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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 of ill-behaved deterministic PDEs in order to prevent or delay such behavior. A promising example is given by a particular choice of stochastic transport noise closely studied in Flandoli et al. 2021. We analyze the model in Tao 2016 in view of these results and discuss the regularization skills of this noise in the context of the averaged 3D NSE. [ABSTRACT FROM AUTHOR]

We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense. We develop a comprehensive solution theory that includes strong existence, path-by-path uniqueness, existence of a solution flow of diffeomorphisms, Malliavin differentiability and $\rho $ -irregularity. As a consequence, we can also treat McKean-Vlasov, transport and continuity equations.

We establish partial smoothing properties of the transition semigroup (P t) associated to the linear stochastic wave equation driven by a cylindrical Wiener noise on a separable Hilbert space. These new results allow the study of related vector-valued infinite-dimensional PDEs in spaces of functions which are Hölder continuous along special directions. As an application we prove strong uniqueness for semilinear stochastic wave equations involving nonlinearities of Hölder type. We stress that we are able to prove well-posedness although the Markov semigroup (P t) is not strong Feller. [ABSTRACT FROM AUTHOR]

We consider stochastic differential equations (SDEs) with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a martingale problem and show its well-posedness. We then prove further properties of the martingale problem, such as continuity with respect to the drift and the link with the Fokker–Planck equation. We also show that the solutions are weak Dirichlet processes for which we evaluate the quadratic variation of the martingale component. In the second part we identify the dynamics of the solution of the martingale problem by describing the proper associated SDE. Under suitable assumptions we show equivalence with the solution to the martingale problem. [ABSTRACT FROM AUTHOR]

The Landau–Lifshitz–Bloch equation is the only valid model describing the simulation of heat-assisted magnetic recording around the Curie temperature. In order to explain the noise-induced phenomenon more comprehensively between different equilibrium states, we consider a special type of noise: multiplicative transport noise, to perturb the equation on a torus T d , d = 2 , 3 . The existence of martingale weak solution is proved for d = 2 , 3 . For d = 2 , we show the uniqueness, then the strong pathwise solution is established. Compared with other type of Wiener noise, we further show that the transport noise provides the regularizing effect, thus, the energy dissipation is enhanced. [ABSTRACT FROM AUTHOR]

In this paper we aim at generalizing the results of A. K. Zvonkin (That removes the drift, 22, 129, 41) and A. Y. Veretennikov (Theory Probab. Appl., 24, 354, 39) on the construction of unique strong solutions of stochastic differential equations with singular drift vector field and additive noise in the Euclidean space to the case of infinite-dimensional state spaces. The regularizing driving noise in our equation is chosen to be a locally non-Hölder continuous Hilbert space valued process of fractal nature, which does not allow for the use of classical construction techniques for strong solutions from PDE or semimartingale theory. Our approach, which does not resort to the Yamada-Watanabe principle for the verification of pathwise uniqueness of solutions, is based on Malliavin calculus. [ABSTRACT FROM AUTHOR]

We investigate pitchfork bifurcations for a stochastic reaction diffusion equation perturbed by an infinite-dimensional Wiener process. It is well-known that the random attractor is a singleton, independently of the value of the bifurcation parameter; this phenomenon is often referred to as the "destruction" of the bifurcation by the noise. Analogous to the results of Callaway et al. (AIHP Prob Stat 53:1548–1574, 2017) for a 1D stochastic ODE, we show that some remnant of the bifurcation persists for this SPDE model in the form of a positive finite-time Lyapunov exponent. Additionally, we prove finite-time expansion of volume with increasing dimension as the bifurcation parameter crosses further eigenvalues of the Laplacian. [ABSTRACT FROM AUTHOR]

The aim of this paper is to present the mathematical and numerical study of a nonlocal nonlinear model based on the variable exponent p(x)-Laplacian for removing Cauchy noise, which is a type of impulsive and non-Gaussian degradation. The proposed model benefits from the performance of the nonlocal approach to preserve small details and textures, and the efficiency of the variable exponent to reduce the execution time. To demonstrate the reliability of our proposed model, we provide some experimental denoising results and illustrate the comparison with some models from the literature.

