Related papers: Weak Convergence Approach for Parabolic Equations …
We investigate the existence of weak solutions to a certain system of partial differential equations, modelling the behaviour of a compressible non-Newtonian fluid for small Reynolds number. We construct the weak solutions despite the lack…
The purpose of this work is to introduce a notion of weak solution to the master equation of a potential mean field game and to prove that existence and uniqueness hold under quite general assumptions. Remarkably, this is achieved without…
It will be established that the mean oscillation of bounded weak solutions to strongly coupled parabolic systems is small in small balls. If the systems are regular elliptic then their bounded weak solutions are H\"older continuous. Further…
We study the asymptotic limit, as $\varepsilon\searrow 0$, of solutions of the stochastic Cahn-Hilliard equation: $$ \partial_t u^\varepsilon=\Delta \left(-\varepsilon\Delta…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
We consider an optimal control problem for piecewise deterministic Markov processes (PDMPs) on a bounded state space. The control problem under study is very general: a pair of controls acts continuously on the deterministic flow and on the…
For a strictly stationary sequence of $\mathbb{R}_{+}^{d}$--valued random vectors we derive functional convergence of partial maxima stochastic processes under joint regular variation and weak dependence conditions. The limit process is an…
We prove a weak rate of convergence of a fully discrete scheme for stochastic Cahn--Hilliard equation with additive noise, where the spectral Galerkin method is used in space and the backward Euler method is used in time. Compared with the…
We establish a unconditional and optimal strong convergence rate of Wong--Zakai type approximations in Banach space norm for a parabolic stochastic partial differential equation with monotone drift, including the stochastic Allen--Cahn…
The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena…
We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index $H>1/2$ and the fast component is driven by an independent Brownian motion.…
The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…
For stochastic parabolic equation driven by a general stochastic measure, the weak solution is obtained. The integral of a random function in the equation is considered as a limit in probability of Riemann integral sums. Basic properties of…
We analyze the asymptotic behavior for a system of fully nonlinear parabolic and elliptic quasi variational inequalities. These equations are related to robust switching control problems introduced in [3]. We prove that, as time horizon…
It is expected in physics that the homogeneous quantum Boltzmann equation with Fermi-Dirac or Bose-Einstein statistics and with Maxwell-Boltzmann operator (neglecting effect of the statistics) for the weak coupled gases will converge to the…
We consider homogenization for weakly coupled systems of Hamilton--Jacobi equations with fast switching rates. The fast switching rate terms force the solutions converge to the same limit, which is a solution of the effective equation. We…
In the setting of stochastic Volterra equations, and in particular rough volatility models, we show that conditional expectations are the unique classical solutions to path-dependent PDEs. The latter arise from the functional It\^o formula…
This paper considers a family of second-order periodic parabolic equations with highly oscillating potentials, which have been considered many times for the time-varying potentials in stochastic homogenization. Following a standard…
A newly developed weak Galerkin method is proposed to solve parabolic equations. This method allows the usage of totally discontinuous functions in approximation space and preserves the energy conservation law. Both continuous and…
This article deals with the limit distribution for a stochastic differential equation driven by a non-symmetric cylindrical $\alpha$-stable process. Under suitable conditions, it is proved that the solution of this equation converges weakly…