Related papers: A Strong Limit Theorem for Two-Time-Scale Fucntion…
We consider Kirchhoff equations with strong damping, namely with a friction term which depends on a power of the "elastic" operator. We address local and global existence of solutions in two different regimes depending on the exponent in…
In this paper, we consider a continuous-time Markov process and prove a local limit theorem for the integral of a time-inhomogeneous function of the process. One application is in the study of the fast-oscillating perturbations of linear…
We consider fractional stochastic heat equations of the form $\frac{\partial u_t(x)}{\partial t} = -(-\Delta)^{\alpha/2} u_t(x)+\lambda \sigma (u_t(x)) \dot F(t,\, x)$. Here $\dot F$ denotes the noise term. Under suitable assumptions, we…
We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations…
In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g.…
This paper deals with the controllability for a class of non-autonomous neutral differential equations of fractional order with infinite delay in an abstract space. The semi-group theory of bounded linear operators, fractional calculus, and…
In this article we investigate the temporal regularity of strong solutions to the stochastic $p$-\com{L}aplace system in the degenerate setting, $p \in [2,\infty)$, driven by a multiplicative nonlinear stochastic forcing. We establish $1/2$…
Two-time-scale stochastic approximation is a popular iterative method for finding the solution of a system of two equations. Such methods have found broad applications in many areas, especially in machine learning and reinforcement…
We investigate the statics and dynamics of spatial phase segregation process of a mixture of fermion atoms in a harmonic trap using the density functional theory. The kinetic energy of the fermion gas is written in terms of the density and…
For two-scale homogenization of a general class of asymptotically degenerating %uniformly strongly elliptic symmetric PDE systems with a critically scaled high contrast in periodic coefficients of a small period $\varepsilon$, we derive a…
Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…
In this paper, we study averaging principles for a class of time-inhomogeneous stochastic differential equations (SDEs) with slow and fast time-scales, where the drift term in the fast component is time-dependent and only partially…
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…
We show that extremal dynamics is very well modelled by the "Linear Fractional Stable Motion" (LFSM), a stochastic process entirely defined by two exponents that take into account spatio-temporal correlations in the distribution of active…
We consider a class of dynamical systems, which we call weakly coarse expanding, which is a generalization to the postcritically infinite case of expanding Thurston maps as discussed by Bonk-Meyer and is closely related to coarse expanding…
In this paper, under a one-sided Lipschitz condition on the drift coefficient we adopt (via contraction principle) a exponential approximation argument to investigate large deviations for neutral stochastic functional differential…
The asymptotic behavior for fully coupled multiscale stochastic systems becomes much complicated when the fast processes do not locate in a compact space. An example is constructed to show that the averaged coefficients may become…
Consider the partial sums {S_t} of a real-valued functional F(Phi(t)) of a Markov chain {Phi(t)} with values in a general state space. Assuming only that the Markov chain is geometrically ergodic and that the functional F is bounded, the…
We study linear two-half dimensional Vlasov equations under the logarithmic gravity potential in the half space of diffuse reflection boundary. We prove decay-in-time of the exponential moments with a polynomial rate, which depends on the…
Viewing a two time scale stochastic approximation scheme as a noisy discretization of a singularly perturbed differential equation, we obtain a concentration bound for its iterates that captures its behavior with quantifiable high…