Related papers: Analytically weak solutions to SPDEs with unbounde…
This is an expository-survey on weak stability of bounded linear operators acting on normed spaces in general and, in particular, on Hilbert spaces. The paper gives a comprehensive account of the problem of weak operator stability,…
We prove some existence (and sometimes also uniqueness) of weak solutions to some stationary equations associated to the complex Schr\''{o}dinger operator under the presence of a singular nonlinear term. Among other new facts, with respect…
The purpose of this paper is to establish the well-posedness of the stochastic Stefan problem on moving hypersurfaces. Through a specially designed transformation, it turns out we need to solve stochastic partial differential equations on a…
The rates of strong convergence for various approximation schemes are investigated for a class of stochastic differential equations (SDEs) which involve a random time change given by an inverse subordinator. SDEs to be considered are unique…
In this paper, we aim to develop a new weak formulation that ensures well-posedness for a broad range of stochastic partial differential equations with pseudo-differential operators whose symbols depend only on time and spatial frequencies.…
In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the $L_2$-theory of the equations. This class of SPDEs can be used to describe random effects on transport…
In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…
The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that…
We introduce a novel numerical approach for a class of stochastic dynamic programs which arise as discretizations of backward stochastic differential equations or semi-linear partial differential equations. Solving such dynamic programs…
In this paper, we first prove existence and uniqueness of the solution of a backward doubly stochastic differential equation (BDSDE) and of the related stochastic partial differential equation (SPDE) under monotonicity assumption on the…
The quest for analytical solutions to differential equations has traditionally been constrained by the need for extensive mathematical expertise. Machine learning methods like genetic algorithms have shown promise in this domain, but are…
In this paper, we are concerned with the stochastic time-fractional diffusion-wave equations in a Hilbert space. The main objective of this paper is to establish properties of the stochastic weak solutions of the initial-boundary value…
In this paper we construct the stationary weak solutions of parabolic SPDEs by a general infinite horizon backward doubly stochastic differential equations (BDSDEs for short) with non-degenerate terminal functions. For this, we first study…
In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g.…
We prove weak uniqueness of mild solutions for general classes of SPDEs on a Hilbert space. The main novelty is that the drift is only defined on a Sobolev-type subspace and no H\"older-continuity assumptions are required. This framework…
Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high…
We study the spatially inhomogeneous Landau equations with hard potential in the perturbation setting, and establish the analytic smoothing effect in both spatial and velocity variables for a class of low-regularity weak solutions. This…
We produce uniform and decaying bounds in time for derivatives of the solution to the backwards Kolmogorov equation associated to a stochastic processes governed by a time dependent dynamics. These hold under assumptions over the…
The theory of measurements continuous in time in quantum mechanics (quantum continual measurements) has been formulated by using the notions of instrument and positive operator valued measure, functional integrals, quantum stochastic…
In this paper, we study large and moderate deviation principles for stochastic partial differential equations (SPDEs) on metric graphs and their associated multiscale models via the weak convergence approach, providing a refined…