We consider the problem of regularization by noises for the three-dimensional magnetohydrodynamical (3D MHD) equations. It is shown that in a suitable scaling limit, the multiplicative noise of transport type gives rise to bounds on the vorticity fields of the fluid velocity and magnetic fields. As a result, if the noise intensity is big enough, then the stochastic 3D MHD equations admit a pathwise unique global solution for large initial data with high probability. [ABSTRACT FROM AUTHOR]

Aggregation equations, such as the parabolic-elliptic Patlak–Keller–Segel model, are known to have an optimal threshold for global existence versus finite-time blow-up. In particular, if the diffusion is absent, then all smooth solutions with finite second moment can exist only locally in time. Nevertheless, one can ask whether global existence can be restored by adding a suitable noise to the equation, so that the dynamics are now stochastic. Inspired by the work of Buckmaster et al. (Int Math Res Not IMRN 23:9370–9385, 2020) showing that, with high probability, the inviscid SQG equation with random diffusion has global classical solutions, we investigate whether suitable random diffusion can restore global existence for a large class of active scalar equations in arbitrary dimension with possibly singular velocity fields. This class includes Hamiltonian flows, such as the SQG equation and its generalizations, and gradient flows, such as those arising in aggregation models. For this class, we show global existence of solutions in Gevrey-type Fourier–Lebesgue spaces with quantifiable high probability. [ABSTRACT FROM AUTHOR]

We consider a symmetric system of conservation laws and its stochastic approximation with stochastic multiplicative noise. Using the vanishing viscosity with the zero-noise limit we obtain a deterministic weak solution for some time interval. [ABSTRACT FROM AUTHOR]

In this paper, we prove the existence of strong solutions to an stochastic differential equation with a generalized drift driven by a multidimensional fractional Brownian motion for small Hurst parameters H < 1 2. Here, the generalized drift is given as the local time of the unknown solution process, which can be considered an extension of the concept of a skew Brownian motion to the case of fractional Brownian motion. Our approach for the construction of strong solutions is new and relies on techniques from Malliavin calculus combined with a "local time variational calculus" argument. [ABSTRACT FROM AUTHOR]

We give a new take on the error analysis of approximations of stochastic differential equations (SDEs), utilizing and developing the stochastic sewing lemma of Lê (Electron J Probab 25:55, 2020. https://doi.org/10.1214/20-EJP442). This approach allows one to exploit regularization by noise effects in obtaining convergence rates. In our first application we show convergence (to our knowledge for the first time) of the Euler–Maruyama scheme for SDEs driven by fractional Brownian motions with non-regular drift. When the Hurst parameter is H ∈ (0 , 1) and the drift is C α , α ∈ [ 0 , 1 ] and α > 1 - 1 / (2 H) , we show the strong L p and almost sure rates of convergence to be ((1 / 2 + α H) ∧ 1) - ε , for any ε > 0 . Our conditions on the regularity of the drift are optimal in the sense that they coincide with the conditions needed for the strong uniqueness of solutions from Catellier and Gubinelli (Stoch Process Appl 126(8):2323–2366, 2016. https://doi.org/10.1016/j.spa.2016.02.002). In a second application we consider the approximation of SDEs driven by multiplicative standard Brownian noise where we derive the almost optimal rate of convergence 1 / 2 - ε of the Euler–Maruyama scheme for C α drift, for any ε , α > 0 . [ABSTRACT FROM AUTHOR]

For some deterministic nonlinear PDEs on the torus whose solutions may blow up in finite time, we show that, under suitable conditions on the nonlinear term, the blow-up is delayed by multiplicative noise of transport type in a certain scaling limit. The main result is applied to the 3D Keller–Segel, 3D Fisher–KPP, and 2D Kuramoto–Sivashinsky equations, yielding long-time existence for large initial data with high probability. [ABSTRACT FROM AUTHOR]