Related papers: H\"ormander's theorem for stochastic partial diffe…

We examine the phenomenon of enhanced dissipation from the perspective of H\"ormander's classical theory of second order hypoelliptic operators [31]. Consider a passive scalar in a shear flow, whose evolution is described by the…

In this paper we prove a parabolic version of the Littlewood-Paley inequality for a class of time-dependent local and non-local operators of arbitrary order, and as an application we show this inequality gives a fundamental estimate for the…

Microlocal analysis techniques are extended and applied to stochastic partial differential equations (SPDEs). In particular, the H\"ormander propagation of singularities theorem is shown to be valid for hyperbolic SPDEs driven by a standard…

In this paper, we study the estimation of drift and diffusion coefficients in a two dimensional system of N interacting particles modeled by a degenerate stochastic differential equation. We consider both complete and partial observation…

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

The motivation of the note is to obtain a H\"{o}rmander-type $L^2$ estimate for $\bar\partial$ equation. The feature of the new estimate is that the constant is independent of the weight function. Moreover, our estimate can be used for…

By using the technique of the Zvonkin's transformation and the classical Khasminkii's time discretization method, we prove the averaging principle for slow-fast stochastic partial differential equations with bounded and H\"{o}lder…

We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…

We consider the discretization in time of a system of parabolic stochastic partial differential equations with slow and fast components; the fast equation is driven by an additive space-time white noise. The numerical method is inspired by…

We consider a second-order parabolic equation in $\bR^{d+1}$ with possibly unbounded lower order coefficients. All coefficients are assumed to be only measurable in the time variable and locally H\"older continuous in the space variables.…

We derive the Helmholtz theorem for Hamiltonian systems defined on time scales in the context of nonshifted calculus of variations which encompass the discrete and continuous case. Precisely, we give a theorem characterizing first order…

We consider time-inhomogeneous, second order linear parabolic partial differential equations of the non-divergence type, and assume the ellipticity and the continuity on the coefficient of the second order derivatives and the boundedness on…

We consider homogenization of Dirichlet problems for semilinear elliptic systems with non-smooth data. We suppose that the diffusion tensors H-converge if the homogenization parameter tends to zero. Our result is of implicit function…

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

In this paper, we are concerned with possibly degenerate stochastic partial differential equations (SPDEs). An $L^2$-theory is introduced, from which we derive the H\"ormander theorem with an analytical approach. With the method of De…

The purpose of this paper is to establish the theory of stochastic pseudo-differential operators and give its applications in stochastic partial differential equations. First, we introduce some concepts on stochastic pseudo-differential…

We consider time dependent harmonic oscillators and construct a parametrix to the corresponding Schr\"odinger equation using Gaussian wavepackets. This parametrix of Gaussian wavepackets is precise and tractable. Using this parametrix we…

We deal with the problem of parameter estimation in stochastic differential equations (SDEs) in a partially observed framework. We aim to design a method working for both elliptic and hypoelliptic SDEs, the latters being characterized by…

We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…

For many quantum models an apparent non-Hermiticity of observables corresponds to their hidden Hermiticity in another, physical Hilbert space. For these models we show that the existence of observables which are manifestly time-dependent…