arXiv subjects

Peter H. C. Pang

Publications and source records attributed to Peter H. C. Pang.

15 recordsLinked to original sources

arXiv2026

Damping-Diffusion-Noise Interactions in the Stochastic Camassa-Holm Equation

In this paper we investigate the effects of the interaction between time-inhomogeneous damping, non-local diffusion, and noise on classical solutions to the Camassa-Holm equation incorporating these features. First, a local-in-time theory is established, covering the existence, uniqueness, and a blow-up criterion under relatively general conditions for these interacting mechanisms. Subsequently, we identify different conditions on the interactions between damping, diffusion, and noise that guarantee the global regularity and long-time behaviour of classical solutions. Notably, we demonstrate the existence of an evolution system of measures, which generalizes the concept of invariant measures to the time-inhomogeneous setting.

math.AP↗

arXiv2026

The viscous variational wave equation with transport noise

This article considers the variational wave equation with viscosity and transport noise as a system of three coupled nonlinear stochastic partial differential equations. We prove pathwise global existence, uniqueness, and temporal continuity of solutions to this system in $L^2_x$. Martingale solutions are extracted from a two-level Galerkin approximation via the Skorokhod--Jakubowski theorem. We use the apparatus of Dudley maps to streamline this stochastic compactness method, bypassing the usual martingale identification argument. Pathwise uniqueness for the system is established through a renormalisation procedure that involves double commutator estimates and a delicate handling of noise and nonlinear terms. New model-specific commutator estimates are proven.

math.AP↗

arXiv2026

Semi-discrete heat equations with variable coefficients and the parametrix method

We develop a parametrix approach for constructing solutions and establishing grid-size independent estimates for semi-discrete heat equations with variable coefficients. While the classical continuous setting benefits from Gaussian estimates of the constant coefficient heat kernel, such estimates are not available in the semi-discrete context. To address this complication, we derive estimates involving products of heavy-tailed Lorentz (also known as Cauchy) probability densities. These Lorentzian estimates provide a sufficient handle on certain iterated convolutions involving Bessel functions, enabling us to achieve convergence of the parametrix approach.

math.NA↗

arXiv2025

Weak Existence for Degenerate Distribution Dependent SDEs with multiplicative Noise -- a pathwise regularization approach

We establish the existence of weak solutions to a class of distribution-dependent stochastic differential equations (DDSDEs) with possibly degenerate multiplicative noise and singular coefficients. Extending the weak existence techniques introduced by Bechtold & Hofmanova 2023 to a distribution-dependent framework, we utilize pathwise averaging and local-time decomposition methods to show how irregular noise effectively regularizes analytical challenges associated with degeneracies in stochastic systems.

math.PR↗

arXiv2025

Convergent finite difference schemes for stochastic transport equations

We present difference schemes for stochastic transport equations with low-regularity velocity fields. We establish $L^2$ stability and convergence of the difference approximations under conditions that are less strict than those required for deterministic transport equations. The $L^2$ estimate, crucial for the analysis, is obtained through a discrete duality argument and a comprehensive examination of a class of backward parabolic difference schemes.

math.NA↗

arXiv2024

Convergence rate in the splitting-up method for rough differential equations

In this note we construct solutions to rough differential equations ${\rm d} Y = f(Y) \,{\rm d} X$ with a driver $X \in C^α([0,T];\mathbb{R}^d)$, $\frac13 < α\le \frac12$, using a splitting-up scheme. We show convergence of our scheme to solutions in the sense of Davie by a new argument and give a rate of convergence.

math.CA↗

arXiv2024

Convergence of stochastic integrals with applications to transport equations and conservation laws with noise

Convergence of stochastic integrals driven by Wiener processes $W_n$, with $W_n \to W$ almost surely in $C_t$, is crucial in analyzing SPDEs. Our focus is on the convergence of the form $\int_0^T V_n\, \mathrm{d} W_n \to \int_0^T V\, \mathrm{d} W$, where $\{V_n\}$ is bounded in $L^p(Ω\times [0,T];X)$ for a Banach space $X$ and some finite $p > 2$. This is challenging when $V_n$ converges to $V$ weakly in the temporal variable. We supply convergence results to handle stochastic integral limits when strong temporal convergence is lacking. A key tool is a uniform mean $L^1$ time translation estimate on $V_n$, an estimate that is easily verified in many SPDEs. However, this estimate alone does not guarantee strong compactness of $(ω,t)\mapsto V_n(ω,t)$. Our findings, especially pertinent to equations exhibiting singular behavior, are substantiated by establishing several stability results for stochastic transport equations and conservation laws.

math.PR↗

arXiv2024

Global existence of dissipative solutions to the Camassa--Holm equation with transport noise

We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for dissipative weak martingale solutions to this SPDE, with general finite-energy initial data. The solution is obtained as the limit of classical solutions to parabolic SPDEs. The proof combines model-specific statistical estimates with stochastic propagation of compactness techniques, along with the systematic use of tightness and a.s. representations of random variables on specific quasi-Polish spaces. The spatial dependence of the noise function makes more difficult the analysis of a priori estimates and various renormalisations, giving rise to nonlinear terms induced by the martingale part of the equation and the second-order Stratonovich--Itô correction term.

math.AP↗

arXiv2023

Weak convergence of stochastic integrals

The convergence of stochastic integrals driven by a sequence of Wiener processes $W_n\to W$ (with convergence in $C_t$) is crucial in the analysis of stochastic partial differential equations (SPDEs). The convergence we focus on in this paper is of the form $\int_0^T V_n\, {\rm d} W_n \to \int_0^T V\,{\rm d} W$, where $V_n$ takes values in $L^p([0,T];X)$ for some finite $p\ge 2$ and a Banach space $X$. Standard methods do not directly apply when $V_n$ only converges weakly in the temporal variable to $V$. We provide (weak) convergence results that address the need to take limits of stochastic integrals when only weak temporal convergence is available. This is particularly relevant for SPDEs with singular behaviour.

