Related papers: On Cameron-Martin Theorem and almost sure global e…
We propose a globally convergent numerical method to compute solutions to a general class of quasi-linear PDEs with both Neumann and Dirichlet boundary conditions. Combining the quasi-reversibility method and a suitable Carleman weight…
We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time averages under a weak regularity assumption inspired by…
In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are…
Let $\gamma$ be a Gaussian measure on a locally convex space and $H$ be the corresponding Cameron-Martin space. It has been recently shown by L. Ambrosio and A. Figalli that the linear first-order PDE $$ \dot{\rho} + \mbox{div}_{\gamma}…
I provide a proof of the existence of absolutely continuous invariant measures (and study their statistical properties) for multidimensional piecewise expanding systems with not necessarily bounded derivative or distortion. The proof uses…
We present linearly implicit methods that preserve discrete approximations to local and global energy conservation laws for multi-symplectic PDEs with cubic invariants. The methods are tested on the one-dimensional Korteweg-de Vries…
We prove an almost continuous version of Dye's theorem: any two non-atomic probability measure preserving homeomorphisms of Polish spaces are almost continuously orbit equivalent. More precisely they are orbit equivalent by a map which is…
Let $T \colon M \to M$ be a nonuniformly expanding dynamical system, such as logistic or intermittent map. Let $v \colon M \to \mathbb{R}^d$ be an observable and $v_n = \sum_{k=0}^{n-1} v \circ T^k$ denote the Birkhoff sums. Given a…
In [12], we proved that $1$-d periodic fractional Schr\"odinger equation with cubic nonlinearity is locally well-posed in $H^s$ for $s>\frac{1-\alpha}{2}$ and globally well-posed for $s>\frac{5\alpha-1}{6}$. In this paper we define an…
Partial differential equations with discrete (concentrated) state-dependent delays are studied. The existence and uniqueness of solutions with initial data from a wider linear space is proven first and then a subset of the space of…
We prove that, under a mild summability condition on the growth of the derivative on critical orbits any piecewise monotone interval map possibly containing discontinuities and singularities with infinite derivative (cusp map) admits an…
This paper studies the rich dynamics of one-dimensional granular media equations with attractive quadratic interactions. Building on the monotone dynamical systems framework developed in an earlier work, we allow for multiplicative noise,…
A new approach to the solution of quasilinear nonelliptic first-order systems of inhomogeneous PDEs in many dimensions is presented. It is based on a version of the conditional symmetry and Riemann invariant methods. We discuss in detail…
We study non-linear functionals, including quasi-linear functionals, p-conic quasi-linear functionals, d-functionals, r-functionals, and their relationships to deficient topological measures and topological measures on locally compact…
We construct invariant measures associated to the integrals of motion of the periodic derivative nonlinear Schr\"odinger equation (DNLS) for small data in $L^2$ and we show these measures to be absolutely continuous with respect to the…
Using methods from symplectic topology, we prove existence of invariant variational measures associated to the flow $\phi_H$ of a Hamiltonian $H\in C^{\infty}(M)$ on a symplectic manifold $(M,\omega)$. These measures coincide with Mather…
In this article, we consider a stochastic PDE of parabolic type, driven by a space-time white-noise, and its numerical discretization in time with a semi-implicit Euler scheme. When the nonlinearity is assumed to be bounded, then a…
Extending our own and others' earlier approaches to reasoning about termination of probabilistic programs, we propose and prove a new rule for termination with probability one, also known as "almost-certain termination". The rule uses both…
In this paper, we present two almost sure global well-posedness (GWP) results for the energy supercritical nonlinear Schr\"odinger equations (NLS) on the unit ball of $\Bbb R^3$ using two different approaches. First, for the NLS with…
Our main goal is the comparative study of singularities of solutions to the systems of first order quasilinear PDEs and their perturbations containing higher derivatives. The study is focused on the subclass of Hamiltonian PDEs with one…