相关论文: Ergodicity for the stochastic Complex Ginzburg-Lan…
In this work we define a unified mathematical framework to deepen our understanding of the role of stochastic gradient (SG) noise on the behavior of Markov chain Monte Carlo sampling (SGMCMC) algorithms. Our formulation unlocks the design…
We propose an unconditionally convergent linear finite element scheme for the stochastic Landau--Lifshitz--Gilbert (LLG) equation with multi-dimensional noise. By using the Doss-Sussmann technique, we first transform the stochastic LLG…
We consider ergodic backward stochastic differential equations, in a setting where noise is generated by a countable state uniformly ergodic Markov chain. We show that for Lipschitz drivers such that a comparison theorem holds, these…
This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are…
We introduce the concept of an imprecise Markov semigroup \(\mathbf Q\). It is a tool that allows us to represent ambiguity around both the transition probabilities and the invariant measure of a continuous-time Markov process via a…
The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is exponentially convergent to the invariant probability…
We study a coupled deterministic system of vorticity evolution and salinity transport equations, with spatially correlated white noise on the boundary. This system may be considered as a model for gravity currents in oceanic fluids. The…
We consider the variant of a stochastic parabolic Ginzburg-Landau equation that allows for the formation of point defects of the solution. The noise in the equation is multiplicative of the gradient type. We show that the family of the…
The critical dynamics of superconductors in the charged regime is reconsidered within field-theory. For the dynamics the Ginzburg-Landau model with complex order parameter coupled to the gauge field suggested earlier [Lannert et al. Phys.…
Phase transitions with spontaneous symmetry breaking are expected for group field theories as a basic feature of the geometogenesis scenario. The following paper aims to investigate the equilibrium phase for group field theory by using the…
The anisotropic complex Ginzburg-Landau equation (ACGLE) describes slow modulations of patterns in anisotropic spatially extended systems near oscillatory (Hopf) instabilities with zero wavenumbers. Traveling wave solutions to the ACGLE…
We investigate the stochastic Landau-Lifshitz-Gilbert (LLG) equation on a periodic 2D domain, driven by infinite-dimensional Gaussian noise in a Sobolev class. We establish strong local well-posedness in the energy space and characterize…
We show the global-in-time well-posedness of the complex Ginzburg-Landau (CGL) equation with a space-time white noise on the 3-dimensional torus. Our method is based on [14], where Mourrat and Weber showed the global well-posedness for the…
In this paper, we study systems of $N$ interacting particles described by the classical and relativistic Langevin dynamics with singular forces and multiplicative noises. For the classical model, we prove the ergodicity, obtaining an…
We present a novel idea for a coupling of solutions of stochastic differential equations driven by L\'{e}vy noise, inspired by some results from the optimal transportation theory. Then we use this coupling to obtain exponential…
The Ginzburg--Landau (GL) equations of superconductivity provide a computational model for the study of magnetic flux vortices in type-II superconductors. In this article we show through numerical examples and rigorous mathematical analysis…
We study a model of the motion by mean curvature of an (1+1) dimensional interface in a 2D Brownian velocity field. For the well-posedness of the model we prove existence and uniqueness for certain degenerate nonlinear stochastic evolution…
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…
A large class of quantum and statistical field theoretical models, encompassing relevant condensed matter and non-abelian gauge systems, are defined in terms of complex actions. As the ordinary Monte-Carlo methods are useless in dealing…
This paper investigates the stochastic Cahn-Hilliard equation (SCHE) driven by additive space-time white noise. We first refine the analytical ergodic theory by proving that the continuum equation admits a unique invariant measure in the…