Related papers: Wong-Zakai type convergence in infinite dimensions
In this paper, we establish an \textit{a priori} estimate for arbitrary-order derivatives of the solution to the pathwise robust Duncan-Mortensen-Zakai (DMZ) equation within the framework of weighted Sobolev spaces. The weight function,…
Solutions to many important partial differential equations satisfy bounds constraints, but approximations computed by finite element or finite difference methods typically fail to respect the same conditions. Chang and Nakshatrala enforce…
We consider equidistant approximations of stochastic integrals driven by H\"older continuous Gaussian processes of order $H>\frac12$ with discontinuous integrands involving bounded variation functions. We give exact rate of convergence in…
We introduce a new infinite class of superintegrable quantum systems in the plane. Their Hamiltonians involve reflection operators. The associated Schr\"odinger equations admit separation of variables in polar coordinates and are exactly…
We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts…
Multivariate orthogonal polynomials in $D$ real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials,…
Transport phenomena play a vital role in various fields of science and engineering. In this work, exact solutions are derived for advection equations with integer- and fractional-order time derivatives and a constant time-delay in the…
We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of…
Many recently proposed gradient projection algorithms with inertial extrapolation step for solving quasi-variational inequalities in Hilbert spaces are proven to be strongly convergent with no linear rate given when the cost operator is…
The infinitesimal generator (fractional Laplacian) of a process obtained by subordinating a killed Brownian motion catches the power-law attenuation of wave propagation. This paper studies the numerical schemes for the stochastic wave…
We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…
We present general theorems solving the long-standing problem of the existence and pathwise uniqueness of strong solutions of infinite-dimensional stochastic differential equations (ISDEs) called interacting Brownian motions. These ISDEs…
A complete classification of all zonal, continuous, and translation invariant valuations on convex bodies is established. The valuations obtained are expressed as principal value integrals with respect to the area measures. The convergence…
The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…
We prove that joint uniqueness in law and the existence of a strong solution imply pathwise uniqueness for variational solutions to stochastic partial differential equations of the form \begin{align*}…
Kardar-Parisi-Zhang (KPZ) equation is a quasilinear stochastic partial differential equation(SPDE) driven by a space-time white noise. In recent years there have been several works directed towards giving a rigorous meaning to a solution of…
We prove various results in infinite-dimensional differential calculus which relate differentiability properties of functions and associated operator-valued functions (e.g., differentials). The results are applied in two areas: 1. in the…
Similarity transformations and eigenvalue relations of monodromy operators composed of Jordan-Schwinger type L matrices are considered and used to define Yangian symmetric correlators of n-dimensional theories. Explicit expressions are…
We study the homogeneous Boltzmann equation with the fractional Laplacian term. Working on the Fourier side we solve the resulting integral equation, and improve a previous result by Y.-K. Cho. We replace the initial data space with a…
We develop the quantum inverse scattering method for the one-dimensional Hubbard model on the infinite interval at zero density. $R$-matrix and monodromy matrix are obtained as limits from their known counterparts on the finite interval.…