Related papers: The Skorohod oblique reflection problem in time-de…
A system of Brownian hard balls is regarded as a reflecting Brownian motion in the configuration space and can be represented by a solution to a Skorohod-type equation. In this article, we consider the case that there are an infinite number…
In this paper we consider a connection between the famous Skorohod embedding problem and the Shiryaev inverse problem for the first hitting time distribution of a Brownian motion: given a probability distribution, $F$, find a boundary such…
The concept of a fundamental solution to the time-periodic Stokes equations in dimension $n\geq 2$ is introduced. A fundamental solution is then identified and analyzed. Integrability and pointwise estimates are established.
In this paper, we study a kind of constrained backward stochastic differential equations (BSDEs) such that the nonlinear expectation of the composition of a loss function and the solution remains above zero. The existence and uniqueness…
In this paper, we develop a novel idea to study $y$-dependence for the logarithmic Schr\"odinger equation on $\mathbb{R}^d \times \mathbb{T}^n$. Unlike \cite{STNT2014}(Analysis \& PDE, 2014) and \cite{HHYL2024}(SIAM J. Math. Anal., 2024),…
We prove strong existense of solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type.
In this paper, the hyperbolic Anderson equation generated by a time-dependent Gaussian noise is under investigation in two fronts: The solvability and large-$t$ asymptotics. The investigation leads to a necessary and sufficient condition…
The Cauchy problem for the Schr\"odinger equations is studied with time-dependent potentials growing polynomially in the spatial direction. First the existence and the uniqueness of solutions are shown in the weighted Sobolev spaces. In…
We derive a new class of exact time dependent solutions in a warped six dimensional supergravity model. Under the assumptions we make for the form of the underlying moduli fields, we show that the only consistent time dependent solutions…
This report provides an investigation into solving the Kuramoto-Sivashinsky equation in two spatial dimensions (2DKS) using a pseudo-spectral method on various rectangular periodic domains. The Kuramoto-Sivashinsky equation is a fluid…
This paper presents a space-time-wise orthogonal analysis of space-time crystals. This analysis provides a solution consisting of a pair of explicit parametric equations that result from a separate application of the Bloch-Floquet theorem…
Given a one-dimensional stochastic differential equation, one can associate to this equation a stochastic flow on $[0,+\infty )$, which has an absorbing barrier at zero. Then one can define its dual stochastic flow. In \cite{AW}, Akahori…
Deriving an arrow of time from time-reversal symmetric microscopic dynamics is a fundamental open problem in many areas of physics, ranging from cosmology, to particle physics, to thermodynamics and statistical mechanics. Here we focus on…
In this paper we extend analysis of the WaveHoltz iteration -- a time-domain iterative method for the solution of the Helmholtz equation. We expand the previous analysis of energy conserving problems and prove convergence of the WaveHoltz…
We prove that distribution dependent (also called McKean--Vlasov) stochastic delay equations of the form \begin{equation*} \mathrm{d}X(t)= b(t,X_t,\mathcal{L}_{X_t})\mathrm{d}t+ \sigma(t,X_t,\mathcal{L}_{X_t})\mathrm{d}W(t) \end{equation*}…
In this paper, we investigate the direct and linear inverse problems of identifying time-dependent and time-independent source terms in a time-fractional diffusion-wave equation, using measured data at an interior point of the time…
In this paper, we study the discrete-time approximation of multidimensional reflected BSDEs of the type of those presented by Hu and Tang [Probab. Theory Related Fields 147 (2010) 89-121] and generalized by Hamad\`ene and Zhang [Stochastic…
In this paper, we address the stochastic representation problem in discrete time under (non-linear) g-expectation. We establish existence and uniqueness of the solution, as well as a characterization of the solution. As an application, we…
We prove the existence of weak solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Weak uniqueness (generally conditional) and a conjecture pertaining to strong solutions are…
The paper is concerned with overlapping domain decomposition and exponential time differencing for the diffusion equation discretized in space by cell-centered finite differences. Two localized exponential time differencing methods are…