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In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead…
We investigate global and local regularity of generalized solutions to parabolic initial-boundary value problem for Petrovskii system of second order differential equations. Results are formulated in terms of the belonging of right-hand…
We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…
In this article, we investigate the global existence of martingale suitable weak solutions to stochastic Ericksen-Leslie equations with additive noise in a 3D torus. The notion of suitable weak solutions has been introduced to address…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
In this paper, we examine the fundamental performance limitations in the control of stochastic dynamical systems; more specifically, we derive generic $\mathcal{L}_p$ bounds that hold for any causal (stabilizing) controllers and any…
Stochastic resonance (SR) is a prominent phenomenon in many natural and engineered noisy system, whereby the response to a periodic forcing is greatly amplified when the intensity of the noise is tuned to within a specific range of values.…
This article proves the existence and regularity of weak solutions for a class of mixed local-nonlocal problems with singular nonlinearities. We examine both the purely singular problem and perturbed singular problems. A central…
We consider a class of singular perturbations to the stochastic heat equation or semilinear variations thereof. The interesting feature of these perturbations is that, as the small parameter epsilon tends to zero, their solutions converge…
We study the behaviour of solutions to a class of nonlinear degenerate parabolic problems when the data are perturbed. The class includes the Richards equation, Stefan problem and the parabolic $p$-Laplace equation. We show that, up to a…
Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…
A perturbation theory for the Nonlinear Schroedinger Equation (NLSE) in 1D on a lattice was developed. The small parameter is the strength of the nonlinearity. For this purpose secular terms were removed and a probabilistic bound on small…
We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…
By using a regularity approximation argument, the global existence and uniqueness are derived for a class of nonlinear SPDEs depending on both the whole history and the distribution under strong enough noise. As applications, the global…
We study nonequilibrium properties of small and chaotic quantum systems, i.e., non-integrable systems whose size is small in the sense that the separations of energy levels are non-negligible as compared with other relevant energy scales.…
This paper considers the problem of robust stability for a class of uncertain nonlinear quantum systems subject to unknown perturbations in the system Hamiltonian. The nominal system is a linear quantum system defined by a linear vector of…
We obtain the $C^{\a}$ regularity for weak solutions of a class of non-homogeneous ultraparabolic equation, with measurable coefficients. The result generalizes our recent $C^{\a}$ regularity results of homogeneous ultraparabolic equation.
We study the problem of robust performance of quantum systems under structured uncertainties. A specific feature of closed (Hamiltonian) quantum systems is that their poles lie on the imaginary axis and that neither a coherent controller…
This is the second part of our series of papers on metastability results for parabolic equations with drift. The aim is to present a self-contained study, using partial differential equations methods, of the metastability properties of…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…