math.PR↗

arXiv2023

Second order commutator estimates in renormalisation theory for SPDEs with gradient-type noise

An important step in standard renormalisation arguments involve convolution against a standard mollifier. As pointed out in (Punshon-Smith--Smith 2018), this generates second order commutator terms in equations with gradient-type noise. These are commutators similar to commutators in the well-known ``folklore lemma" of Di Perna--Lions (Di Perna--Lions 1989, Lemma II.1), but not covered by standard renormalisation theory. In this note we establish the vanishing of these commutators for gradient-type noises on $\mathbb{T}^d$ not necessarily possessing divergence-free structure.

math.AP↗

arXiv2022

Global well-posedness of the viscous Camassa--Holm equation with gradient noise

We analyse a nonlinear stochastic partial differential equation that corresponds to a viscous shallow water equation (of the Camassa--Holm type) perturbed by a convective, position-dependent noise term. We establish the existence of weak solutions in $H^m$ ($m\in\mathbb{N}$) using Galerkin approximations and the stochastic compactness method. We derive a series of a priori estimates that combine a model-specific energy law with non-standard regularity estimates. We make systematic use of a stochastic Gronwall inequality and also stopping time techniques. The proof of convergence to a solution argues via tightness of the laws of the Galerkin solutions, and Skorokhod--Jakubowski a.s. representations of random variables in quasi-Polish spaces. The spatially dependent noise function constitutes a complication throughout the analysis, repeatedly giving rise to nonlinear terms that "balance" the martingale part of the equation against the second-order Stratonovich-to-Itô correction term. Finally, via pathwise uniqueness, we conclude that the constructed solutions are probabilistically strong. The uniqueness proof is based on a finite-dimensional Itô formula and a DiPerna--Lions type regularisation procedure, where the regularisation errors are controlled by first and second order commutators.

math.AP↗

arXiv2021

Nonlinear Anisotropic Degenerate Parabolic-Hyperbolic Equations with Stochastic Forcing

We are concerned with nonlinear anisotropic degenerate parabolic-hyperbolic equations with stochastic forcing, which are heterogeneous (i.e., not space-translational invariant). A unified framework is established for the continuous dependence estimates, fractional BV regularity estimates, and well-posedness for stochastic entropy solutions of the nonlinear stochastic degenerate parabolic-hyperbolic equation. In particular, we establish the well-posedness of the nonlinear stochastic equation in $L^p \cap N^{κ,1}$ for $p\in (1,\infty)$ and the $κ$--Nikolskii space $N^{κ,1}$ with $κ>0$, and the $L^1$ continuous dependence of the stochastic entropy solutions not only on the initial data, but also on the degenerate diffusion matrix function, the flux function, and the multiplicative noise function involving in the nonlinear equation.

math.AP↗

arXiv2021

Strong solutions of a stochastic differential equation with irregular random drift

We present a well-posedness result for strong solutions of one-dimensional stochastic differential equations (SDEs) of the form $$\mathrm{d} X= u(ω,t,X)\, \mathrm{d} t + \frac12 σ(ω,t,X)σ'(ω,t,X)\,\mathrm{d} t + σ(ω,t,X) \, \mathrm{d}W(t), $$ where the drift coefficient $u$ is random and irregular. The random and regular noise coefficient $σ$ may vanish. The main contribution is a pathwise uniqueness result under the assumptions that $u$ belongs to $L^p(Ω; L^\infty([0,T];\dot{H}^1(\mathbb{R})))$ for any finite $p\ge 1$, $\mathbb{E}\left|u(t)-u(0)\right|_{\dot{H}^1(\mathbb{R})}^2 \to 0$ as $t\downarrow 0$, and $u$ satisfies the one-sided gradient bound $\partial_x u(ω,t,x) \le K(ω, t)$, where the process $K(ω,t )>0$ exhibits an exponential moment bound of the form $\mathbb{E} \exp\Big(p\int_t^T K(s)\,\mathrm{d} s\Big) \lesssim {t^{-2p}}$ for small times $t$, for some $p\ge1$. This study is motivated by ongoing work on the well-posedness of the stochastic Hunter--Saxton equation, a stochastic perturbation of a nonlinear transport equation that arises in the modelling of the director field of a nematic liquid crystal. In this context, the one-sided bound acts as a selection principle for dissipative weak solutions of the stochastic partial differential equation (SPDE).

math.PR↗

arXiv2020

The Hunter-Saxton equation with noise

In this paper we develop an existence theory for the Cauchy problem to the stochastic Hunter-Saxton equatio, and prove several properties of the blow-up of its solutions. An important part of the paper is the continuation of solutions to the stochastic equations beyond blow-up (wave-breaking). In the linear noise case, using the method of (stochastic) characteristics, we also study random wave-breaking and stochastic effects unobserved in the deterministic problem. Notably, we derive an explicit law for the random wave-breaking time.

math.AP↗

arXiv2019

Invariant Measures for Nonlinear Conservation Laws Driven by Stochastic Forcing

Some recent developments in the analysis of long-time behaviors of stochastic solutions of nonlinear conservation laws driven by stochastic forcing are surveyed. The existence and uniqueness of invariant measures are established for anisotropic degenerate parabolic-hyperbolic conservation laws of second-order driven by white noises. Some further developments, problems, and challenges in this direction are also discussed.

math.AP↗