Related papers: Characterizing Gaussian flows arising from It\=o's…
We use the distances introduced in a previous joint paper to exhibit the gradient flow structure of some drift-diffusion equations for a wide class of entropy functionals. Functional inequalities obtained by the comparison of the entropy…
We consider the stochastic differential equation $$ X_t = x_0 + \int_0^t f(X_s)ds + \int_0^t\sigma(X_s)dB^{H}_s,$$ with $x_0 \in \mathbb{R}^d$, $d \geq 1$, $f: \mathbb{R}^d \rightarrow \mathbb{R}^d$ is bounded continuous, $\sigma:…
In this paper linear stochastic transport and continuity equations with drift in critical $L^{p}$ spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity…
We show that H\"{o}lder continuous incompressible Euler flows that satisfy the local energy inequality ("globally dissipative" solutions) exhibit nonuniqueness and contain examples that strictly dissipate kinetic energy. The collection of…
In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for…
In this paper we introduce a new geometric flow with rotational invariance and prove that, under this kind of flow, an arbitrary smooth closed contractible hypersurface in the Euclidean space Rn+1 (n, 1) converges to Sn in the C1-topology…
In this paper we prove uniform regularity estimates for the normalized Gauss curvature flow in higher dimensions. The convergence of solutions in $C^\infty$-topology to a smooth strictly convex soliton as $t$ approaches to infinity is…
Given a smooth compact surface without focal points and of higher genus, it is shown that its geodesic flow is semi-conjugate to a continuous expansive flow with a local product structure such that the semi-conjugation preserves…
Whenever an It\^o-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according to complementary distributions (or foliations, in the case…
Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…
We show pathwise uniqueness for a class of degenerate It\^{o}-SDE among all of its weak solutions that spend zero time at the points of degeneracy of the dispersion matrix. Consequently, by the Yamada-Watanabe Theorem and a weak existence…
We derive the stochastic version of the Magnus expansion for linear systems of stochastic differential equations (SDEs). The main novelty with respect to the related literature is that we consider SDEs in the It\^o sense, with progressively…
We introduce a ``spatial'' Lyapunov exponent to characterize the complex behavior of non chaotic but convectively unstable flow systems. This complexity is of spatial type and is due to sensitivity to the boundary conditions. We show that…
We introduce a provably stable variant of neural ordinary differential equations (neural ODEs) whose trajectories evolve on an energy functional parametrised by a neural network. Stable neural flows provide an implicit guarantee on…
A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison…
Motivated by the Hamilton's Ricci flow, we define the homogeneous flow of a parallelizable manifold and show the long time existence and uniqueness of its solutions on $[0,\infty).$ Using this flow, we outline a simple proof of the Poincare…
We present two characterizations of positive invariance of sets under the flow of systems of ordinary differential equations. The first characterization uses inward sets which intuitively collect those points from which the flow evolves…
A survey of new geometric flows motivated by string theories is provided. Their settings can range from complex geometry to almost-complex geometry to symplectic geometry. From the PDE viewpoint, many of them can be viewed as intermediate…
We study two problems related to flow equivalence of shift spaces. The first problem, the classification of $S$-gap shifts up to flow equivalence, is partially solved with the establishment of a new invariant for the sofic $S$-gap shifts…
Considered herein is a particular nonlinear dispersive stochastic equation. It was introduced recently in [3], as a model describing surface water waves under location uncertainty. The corresponding noise term is introduced through a…