Related papers: Invariant manifolds with boundary for jump-diffusi…

This is the first part of our study of inertial manifolds for the system of 1D reaction-diffusion-advection equations which is devoted to the case of Dirichlet or Neumann boundary conditions. Although this problem does not initially possess…

Invariant manifolds play an important role in the study of the qualitative dynamical behaviors for nonlinear stochastic partial differential equations. However, the geometric shape of these manifolds is largely unclear. The purpose of the…

In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…

Payne-P\'olya-Weinberger inequalities are known to be exclusive to bounded Euclidean domains with Dirichlet boundary condition. In this paper, we discuss the corresponding inequalities on Riemannian manifolds of dimension $n \geq3$, and we…

High-dimensional data are often assumed to lie on lower-dimensional manifolds. We study how to construct diffusion processes on this data manifold using only point cloud samples and without access to charts, projections, or other geometric…

We prove the existence of an Inertial Manifold for 3D complex Ginzburg-Landau equation with periodic boundary conditions as well as for more general cross-diffusion system assuming that the dispersive exponent is not vanishing. The result…

We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general class of infinite-dimensional nilpotent Lie groups based on…

We prove a persistence result for noncompact normally hyperbolic invariant manifolds in Riemannian manifolds of bounded geometry. The bounded geometry of the ambient manifold is a crucial assumption in order to control the uniformity of all…

The existence and uniqueness of the numerical invariant measure of the backward Euler-Maruyama method for stochastic differential equations with Markovian switching is yielded, and it is revealed that the numerical invariant measure…

Investigate the stochastic dynamic non-linear system with the Wiener and the Poisson perturbations. For such systems we construct the program control with probability one, which allows this system to move on the given trajectory. In this…

We introduce a class of partial differential equations on metric graphs associated with mixed evolution: on some edges we consider diffusion processes, on other ones transport phenomena. This yields a system of equations with possibly…

We consider a general class of stochastic optimal control problems, where the state process lives in a real separable Hilbert space and is driven by a cylindrical Brownian motion and a Poisson random measure; no special structure is imposed…

We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

We prove the existence and uniqueness of solutions of degenerate linear stochastic evolution equations driven by jump processes in a Hilbert scale using the variational framework of stochastic evolution equations and the method of vanishing…

Group-invariant probability distributions appear in many data-generative models in machine learning, such as graphs, point clouds, and images. In practice, one often needs to estimate divergences between such distributions. In this work, we…

In this article we prove that stochastic differential equation (SDE) with Sobolev drift on compact Riemannian manifold admits a unique $\nu$-almost everywhere stochastic invertible flow, where $\nu$ is the Riemannian measure, which is…

In this work, we present a novel approach for solving stochastic shape optimization problems. Our method is the extension of the classical stochastic gradient method to infinite-dimensional shape manifolds. We prove convergence of the…

We develop an action formulation of stochastic dynamics in the Hilbert space. By generalizing the Wiener process into 1+3-dimensional spacetime, we define a Lorentz-invariant random field. By coupling the random to quantum fields, we obtain…

In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \in (1/4,1/2)$ under Dirichlet boundary condition on…

This paper discerns the invariant manifold of a class of ill-posed stochastic evolution equations driven by a nonlinear multiplicative noise. To be more precise, we establish the existence of mean-square random unstable invariant manifold…