Related papers: Particle representations for stochastic partial di…
Given any elliptic system with $t$-independent coefficients in the upper-half space, we obtain representation and trace for the conormal gradient of solutions in the natural classes for the boundary value problems of Dirichlet and Neumann…
Physical processes evolving in both time and space are often modeled using Partial Differential Equations (PDEs). Recently, it has been shown how stability analysis and control of coupled PDEs in a single spatial variable can be more…
In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
We examine an infinite, linear system of ordinary differential equations that models the evolution of fragmenting clusters, where each cluster is assumed to be composed of identical units. In contrast to previous investigations into such…
This work proposes a nonlinear finite element method whose nodal values preserve bounds known for the exact solution. The discrete problem involves a nonlinear projection operator mapping arbitrary nodal values into bound-preserving ones…
This paper introduces a new variational formulation for Dirichlet boundary control problem of elliptic partial differential equations, based on observations that the state and adjoint state are related through the control on the boundary of…
Motivated by problems in machine learning, we study a class of variational problems characterized by nonlocal operators. These operators are characterized by power-type weights, which are singular at a portion of the boundary. We identify a…
In this paper, we announce a rigorous approach to establishing uniqueness results, under certain conditions, for initial-boundary-value problems for a class of linear evolution partial differential equations (PDEs) formulated in a…
We develop a new approach to study the long time behaviour of solutions to nonlinear stochastic differential equations in the sense of McKean, as well as propagation of chaos for the corresponding mean-field particle system approximations.…
In this paper, we study a conditional distribution dependent stochastic differential equations driven by standard Brownian motion and fractional Brownian motion with Hurst exponent $H>\frac{1}{2}$ simultaneously. First, the existence and…
We prove that a system of locally interacting diffusions carrying discrete masses, subject to an environmental noise and undergoing mass coagulation, converges to a system of Stochastic Partial Differential Equations (SPDEs) with…
We analyze the quantum dynamics of a non-relativistic particle moving in a bounded domain of physical space, when the boundary conditions are rapidly changed. In general, this yields new boundary conditions, via a dynamical composition law…
Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…
Partial differential equations (PDEs) that fit scientific data can represent physical laws with explainable mechanisms for various mathematically-oriented subjects, such as physics and finance. The data-driven discovery of PDEs from…
The existence of stationary radial solutions to a partial differential equation arising in the theory of epitaxial growth is studied. Our results depend on the size of a parameter that plays the role of the velocity at which mass is…
We consider the Einstein-Boltzmann system for massless particles in the Bianchi I space-time with scattering cross-sections in a certain range of soft potentials. We assume that the space-time has an initial conformal gauge singularity and…
In this volume a theory for models of transport in the presence of a free boundary is developed. Macroscopic laws of transport are described by PDEs. When the system is open, there are several mechanisms to couple the system with the…
A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…
This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sense of viscosity solutions. The main result states the…