Related papers: Superposition rules and stochastic Lie-Scheffers s…
Variational principles play a fundamental role in deriving evolution equations of physics. They are working well in case of nondissipative evolution but for dissipative systems they are not unique, not predictive and not constructive. With…
This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…
We suggest the method for group classification of evolution equations admitting nonlocal symmetries which are associated with a given evolution equation possessing nontrivial Lie symmetry. We apply this method to second-order evolution…
This paper belongs to a group of work in the intersection of symbolic computation and group analysis aiming for the symbolic analysis of differential equations. The goal is to extract important properties without finding the explicit…
Complementing the analysis in [41], we investigate the well-posedness of SPDEs problems of doubly nonlinear type. These arise ubiquitously in the modelization of dissipative media and correspond to generalized balance laws between…
This paper introduces several new classes of mathematical structures that have close connections with physics and with the theory of dynamical systems. The most general of these structures, called indivisible stochastic processes,…
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…
In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…
A stochastic Lie system on a manifold $M$ is a stochastic differential equation whose dynamics is described by a linear combination with functions depending on $\mathbb{R}^\ell$-valued semi-martigales of vector fields on $M$ spanning a…
The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…
We propose variants of Schramm-Loewner evolution (SLE) that are related to superconformal algebras following the group theoretical formulation of SLE, in which the relevant stochastic differential equation is derived from a random process…
In this paper, we first provide a criterion on uniform large deviation principles (ULDP) of stochastic differential equations under Lyapunov conditions on the coefficients, which can be applied to stochastic systems with coefficients of…
We prove that any potential symmetry of a system of evolution equations reduces to a Lie symmetry through a nonlocal transformation of variables. Based on this fact is our method of group classification of potential symmetries of systems of…
A {\it Lie system} is a nonautonomous system of first-order differential equations admitting a {\it superposition rule}, i.e., a map expressing its general solution in terms of a generic family of particular solutions and some constants.…
We study the convergence of stochastic time-discretization schemes for evolution equations driven by random velocity fields, including examples like stochastic gradient descent and interacting particle systems. Using a unified framework…
We study the asymptotic behavior of multiscale stochastic spatial gene networks. Multiscaling takes into account the difference of abundance between molecules , and captures the dynamic of rare species at a mesoscopic level. We introduce an…
In this paper, we introduce a non-commutative space of stochastic distributions, which contains the non-commutative white noise space, and forms, together with a natural multiplication, a topological algebra. A special inequality which…
Using Lie group theory and canonical transformations, we construct explicit solutions of nonlinear Schrodinger equations with spatially inhomogeneous nonlinearities. We present the general theory, use it to study different examples and use…