Related papers: Existence and space-time regularity for stochastic…
We prove the existence of density for the solution to the multiplicative semilinear stochastic heat equation on an unbounded spatial domain, with drift term satisfying a half-Lipschitz type condition. The methodology is based on a careful…
Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…
We give a new result on the well-posedness of the two-dimensional Stochastic Harmonic Map flow, whose study is motivated by the Landau-Lifshitz-Gilbert model for thermal fluctuations in micromagnetics. We construct strong solutions that…
In this paper we prove the existence and uniqueness of strong solutions for SPDE in Hilbert space with locally monotone coefficients, which is a generalization of the classical result of Krylov and Rozovskii for monotone coefficients. Our…
We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^\beta u}{\partial t^\beta}+\nu(-\Delta)^{\alpha/2} u=I^{1-\beta}_t \bigg[\int_{\mathbb{R}^d}\sigma(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$…
Considering stochastic partial differential equations of parabolic type with random coefficients in vector-valued H\"older spaces, we obtain a sharp Schauder estimate. As an application, the existence and uniqueness of solution to the…
We consider a general class of integro-differential evolution equations which includes the governing equation of the generalized grey Brownian motion and the time- and space-fractional heat equation. We present a general relation between…
We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…
We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…
Smoothed Particle Hydrodynamics (SPH) is a popular numerical technique developed for simulating complex fluid flows. Among its key ingredients is the use of nonlocal integral relaxations to local differentiations. Mathematical analysis of…
We obtain an asymptotic H\"older estimate for expectations of a quite general class of discrete stochastic processes. Such expectations can also be described as solutions to a dynamic programming principle or as solutions to discretized…
In this work, we examine the relationship between geometry and spectrum of regions with fractal boundary. The relationship is well-understood for fractal harps in one dimension, but largely open for fractal drums in larger dimensions. To…
We put forward a new method for proving weak uniqueness of stochastic equations with singular drifts driven by a non-Markov or infinite-dimensional noise. We apply our method to study stochastic heat equation (SHE) driven by Gaussian…
The convergence of stochastic interacting particle systems in the mean-field limit to solutions of conservative stochastic partial differential equations is established, with optimal rate of convergence. As a second main result, a…
In this paper we study the existence of stationary solutions for stochastic partial differential equations. We establish a new connection between $L_{\rho}^2({\mathbb{R}^{d}};{\mathbb{R}^{1}}) \otimes…
This work focuses on the numerical approximations of random periodic solutions of stochastic differential equations (SDEs). Under non-globally Lipschitz conditions, we prove the existence and uniqueness of random periodic solutions for the…
In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where the random periodic behaviour is characterised by the…
Smoothed particle hydrodynamics (SPH) is developed for modelling of melting and solidification. Enthalpy method is used to solve heat conduction equations which involved moving interface between phases. At first, we study the melting of…
We study nodal lines of solutions to the heat equations. We are interested in the global geometry of nodal sets, in the whole domain of definition of the solution. The local structure of nodal sets is a well understander subject, while the…
In this paper, we establish associativity, spatial ergodicity and a central limit theorem for certain nonnegative solutions to the stochastic heat equation $\partial_t u=\frac12\partial_x^2 u+ u^\gamma \xi$ with $\gamma\in (0, 1)$. When…