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The renormalization group transformation for extreme value statistics of independent, identically distributed variables, recently introduced to describe finite size effects, is presented here in terms of a partial differential equation…

Statistical Mechanics · Physics 2011-01-06 Eric Bertin , Géza Györgyi

This article investigates the exact controllability of three-dimensional stochastic Maxwell equations, a coupled system comprising two stochastic partial differential equations. The research establishes the observability inequality for the…

Optimization and Control · Mathematics 2026-05-26 Liying Sun , Xiaohan Wang , Yongyi Yu

We present two different arguments using stochastic analysis to construct super-renormalizable tensor field theories, namely the $\mathrm{T}^4_3$ and $\mathrm{T}^4_4$ models. The first approach is the construction of a Langevin dynamic…

Probability · Mathematics 2024-03-06 Ajay Chandra , Léonard Ferdinand

In this paper we present an efficient numerical approach based on the Renormalization Group method for the computation of self-similar dynamics. The latter arise, for instance, as the long-time asymptotic behavior of solutions to nonlinear…

Analysis of PDEs · Mathematics 2016-09-06 Gastao A. Braga , Frederico Furtado , Jussara M. Moreira , Leonardo T. Rolla

In this paper we study singular kinetic equations on $\mathbb{R}^{2d}$ by the paracontrolled distribution method introduced in \cite{GIP15}. We first develop paracontrolled calculus in the kinetic setting, and use it to establish the global…

Probability · Mathematics 2021-08-12 Zimo Hao , Xicheng Zhang , Rongchan Zhu , Xiangchan Zhu

We formulate a novel approach to solve a class of stochastic problems, referred to as data-consistent inverse (DCI) problems, which involve the characterization of a probability measure on the parameters of a computational model whose…

Numerical Analysis · Mathematics 2024-04-19 Kirana Bergstrom , Troy Butler , Tim Wildey

Many physical phenomena, governed by partial differential equations (PDEs), are second order in nature. This makes sense to pose the control on the second order derivatives of the field solution, in addition to zero and first order ones, to…

Optimization and Control · Mathematics 2010-10-11 Rouhollah Tavakoli

Counting experiments often rely on Monte Carlo simulations for predictions of Poisson expectations. The accompanying uncertainty from the finite Monte Carlo sample size can be incorporated into parameter estimation by modifying the Poisson…

Instrumentation and Methods for Astrophysics · Physics 2020-04-22 Thorsten Glüsenkamp

We prove local well-posedness for the periodic derivative nonlinear Schrodinger's equation, which is L^2 critical, in Fourier-Lebesgue spaces which scale like H^s(T) for s>0. In particular we close the existing gap in the subcritical theory…

Analysis of PDEs · Mathematics 2020-12-02 Yu Deng , Andrea R. Nahmod , Haitian Yue

In this paper it is established that any jointly controllable, jointly observable, multi-channel, discrete or continuous time linear system with a strongly connected neighbor (communication) graph can be exponentially stabilized with any…

Systems and Control · Electrical Eng. & Systems 2022-12-02 Fengjiao Liu , Lili Wang , Daniel Fullmer , A. Stephen Morse

Starting from the dynamical system model capturing the splitting-differentiation process of populations, we extend this notion to show how the speciation mechanism from a single species leads to the consideration of several well known…

Analysis of PDEs · Mathematics 2024-01-29 Gonzalo Galiano , Virginia Selgas

The authors consider stochastic aspects of the stabilization problem for two and three-dimensional Oseen equations with help of feedback control defined on a part of the fluid boundary. Stochastic issues arise when inevitable unpredictable…

Analysis of PDEs · Mathematics 2007-05-23 Jinqiao Duan , Andrei V. Fursikov

We consider a linear-quadratic pde constrained optimal control problem on an evolving surface with pointwise state constraints. We reformulate the optimization problem on a fixed surface and approximate the reformulated problem by a…

Optimization and Control · Mathematics 2016-04-27 Michael Hinze , Heiko Kröner

This work is devoted to the control of the Fokker-Planck equation, posed on a smooth bounded domain of R^d, with a localized drift force. We prove that this equation is locally controllable to regular nonzero trajectories. Moreover, under…

Analysis of PDEs · Mathematics 2021-03-17 Michel Duprez , Pierre Lissy

We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in…

Probability · Mathematics 2019-12-13 Andrea Pascucci , Antonello Pesce

For \alpha \in (1,2) we prove that the initial-value problem \partial_t u+D^\alpha\partial_x u+\partial_x(u^2/2)=0 on \mathbb{R}_x\times\mathbb{R}_t; u(0)=\phi, is globally well-posed in the space of real-valued L^2-functions. We use a…

Analysis of PDEs · Mathematics 2010-11-03 Sebastian Herr , Alexandru D. Ionescu , Carlos E. Kenig , Herbert Koch

We study the numerical approximation of a class of degenerate parabolic stochastic partial differential equations on non-compact metric graphs, which naturally arise in the asymptotic analysis of Hamiltonian flows under small noise…

Numerical Analysis · Mathematics 2026-04-14 Jianbo Cui , Mihály Kovács , Derui Sheng

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

We present a data-driven method for solving the linear quadratic regulator problem for systems with multiplicative disturbances, the distribution of which is only known through sample estimates. We adopt a distributionally robust approach…

Systems and Control · Electrical Eng. & Systems 2020-05-27 Peter Coppens , Mathijs Schuurmans , Panagiotis Patrinos

We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…

Optimization and Control · Mathematics 2015-03-19 Morten Vierling
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