Related papers: Limiting dynamics for stochastic nonclassical diff…
We study the diffusive limit approximation for a nonlinear radiative heat transfer system that arises in the modeling of glass cooling, greenhouse effects and in astrophysics. The model is considered with the reflective radiative boundary…
Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…
A statistical theory is developed for the stochastic Burgers equation in the inviscid limit. Master equations for the probability density functions of velocity, velocity difference and velocity gradient are derived. No closure assumptions…
We prove that smooth solutions of non-ideal (viscous and resistive) incompressible magnetohydrodynamic equations satisfy a stochastic law of flux conservation. This property involves an ensemble of surfaces obtained from a given, fixed…
We introduce the concept of stochastic measure-valued solutions to the complete Euler system describing the motion of a compressible inviscid fluid subject to stochastic forcing, where the nonlinear terms are described by defect measures.…
In an earlier work we have shown the global (for all initial data and all time) well-posedness of strong solutions to the three-dimensional viscous primitive equations of large scale oceanic and atmospheric dynamics. In this paper we show…
The propagation of light in nonlinear media is well described by a $2$D nonlinear Schr\"odinger equation (NLSE) within the paraxial approximation, which is equivalent to the Gross-Pitaesvskii equation (GPE), the mean-field description for…
In the limit of a nonlinear diffusion model involving the fractional Laplacian we get a "mean field" equation arising in superconductivity and superfluidity. For this equation, we obtain uniqueness, universal bounds and regularity results.…
We develop a general framework for finding error estimates for convection-diffusion equations with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators…
We study fundamental limits of first-order stochastic optimization in a range of nonconvex settings, including L-smooth functions satisfying Quasar-Convexity (QC), Quadratic Growth (QG), and Restricted Secant Inequalities (RSI). While the…
In this paper, we study the inviscid limit of the Sabra shell model of turbulence, which is considered as a particular case of a viscous conservation law in one space dimension with a nonlocal quadratic flux function. We present a…
We give sharp conditions for the large time asymptotic simplification of aggregation-diffusion equations with linear diffusion. As soon as the interaction potential is bounded and its first and second derivatives decay fast enough at…
We consider strong convergence of the finite differences approximation in space for stochastic reaction diffusion equations with multiplicative noise under a one-sided Lipschitz condition only. We derive convergence with an implicit rate…
The small dispersion limit of the focusing nonlinear Schrodinger equation with periodic initial conditions is studied analytically and numerically. First, through a comprehensive set of numerical simulations, it is demonstrated that…
We present a first-principles formalism for studying dynamical heterogeneities in glass forming liquids. Based on the Non-Equilibrium Self-Consistent Generalized Langevin Equation theory, we were able to describe the time-dependent local…
In the study of geometric surface evolutions, stochastic reaction-diffusion equation provides a powerful tool for capturing and simulating complex dynamics. A critical challenge in this area is developing numerical approximations that…
We consider the white-noise driven stochastic heat equation on $[0,\infty)\times[0,1]$ with Lipschitz-continuous drift and diffusion coefficients $b$ and $\sigma$. We derive an inequality for the $L^1([0,1])$-norm of the difference between…
Our main interest in this paper is the study of homogenised limit of a parabolic equation with a nonlinear dynamic boundary condition of the micro-scale model set on a domain with periodically place particles. We focus on the case of…
We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…
In this work we study the averaging principle for non-autonomous slow-fast systems of stochastic differential equations. In particular in the first part we prove the averaging principle assuming the sublinearity, the Lipschitzianity and the…