Related papers: Weak uniqueness and density estimates for sdes wit…
In this note, a diffusion approximation result is shown for stochastic differential equations driven by a (Liouville) fractional Brownian motion B with Hurst parameter H in (1/3,1/2). More precisely, we resort to the Kac-Stroock type…
We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main…
We present an error analysis of weak convergence of one-step numerical schemes for stochastic differential equations (SDEs) with super-linearly growing coefficients. Following Milstein's weak error analysis on the one-step approximation of…
We present an error analysis of weak convergence of one-step numerical schemes for stochastic differential equations (SDEs) with super-linearly growing coefficients. Following Milstein's weak error analysis on the one-step approximation of…
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…
In this paper, we prove the uniqueness of weak solutions to the Vlasov-Poisson-Fokker-Planck system in $C([0,T]; L^p)$, by assuming the solution has a local bounded density which tends to infinite with a "reasonable" rate as $t\to 0$. And…
We consider the one-dimensional stochastic differential equation \begin{equation*} X_t = x_0 + L_t + \int_0^t \mu(X_s)ds, \quad t \geq 0, \end{equation*} where $\mu$ is a finite measure of Kato class $K_{\eta}$ with $\eta \in (0,\alpha-1]$…
We study the asymptotic behavior of solution of semi-linear PDEs. Neither periodicity nor ergodicity will be assumed. In return, we assume that the coefficients admit a limit in \`{C}esaro sense. In such a case, the averaged coefficients…
We focus on open questions regarding the uniqueness of distributional solutions of the fast diffusion equation (FDE) with a given source term. When the source is sufficiently smooth, the uniqueness follows from standard results. Assuming…
Mode separation, namely how sharply a distribution fragments into barrier-separated clusters, is a fundamental geometric property of densities, difficult to quantify in high dimensions. It is structurally distinct from dispersion, yet…
Building on results developed in https://doi.org/10.48550/arXiv.2404.14902, where It\^{o}-SDEs with possibly degenerate and discontinuous dispersion coefficient and measurable drift were analyzed with respect to a given (sub-)invariant…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…
A family of weak Galerkin finite element discretization is developed for solving the coupled Darcy-Stokes equation. The equation in consideration admits the Beaver-Joseph-Saffman condition on the interface. By using the weak Galerkin…
The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results regarding its weak convergence can be used to develop…
In this paper we prove the existence of global weak dissipative martingale solutions for a one-dimensional compressible fluid model with capillarity and density dependent viscosity, driven by random initial data and a stochastic forcing…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
In this work we will focus on the existence of weak solutions for a system describing a general compressible viscous fluid in the case of the pressure being a linear function of the density and the viscous stress tensor being a non-linear…
In this article, we construct weak solutions for a class of Stochastic PDEs in the space of tempered distributions via Girsanov's theorem. It is to be noted that our drift and diffusion coefficients $(L,A)$ of the considered Stochastic PDE…
We study the propagation of energy density in finite-energy weak solutions of the Camassa-Holm and related equations. Developing the methods based on generalized nonunique characteristics, we show that the parts of energy related to…