Related papers: Stochastic Partial Differential Equations on Evolv…
In this paper we will develop linear and nonlinear filtering methods for a large class of nonlinear wave equations that arise in applications such as quantum dynamics and laser generation and propagation in a unified framework. We consider…
We consider surfaces embedded in a Riemannian manifold of arbitrary dimension and prove that many aspects of their differential geometry can be expressed in terms of a Poisson algebraic structure on the space of smooth functions of the…
On any space-like W-surface in the three-dimensional Minkowski space we introduce locally natural principal parameters and prove that such a surface is determined uniquely up to motion by a special invariant function, which satisfies a…
We consider stochastic wave map equation on real line with solutions taking values in a $d$-dimensional compact Riemannian manifold. We show first that this equation has unique, global, strong in PDE sense, solution in local Sobolev spaces.…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
In this paper, we propose a variational formulation to study the singular evolution equations that govern the dynamics of surface modulations on crystals below the roughening temperature. The basic idea of the formulation is to expand the…
We trace the evolution of the theory of stochastic partial differential equations from the foundation to its development, until the recent solution of long-standing problems on well-posedness of the KPZ equation and the stochastic…
We consider a stochastic partial differential equation close to bifurcation of pitchfork type, where a one-dimensional space changes its stability. For finite-time Lyapunov exponents we characterize regions depending on the distance from…
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 this paper we use a dynamical approach to prove some new divergence theorems on complete non-compact Riemannian manifolds.
We describe, in an intrinsic way and using the global chart provided by Ito's parallel transport, a generalisation of the notion of geodesic (as critical path of an energy functional) to diffusion processes on Riemannian manifolds. These…
Finite difference schemes in the spatial variable for degenerate stochastic parabolic PDEs are investigated. Sharp results on the rate of $L_p$ and almost sure convergence of the finite difference approximations are presented and results on…
We study existence and uniqueness of bounded solutions to a fractional sublinear elliptic equation with a variable coefficient, in the whole space. Existence is investigated in connection to a certain fractional linear equation, whereas the…
The present article studies variational principles for the formulation of static and dynamic problems involving Kirchhoff rods in a fully nonlinear setting. These results, some of them new, others scattered in the literature, are presented…
We introduce variational approximations for curve evolutions in two-dimensional Riemannian manifolds that are conformally flat, i.e.\ conformally equivalent to the Euclidean space. Examples include the hyperbolic plane, the hyperbolic disk,…
We study the Stokes phenomenon for the solutions of general homogeneous linear moment partial differential equations with constant coefficients in two complex variables under condition that the Cauchy data are holomorphic on the complex…
This article deals with invariant manifolds for infinite dimensional random dynamical systems with different time scales. Such a random system is generated by a coupled system of fast-slow stochastic evolutionary equations. Under suitable…
We study deformations of Riemannian metrics on a given manifold equipped with a codimension-one foliation subject to quantities expressed in terms of its second fundamental form. We prove the local existence and uniqueness theorem and…