Related papers: Random-field Solutions to Linear Hyperbolic Stocha…
We develop a numerical method based on canonical conformal variables to study two eigenvalue problems for operators fundamental to finding a Stokes wave and its stability in a 2D ideal fluid with a free surface in infinite depth. We…
We study hyperbolic systems of one-dimensional partial differential equations under general, possibly non-local boundary conditions. A large class of evolution equations, either on individual 1-dimensional intervals or on general networks,…
Our aim in this paper is to establish stable manifolds near hyperbolic equilibria of fractional differential equations in arbitrary finite dimensional spaces.
In this paper, we establish a small time large deviation principles for the quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone.
In this paper, we study the existence of random periodic solutions for semilinear stochastic differential equations. We identify them as solutions of coupled forward-backward infinite horizon stochastic integral equations (IHSIEs), using…
A logarithmic type Harnack inequality is established for the semigroup of solutions to a stochastic differential equation in Hilbert spaces with non-additive noise. As applications, the strong Feller property as well as the entropy-cost…
In classical continuum physics, a wave is a mechanical disturbance. Whether the disturbance is stationary or traveling and whether it is caused by the motion of atoms and molecules or the vibration of a lattice structure, a wave can be…
The goal of this paper is twofold. In the first part we will study L\'{e}vy white noise in different distributional spaces and solve equations of the type $p(D)s=q(D)\dot{L}$, where $p$ and $q$ are polynomials. Furthermore, we will study…
In this paper, we study the stochastic collocation (SC) methods for uncertainty quantification (UQ) in hyperbolic systems of nonlinear partial differential equations (PDEs). In these methods, the underlying PDEs are numerically solved at a…
The aim of this paper is twofold. The first is to study the asymptotics of a parabolically scaled, continuous and space-time stationary in time version of the well-known Funaki-Spohn model in Statistical Physics. After a change of unknowns…
This paper is concerned with an inverse source problem for the stochastic biharmonic operator wave equation. The driven source is assumed to be a microlocally isotropic Gaussian random field with its covariance operator being a classical…
We prove the existence of time-periodic, small amplitude solutions of autonomous quasilinear or fully nonlinear completely resonant pseudo-PDEs of Benjamin-Ono type in Sobolev class. The result holds for frequencies in a Cantor set that has…
In this paper we continue the study of non-diagonalisable hyperbolic systems with variable multiplicity started by the authors in \cite{Garetto2018}. In the case of space dependent coefficients, we prove a representation formula for…
We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon pro\-blems, and allow notably some coefficients to be stochastic. Extension to…
These notes provide an introduction to and a survey on recent results about the long-time behaviour of solutions to hyperbolic partial differential equations with time-dependent coefficients. Particular emphasis is given also to questions…
We establish well-posedness and maximal regularity estimates for linear parabolic SPDE in divergence form involving random coefficients that are merely bounded and measurable in the time, space, and probability variables. To reach this…
Focusing on two-level atoms, we apply the positive $P$ representation to a full-wave mixed bosonic and fermionic system of Jaynes-Cummings type and identify an advantageous degree of freedom in the choice of the involved nonorthogonal…
The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…
In this paper, a nonlinear inverse boundary value problem for the second-order hyperbolic equation with nonlocal conditions is studied. To investigate the solvability of the original problem, we first consider an auxiliary inverse boundary…
In this paper we establish optimal local and global Besov-Lipschitz and Triebel-Lizorkin estimates for the solutions to linear hyperbolic partial differential equations. These estimates are based on local and global estimates for Fourier…