Mixing via controllability for randomly forced nonlinear dissipative PDEs [PDF]
We continue our study of the problem of mixing for a class of PDEs with very degenerate noise. As we established earlier, the uniqueness of stationary measure and its exponential stability in the dual-Lipschitz metric holds under the hypothesis that the ...
Vahagn Nersesyan +5 more
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Effects of aging and hydrothermal treatment on the crystallization of ZSM-5 zeolite synthesis from bentonite. [PDF]
Nguyen DK +6 more
europepmc +1 more source
Probability structure preserving and absolute continuity
. – The concept of probability structure preserving mapping is introduced. The idea is applied to define stochastic integral for fractional Brownian motion (fBm) and to obtain an anticipative Girsanov theorem for fBm.
Hu, Yaozhong, Yaozhong Hu
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Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness [PDF]
In this paper linear stochastic transport and continuity equations with drift in critical Lp spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity equation, starting ...
Beck, Lisa +4 more
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Stochastic differential equation modelling of cancer cell migration and tissue invasion. [PDF]
Katsaounis D +2 more
europepmc +1 more source
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise. [PDF]
Fahim K, Hausenblas E, Kovács M.
europepmc +1 more source
Raman Spectroscopic and Quantum Chemical Investigation of the Pyridine-Borane Complex and the Effects of Dative Bonding on the Normal Modes of Pyridine. [PDF]
Lambert EC, Stratton BW, Hammer NI.
europepmc +1 more source
Measure Attractors For Stochastic Navier-Stokes Equations
: We show existence of measure attractors for 2-D stochastic Navier-Stokes equations with general multiplicative noise. Keywords: Stochastic Navier--Stokes equations, measure attractors AMS subject classification: Primary: 35Q30, 60H15, 60G60; Secondary:
Marek Capinski, Nigel J. Cutland
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Finite Width For A Random Stationary Interface [PDF]
: We study the asymptotic shape of the solution u(t; x) 2 [0; 1] to a one-dimensional heat equation with a multiplicative white noise term. At time zero the solution is an interface, that is u(0; x) is 0 for all large positive x and u(0; x) is 1 for all
R. Tribe, C. Mueller
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Approximate Solvability of Forward-Backward Stochastic Differential Equations
. The solvability of forward-backward stochastic differential equations (FBSDE, for short) has been studied extensively in recent years. To guarantee the existence and uniqueness of adapted solutions, many different conditions, some are quite restrictive,
Jin Ma, Jiongmin Yong
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