Related papers: Averaging along irregular curves and regularisatio…

Combining fractional calculus and the Rough Path Theory we study the existence and uniqueness of mild solutions to evolutions equations driven by a H\"older continuous function with H\"older exponent in $(1/3,1/2)$. Our stochastic integral…

Normality arguments are applied to study the oscillation of solutions of $f''+Af=0$, where the coefficient $A$ is analytic in the unit disc $\mathbb{D}$ and $\sup_{z\in\mathbb{D}} (1-|z|^2)^2|A(z)| < \infty$. It is shown that such…

We investigate properties of the (conditional) law of the solution to SDEs driven by fractional Brownian noise with a singular, possibly distributional, drift. Our results on the law are twofold: i) we quantify the spatial regularity of the…

We consider the regularity of stationary solutions to the linearized Boltzmann equations in bounded $C^1$ convex domains in $\mathbb{R}^3$ for gases with cutoff hard potential and cutoff Maxwellian gases. We prove that the stationary…

We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…

In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number…

We prove maximal $L^p$-regularity for the stochastic evolution equation \[\{{aligned} dU(t) + A U(t)\, dt& = F(t,U(t))\,dt + B(t,U(t))\,dW_H(t), \qquad t\in [0,T], U(0) & = u_0, {aligned}.\] under the assumption that $A$ is a sectorial…

In this paper, we develop a new general approach to the existence and uniqueness theory of infinite dimensional stochastic equations of the form dX+A(t)Xdt = XdW in (0;T)xH, where A(t) is a nonlinear monotone and demicontinuous operator…

Probabilistic ordinary differential equation (ODE) solvers have been introduced over the past decade as uncertainty-aware numerical integrators. They typically proceed by assuming a functional prior to the ODE solution, which is then…

The motion of rarefied gases for uniform shear flow at the kinetic level is governed by the spatially homogeneous Boltzmann equation with a deformation force. In the paper we study the corresponding Cauchy problem with initial data of…

Existence and uniqueness of a strong solution in $H^{-1}(\mathbb R^d)$ is proved for the stochastic nonlinear Fokker-Planck equation $$dX-{\rm div}(DX)dt-\Delta\beta(X)dt=X\,dW \mbox{ in }(0,T)\times\mathbb R^d,\ X(0)=x,$$ via a…

In this paper we investigate the regularity properties of strong solutions to SDEs driven by L\'evy processes with irregular drift coefficients. Under some mild conditions, we show that the singular SDE has a unique strong solution for each…

Ideal systems like MHD and Euler flow may develop singularities in vorticity (w = curl v). Viscosity and resistivity are dissipative regularizations. We propose a minimal, local, conservative, nonlinear, dispersive regularization of…

It is known, since the seminal work [T. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana, 14 (1998)], that the solution map associated to a controlled differential equation is locally Lipschitz continuous in…

Wasserstein distributionally robust optimization (DRO) has recently achieved empirical success for various applications in operations research and machine learning, owing partly to its regularization effect. Although connection between…

We analyse the effect of a generic continuous additive perturbation to the well-posedness of ordinary differential equations. Genericity here is understood in the sense of prevalence. This allows us to discuss these problems in a setting…

In this note we prove an existence and uniqueness result of solution for multidimensional delay differential equations with normal reflection and driven by a H\"older continuous function of order $\beta \in (\frac13,\frac12)$. We also…

In this paper, we propose an approach to effectively accelerating the computation of continuous normalizing flow (CNF), which has been proven to be a powerful tool for the tasks such as variational inference and density estimation. The…

This article provides techniques of raising the regularity of fractional order equations and resolves fundamental questions on the one-dimensional homogeneous boundary-value problem of skewed (double-sided) fractional diffusion advection…

We study nonlocal conservation laws with a discontinuous flux function of regularity $\mathsf{L}^{\infty}(\mathbb{R})$ in the spatial variable and show existence and uniqueness of weak solutions in…