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In this paper, we first show the well-posedness of the SDEs driven by L\'{e}vy noises under mild conditions. Then, we consider the existence and uniqueness of periodic solutions of the SDEs. To establish the ergodicity and uniqueness of…

Probability · Mathematics 2019-06-20 Xiao-Xia Guo , Wei Sun

Motivated by important applications in image processing, we study a class of second-order geometric quasilinear hyperbolic partial differential equations (PDEs). This is inspired by the recent development of second-order damping systems…

Analysis of PDEs · Mathematics 2025-01-06 Guozhi Dong , Michael Hintermüller , Ye Zhang

Polynomial chaos expansions (PCE) allow us to propagate uncertainties in the coefficients of differential equations to the statistics of their solutions. Their main advantage is that they replace stochastic equations by systems of…

Numerical Analysis · Mathematics 2016-04-25 H. Cagan Ozen , Guillaume Bal

In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…

Dynamical Systems · Mathematics 2019-11-07 Mengyu Cheng , Zhenxin Liu

In this paper we investigate gravitationally bound, spherically symmetric equilibrium configurations consisting of ordinary (polytropic) matter nonminimally coupled to an external chameleon scalar field. We show that this system has static,…

Solar and Stellar Astrophysics · Physics 2012-04-03 Vladimir Folomeev , Douglas Singleton

Fractional partial differential equations (FDEs) are used to describe phenomena that involve a "non-local" or "long-range" interaction of some kind. Accurate and practical numerical approximation of their solutions is challenging due to the…

Numerical Analysis · Mathematics 2019-07-18 Justin Crum , Joshua A. Levine , Andrew Gillette

We introduce $\infty$-dimensional versions of three common models of random hetero-polymers, in which both the polymer density and the density of the polymer-solvent mixture are finite. These solvable models give valuable insight into the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Jort van Mourik

The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…

Probability · Mathematics 2014-05-23 Benjamin Gess , Michael Röckner

In this thesis we introduce the concept of a guided dynamical system, and exploit this idea to solve various problems in functional equations and PDE's. Our main results are 1) a necessary and sufficient condition for unique-solvability of…

Dynamical Systems · Mathematics 2007-05-23 Orr Shalit

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

Computational Engineering, Finance, and Science · Computer Science 2022-08-24 Ajit Desai , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

Local M-smoothers are interesting and important signal and image processing techniques with many connections to other methods. In our paper we derive a family of partial differential equations (PDEs) that result in one, two, and three…

Image and Video Processing · Electrical Eng. & Systems 2020-07-28 Martin Welk , Joachim Weickert

This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…

Analysis of PDEs · Mathematics 2013-11-14 Mickaël D. Chekroun , Honghu Liu , Shouhong Wang

Coupled discrete models abound in several areas of physics. Here we provide an extensive set of exact quasiperiodic solutions of a number of coupled discrete models in terms of Lam\'e polynomials of arbitrary order. The models discussed are…

Mathematical Physics · Physics 2015-06-03 Avinash Khare , Avadh Saxena , Apoorva Khare

Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

Methodology · Statistics 2024-02-27 Xin Cai , Jingyu Yang , Zhibao Li , Hongqiao Wang , Miao Huang

We present a unified hard-constraint framework for solving geometrically complex PDEs with neural networks, where the most commonly used Dirichlet, Neumann, and Robin boundary conditions (BCs) are considered. Specifically, we first…

Machine Learning · Computer Science 2023-06-06 Songming Liu , Zhongkai Hao , Chengyang Ying , Hang Su , Jun Zhu , Ze Cheng

Slow-fast dynamical systems, i.e., singularly or non-singularly perturbed dynamical systems possess slow invariant manifolds on which trajectories evolve slowly. Since the last century various methods have been developed for approximating…

Chaotic Dynamics · Physics 2021-06-30 Jean-Marc Ginoux

Selection of 25 examples from extensive nontrivial families for different types of nonlinear PDEs and their formal general solutions are given. The main goal here is to show on examples the types of solvable PDEs and what their general…

Mathematical Physics · Physics 2007-05-23 Yu. N. Kosovtsov

The main result of the present paper is the construction of fundamental solutions for a class of multidimensional elliptic equations with three singular coefficients, which could be expressed in terms of a confluent hypergeometric function…

Analysis of PDEs · Mathematics 2018-07-27 Tuhtasin Ergashev

We study linear backward stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the terminal time is replaced by a condition that holds almost surely and mixes…

Probability · Mathematics 2013-08-01 Nikolai Dokuchaev

Many equations that model fluid behaviour are derived from systems that encompass multiple physical forces. When the equations are written in non dimensional form appropriate to the physics of the situation, the resulting partial…

Analysis of PDEs · Mathematics 2020-11-18 Susan Friedlander , Anthony Suen