Related papers: On approximate continuity and the support of refle…
In this paper, we prove the existence and uniqueness of solutions of the fractional p-Laplace equation with a polynomial drift of arbitrary order driven by superlinear transport noise. By the monotone argument, we first prove the existence…
Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…
This paper aims at developing a systematic study for the weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with very irregular drift and constant diffusion coefficients. We apply our method to…
We establish a central limit theorem and large deviations principle that characterises small noise fluctuations of the generalised Dean--Kawasaki stochastic PDE. The fluctuations agree to first order with fluctuations of certain interacting…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
We prove stability estimates for the spatially discrete, Galerkin solution of a fractional Fokker-Planck equation, improving on previous results in several respects. Our main goal is to establish that the stability constants are bounded…
In this article we study effects that small perturbations in the noise have to the solution of differential equations driven by H\"older continuous functions of order $H>\frac12$. As an application, we consider stochastic differential…
In this paper the stability theorem of Borkar and Meyn is extended to include the case when the mean field is a differential inclusion. Two different sets of sufficient conditions are presented that guarantee the stability and convergence…
We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…
We consider a system of differential equations with nonlinear Steklov boundary conditions, related to the fractional problem $$(-\Delta)^s u_i = f_i(x,u_i) - \beta u_i^p \sum_{j\neq i} a_{ij} u_j^p,$$ where $i = i,\dots, k$, $s\in(0,1)$,…
We obtain the existence, uniqueness and regularity results for solutions to kinetic Fokker-Planck equations with bounded measurable coefficients in the presence of boundary conditions, including the inflow, diffuse reflection and specular…
In the first part of this paper, we establish a conditional optimality result for an adaptive mixed finite element method for the stationary Stokes problem discretized by the standard Taylor-Hood elements, under the assumption of the…
For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable distributional assumptions, the interpolated iterates track a Fillipov solution of the limiting differential inclusion. In addition, we…
This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…
This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation using the theory of sun-dual semigroups. The…
The paper is devoted to the optimal control of a system with two time-scales, in a regime when the limit equation is not of averaging type but, in the spirit of Wong-Zakai principle, it is a stochastic differential equation for the slow…
In this paper, we have studied the long-term behavior for the projected deterministic constrained modified Swift-Hohenberg equation with constraints and Dirichlet boundary conditions. Specifically, using Lojasiewicz-Simon inequality, we…
This paper introduces a novel approach to approximate a broad range of reaction-convection-diffusion equations using conforming finite element methods while providing a discrete solution respecting the physical bounds given by the…
We analyze a class of weakly differentiable vector fields (\FF \colon \rn \to \rn) with the property that (\FF\in L^{\infty}) and (\div \FF) is a Radon measure. The primary focus of our investigation is to introduce a suitable notion of the…
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…