovery unstable, and nonlinearity and differential equations with varying…

We consider statistics for stochastic evolution equations in Hilbert space with emphasis on stochastic partial differential equations (SPDEs). We observe a solution process under additional measurement errors and want to estimate a real or…

The topic of this PhD thesis is the derivation of evolution equations for probability density functions (pdfs) describing the non-Markovian response to dynamical systems under Gaussian coloured (smoothly-correlated) noise. These pdf…

We study local existence and uniqueness for a surface growth model with space-time white noise in 2D. Unfortunately, the direct fixed-point argument for mild solutions fails here, as we do not have sufficient regularity for the stochastic…

Stop-and-go waves are commonly observed in traffic and pedestrian flows. In traffic theory they are described by phase transitions of metastable models. The self-organization phenomenon occurs due to inertia mechanisms but requires fine…

Stochastic differential equations are ubiquitous modelling tools in physics and the sciences. In most modelling scenarios, random fluctuations driving dynamics or motion have some non-trivial temporal correlation structure, which renders…

We consider stochastic reaction-diffusion equations with colored noise and prove Schauder type estimates, which will depend on the color of the noise, for the stationary and evolution problems associated with the corresponding transition…

The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…

We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…

The influence of an underlying carrier flow on the terminal velocity of sedimenting particles is investigated both analytically and numerically. Our theoretical framework works for a general class of (laminar or turbulent) velocity fields…

In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…