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There exists a diversity of weak Local Linearization (LL) schemes for the integration of stochastic differential equations with additive noise, which differ with respect to the algorithm that is employed in the numerical implementation of…
For a mixed stochastic differential equation involving standard Brownian motion and an almost surely H\"older continuous process $Z$ with H\"older exponent $\gamma>1/2$, we establish a new result on its unique solvability. We also establish…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
We study stochastic Navier-Stokes equations in two dimensions with respect to periodic boundary conditions. The equations are perturbed by a nonlinear multiplicative stochastic forcing with linear growth (in the velocity) driven by a…
We propose a phenomenological model for the scattering of particles on space-time defects in a treatment that maintains Lorentz-invariance on the average. The local defects considered here cause a stochastic violation of momentum…
We introduce a model of Poisson random waves in $\mathbb{S}^{2}$ and we study Quantitative Central Limit Theorems when both the rate of the Poisson process and the energy (i.e., frequency) of the waves (eigenfunctions) diverge to infinity.…
In this work, we investigate the regularized solutions and their finite element solutions to the inverse source problems governed by partial differential equations, and establish the stochastic convergence and optimal finite element…
We prove several integral Harnack-type inequalities for local weak solutions of parabolic equations with measurable and bounded coefficients, describing singular s-fractional p-Laplacian diffusion. Then we apply the aforementioned estimates…
A famous feature of the Camassa-Holm equation is its admission of peaked soliton solutions known as peakons. We investigate this equation under the influence of stochastic transport. Noting that peakons are weak solutions of the equation,…
We consider an obstacle problem for (possibly non-local) wave equations, and we prove existence of weak solutions through a convex minimization approach based on a time discrete approximation scheme. We provide the corresponding numerical…
An inverse problem of identifying locations and certain properties of small dielectric inhomogeneities in a homogeneous background medium from boundary measurements on a part of the boundary is studied. Using as weights particular…
We prove an analogue of the portmanteau theorem on weak convergence of probability measures allowing measures which are unbounded on an underlying metric space but finite on the complement of any Borel neighbourhood of a fixed element.
Concentration of measure is studied, and obtained, for stable and related random vectors.
This paper studies the asymptotic behaviour of the solution of a differential equation perturbed by a fast flow preserving an infinite measure. This question is related with limit theorems for non-stationary Birkhoff integrals. We…
In this paper, a large deviation principle for the strong solution of the p-Laplace equation on unbounded domain driven by small multiplicative Brownian noise is established. The weak convergence approach and the localized time increment…
We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…
This paper considers a certain doubly singular parabolic equations with one singularity occurs in the time derivative, whose model is \begin{equation*} \partial_t\beta(u)-\operatorname{div}|Du|^{p-2}Du\ni0,\qquad \text{in}\quad…
In this paper, we provide a general framework for investigating McKean-Vlasov stochastic partial differential equations. We first show the existence of weak solutions by combining the localizing approximation, Faedo-Galerkin technique,…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
We study weighted porous media equations on domains $\Omega\subseteq{\mathbb R}^N$, either with Dirichlet or with Neumann homogeneous boundary conditions when $\Omega\not={\mathbb R}^N$. Existence of weak solutions and uniqueness in a…