Related papers: Peano phenomenon for stochastic equations with loc…
We introduce a notion of quasilinear parabolic equations over metric measure spaces. Under sharp structural conditions, we prove that local weak solutions are locally bounded and satisfy the parabolic Harnack inequality. Applications…
We consider the behaviour of the distribution for stationary solutions of the complex Ginzburg-Landau equation perturbed by a random force. It was proved earlier that if the random force is proportional to the square root of the viscosity,…
We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…
In this article we establish the existence of weak solutions to the shallow medium equation. We proceed by an approximation argument. First we truncate the coefficients of the equation from above and below. Then we prove convergence of the…
This paper studies the behavior of singularly perturbed nonlinear differential equations with boundary-layer solutions that do not necessarily converge to an equilibrium. Using the average of the fast variable and assuming the boundary…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
We prove a priori bounds for solutions of stochastic reaction diffusion equations with super-linear damping in the reaction term. These bounds provide a control on the supremum of solutions on any compact space-time set which only depends…
We assign a measure to an upper semicontinuous function which is subharmonic with respect to the mean curvature operator, so that it agrees with the mean curvature of its graph when the function is smooth. We prove that the measure is…
We investigate a particular form of weak convergence of the local empirical process.
We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…
Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…
An error analysis for some Newton-Cotes quadrature formulae is presented. Peano-like error bounds are obtained. They are generally, but not always, better than the usual Peano bounds.
The conformal flow of metrics [2] has been used to successfully establish a special case of the Penrose inequality, which yields a lower bound for the total mass of a spacetime in terms of horizon area. Here we show how to adapt the…
In this paper we mainly investigate the strong and weak well-posedness of a class of McKean-Vlasov stochastic (partial) differential equations. The main existence and uniqueness results state that we only need to impose some local…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
We demonstrate that an attempt to measure a non-local in time quantity, such as the time average $\la A\ra_T$ of a dynamical variable $A$, by separating Feynman paths into ever narrower exclusive classes traps the system in eigensubspaces…
We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…
We study qualitative and quantitative properties of local weak solutions of the fast $p$-Laplacian equation, $\partial_t u=\Delta_{p}u$, with $1<p<2$. Our main results are quantitative positivity and boundedness estimates for locally…
We consider a class of singular perturbations to the stochastic heat equation or semilinear variations thereof. The interesting feature of these perturbations is that, as the small parameter epsilon tends to zero, their solutions converge…
In this paper, we analyze a model composed by coupled local and nonlocal diffusion equations acting in different subdomains. We consider the limit case when one of the subdomains is thin in one direction (it is concentrated to a domain of…