Related papers: Stochastic Komatu-Loewner evolutions and BMD domai…
Let $D={\mathbb H}\setminus \bigcup_{j=1}^N C_j$ be a standard slit domain, where ${\mathbb H}$ is the upper half plane and $C_j,1\le j\le N,$ are mutually disjoint horizontal line segments in ${\mathbb H}$. A stochastic Komatu-Loewner…
In this paper, we discuss the chordal Komatu-Loewner equation on standard slit domains in a manner applicable not just to a simple curve but also a family of continuously growing hulls. Especially a conformally invariant characterization of…
The Loewner equation provides a correspondence between continuous real-valued functions $\lambda_t$ and certain increasing families of half-plane hulls $K_t$. In this paper we study the deterministic relationship between specific analytic…
We give a generalization of the Komatu-Loewner equation to multiple slits. Therefore, we consider an $n$-connected circular slit disk $\Omega$ as our initial domain minus $m\in \mathbb{N}$ disjoint, simple and continuous curves that grow…
Motivated by the study of trace for Schramm-Loewner evolutions, we consider evolutions of planar domains governed by ordinary differential equations with holomorphic vector fields $F$ defined on the upper half plane $\mathbb{H}$. We show a…
Consider an It\^{o} process $X$ satisfying the stochastic differential equation $dX=a(X)\,dt+b(X)\,dW$ where $a,b$ are smooth and $W$ is a multidimensional Brownian motion. Suppose that $W_n$ has smooth sample paths and that $W_n$ converges…
Let $\gamma_1,\gamma_2:[0,T]\to \overline{\mathbb{D}}\setminus\{0\}$ be parametrizations of two slits $\Gamma_1:=\gamma(0,T], \Gamma_2=\gamma_2(0,T]$ such that $\Gamma_1$ and $\Gamma_2$ are disjoint. \\ Let $g_t$ to be the unique normalized…
We consider stochastic differential equation $$ d X_t=b(X_t) dt +d W_t^H, $$ where the drift $b$ is either a measure or an integrable function, and $W^H$ is a $d$-dimensional fractional Brownian motion with Hurst parameter $H\in(0,1)$,…
We construct radial stochastic Loewner evolution in multiply connected domains, choosing the unit disk with concentric circular slits as a family of standard domains. The natural driving function or input is a diffusion on the associated…
We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…
We consider the ordinary differential equation (ODE) $dx_{t} =b(t,x_{t} ) dt+ dw_{t}$ where $w$ is a continuous driving function and $b$ is a time-dependent vector field which possibly is only a distribution in the space variable. We…
We show that any stochastic differential equation (SDE) driven by Brownian motion with drift satisfying the Krylov-R\"ockner condition has exactly one solution in an ordinary sense for almost every trajectory of the Brownian motion.…
This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are…
Standard Schramm-Loewner evolution (SLE) is driven by a continuous Brownian motion which then produces a trace, a continuous fractal curve connecting the singular points of the motion. If jumps are added to the driving function, the trace…
We consider the stochastic convection-diffusion equation \[ \partial_t u(t\,,{\bf x}) =\nu\Delta u(t\,,{\bf x}) + V(t\,,x_1)\partial_{x_2}u(t\,,{\bf x}), \] for $t>0$ and ${\bf x}=(x_1\,,x_2)\in\mathbb{R}^2$, subject to $\theta_0$ being a…
A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…
We construct a family of SDEs whose solutions select a reflected Brownian flow as well as a stochastic damped transport process (W\_t). The latter gives a representation for the solutions to the heat equation for differential 1-forms with…
We study the motion of the hypersurface $(\gamma_t)_{t\geq 0}$ evolving according to the mean curvature perturbed by $\dot{w}^Q$, the formal time derivative of the $Q$-Wiener process ${w}^Q$, in a two dimensional bounded domain. Namely, we…
We introduce stochastic normalizing flows, an extension of continuous normalizing flows for maximum likelihood estimation and variational inference (VI) using stochastic differential equations (SDEs). Using the theory of rough paths, the…
In this work, we prove a version of H\"{o}rmander's theorem for a stochastic evolution equation driven by a trace-class fractional Brownian motion with Hurst exponent $\frac{1}{2} < H < 1$ and an analytic semigroup on a given separable…