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We study causal optimal transport in continuous time, with Markovian cost, between a finite-state Markov source and a diffusion target. By replacing the source with its conditional law given the observation of the target, we characterize…
We approach the problem of constructing a quantum analogue of the immensely fruitful classical transport cost theory of Monge from a new angle. Going back to the original motivations, by which the transport is a bilinear function of a mass…
In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…
In two and three dimensions, we analyze a finite element method to approximate the solutions of an eigenvalue problem arising from neutron transport. We derive the eigenvalue problem of interest, which results to be non-symmetric. Under a…
This work addresses the reliability of time-variant system appreciation models of dynamic systems, where regulatory equations are expressed as an infinite delay collection of stochastic functional differential equations (SFDEwID).…
In this paper, we consider backward stochastic differential equations driven by $G$-Brownian motion (GBSDEs) under quadratic assumptions on coefficients. We prove the existence and uniqueness of solution for such equations. On the one hand,…
We consider a system of stochastic differential equations driven by a standard n-dimensional Brownian motion where the drift coefficient satisfies a Novikov-type condition while the diffusion coefficient is the identity matrix. We define a…
We study the transportation problem on the unit sphere $S^{n-1}$ for symmetric probability measures and the cost function $c(x,y) = \log \frac{1}{\langle x, y \rangle}$. We calculate the variation of the corresponding Kantorovich functional…
In the paper, we are concerned with degenerate stochastic differential equations with jumps. Firstly, we establish two support theorems for the solutions of the degenerate stochastic equations, under different (sufficient) conditions.…
In this note we consider a class of neutral stochastic functional differential equations with finite delay driven simultaneously by a fractional Brownian motion and a Poisson point processes in a Hilbert space. We prove an existence and…
We review criticality theory as a prelude to consideration of criticality of the Grad-Shafranov equation. Novel criticality conditions of ODEs and PDEs are derived, easily evaluated. The possibility that transport barriers are associated…
This review is devoted to the different techniques that have been developed to compute the phase-coherent transport properties of quantum nanoelectronic systems connected to electrodes. Beside a review of the different algorithms proposed…
We present difference schemes for stochastic transport equations with low-regularity velocity fields. We establish $L^2$ stability and convergence of the difference approximations under conditions that are less strict than those required…
Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…
Distributed-order PDEs are tractable mathematical models for complex multiscaling anomalous transport, where derivative orders are distributed over a range of values. We develop a fast and stable Petrov-Galerkin spectral method for such…
Nonlinear response occurs naturally when a strong perturbation takes a system far from equilibrium. Despite of its omnipresence in nanoscale systems, it is difficult to predict in a general and efficient way. Here we introduce a way to…
We study transport of an inertial Brownian particle moving in a symmetric and periodic one-dimensional potential, and subjected to both a symmetric, unbiased external harmonic force as well as biased dichotomic noise $\eta(t)$ also known as…
The aim of this work is to develop general optimization methods for finite difference schemes used to approximate linear differential equations. The specific case of the transport equation is exposed. In particular, the minimization of the…
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.…
This paper is concerned with multimode open quantum harmonic oscillators and quadratic-exponential functionals (QEFs) as quantum risk-sensitive performance criteria. Such systems are described by linear quantum stochastic differential…