相关论文: Global flows for stochastic differential equations…
We study the Wasserstein Hamiltonian flow with a common noise on the density manifold of a finite graph. Under the framework of stochastic variational principle, we first develop the formulation of stochastic Wasserstein Hamiltonian flow…
When the velocity field is not a priori known to be globally almost Lipschitz, global uniqueness of solutions to the two-dimensional Euler equations has been established only in some special cases, and the solutions to which these results…
We consider the equations of Navier-Stokes modeling viscous fluid flow past a moving or rotating obstacle in $\mathbb{R}^d$ subject to a prescribed velocity condition at infinity. In contrast to previously known results, where the…
We provide examples of initial data which saturate the enhanced diffusion rates proved for general shear flows which are H\"{o}lder regular or Lipschitz continuous with critical points, and for regular circular flows, establishing the…
We prove partial regularity of suitable weak solutions to the Navier--Stokes equations at the boundary in irregular domains. In particular, we provide a criterion which yields continuity of the velocity field in a boundary point and obtain…
This paper is based on a formulation of the Navier-Stokes equations developed by P. Constantin and the first author (\texttt{arxiv:math.PR/0511067}, to appear), where the velocity field of a viscous incompressible fluid is written as the…
We investigate regularity estimates for the stationary Navier-Stokes equations above a highly oscillating Lipschitz boundary with the no-slip boundary condition. Our main result is an improved Lipschitz regularity estimate at scales larger…
We present a general regularization procedure for piecewise smooth vector fields whose discontinuity locus is a variety of normal crossings type. We show that such regularization can be smoothed through a finite sequence of blowings-up,…
We find a global a priori estimate for solutions to the Navier-Stokes equations with periodic boundary conditions guaranteeing in view of the Serrin type condition the existence of global regular solutions. We derive the following estimate…
We prove that the solution to the singular-degenerate stochastic fast-diffusion equation with parameter $m\in (0,1)$, with zero Dirichlet boundary conditions on a bounded domain in any spatial dimension, and driven by linear multiplicative…
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
We deal with boundary value problems for second-order nonlinear elliptic equations in divergence form, which emerge as Euler-Lagrange equations of integral functionals of the Calculus of Variations built upon possibly anisotropic norms of…
In this paper we study the regularity property of Hele-Shaw flow, where source and drift are present in the evolution. More specifically we consider H\"{o}lder continuous source and Lipschitz continuous drift. We show that if the free…
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…
It is well-known that the flows generated by two smooth vector fields commute, if the Lie bracket of these vector fields vanishes. This assertion is known to extend to Lipschitz continuous vector fields, up to interpreting the vanishing of…
Two-dimensional Stokes flow through a periodic channel is considered. The channel walls need only be Lipschitz continuous, in other words they are allowed to have corners. Boundary integral methods are an attractive tool for numerically…
In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…
We present a systematic approach to regularity theory of the multi-dimensional Euler alignment systems with topological diffusion introduced in \cite{STtopo}. While these systems exhibit flocking behavior emerging from purely local…
We give an unified framework to solve rough differential equations. Based on flows, our approach unifies the former ones developed by Davie, Friz-Victoir and Bailleul. The main idea is to build a flow from the iterated product of an almost…
The solution of a (stochastic) differential equation (SDE) can be locally approximated by a stochastic expansion, a linear combination of iterated integrals. Quantities of interest, like moments, can then be approximated with the expansion.…