Related papers: Strong uniqueness for a class of singular SDEs for…
We consider multidimensional SDEs with singular drift $b$ and Sobolev diffusion coefficients $\sigma$, satisfying Krylov--R\"ockner type assumptions. We prove several stability estimates, comparing solutions driven by different…
We develop a new method for proving that a flow has the so-called strong convolution singularity property, i.e. the Gaussian system induced by its (reduced) maximal spectral type has simple spectrum. We use these methods to give examples of…
The thesis deals with holomorphic germs $ \Phi: (\mathbb{C}^2, 0) \to (\mathbb{C}^3,0) $ singular only at the origin, with a special emphasis on the distinguished class of finitely determined germs. The results are published in two articles…
It is given notions of singular hyperbolicity and sectional Lyapunov exponents of orders beyond the classical ones, namely, other dimensions besides the dimension 2 and the full dimension of the central subbundle of the singular hyperbolic…
Subcritical population processes are attracted to extinction and do not have non-trivial stationary distributions, which prompts the study of quasi-stationary distributions (QSDs) instead. In contrast to what generally happens for…
As cells grow and divide under a given environment, they become crowded and resources are limited, as seen in bacterial biofilms and multicellular aggregates. These cells often show strong interactions through exchanging chemicals, as in…
We study finite and countably infinite systems of stochastic differential equations, in which the drift and diffusion coefficients of each component (particle) are determined by its rank in the vector of all components of the solution. We…
The paper investigates existence and uniqueness for a stochastic differential equation (SDE) with distributional drift depending on the law density of the solution. Those equations are known as McKean SDEs. The McKean SDE is interpreted in…
Single-file transport, where particles diffuse in narrow channels while not overtaking each other, is a fundamental model for the tracer subdiffusion observed in confined systems, such as zeolites or carbon nanotubes. This anomalous…
The weak-strong uniqueness for Maxwell--Stefan systems and some generalized systems is proved. The corresponding parabolic cross-diffusion equations are considered in a bounded domain with no-flux boundary conditions. The key points of the…
Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under moderate regularity conditions on the drift and diffusion coefficients. Both drift and diffusion depend on the marginal measure of the…
We have used Dynamic Monte Carlo (DMC) methods and analytical techniques to analyze Single-File Systems for which diffusion is infinitely-fast. We have simplified the Master Equation removing the fast reactions and we have introduced a DMC…
These lecture notes aim to present some of the ideas behind the recent (conditional) existence and (weak-strong) uniqueness theory for mean curvature flow. Focusing on the simplest case of the evolution of a single closed hypersurface…
The purpose of this paper is to study the existence and uniqueness of solutions to a Stochastic Differential Equation (SDE) coming from the eigenvalues of Wishart processes. The coordinates are non-negative, evolve as Cox-Ingersoll-Ross…
Understanding the structural evolution of granular systems is a long-standing problem. A recently proposed theory for such dynamics in two dimensions predicts that steady states of very dense systems satisfy detailed-balance. We analyse…
The diffusive motion of overdamped Brownian particles in tilted piecewise linear pontentials is considered. It is shown that the enhancement of diffusion coefficient by an external static force is quite sensitive to the symmetry of periodic…
The main part of the thesis deals with continuously and discretely self-similar solutions and type II critical phenomena in a family of self-gravitating non-linear sigma-models. The phenomena strongly depend on the dimensionless coupling…
A new class of explicit Milstein schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that…
This work focuses on a class of regime-switching jump diffusion processes, which is a two component Markov processes $(X(t),\Lambda(t))$, where $\Lambda(t)$ is a component representing discrete events taking values in a countably infinite…
We are concerned with the focusing $L^2$-critical nonlinear Schr\"odinger equations in $\mathbb{R}^d$ for $d=1,2$. The uniqueness is proved for a large energy class of multi-bubble blow-up solutions, which converge to a sum of $K$…