Related papers: Random initial conditions for semi-linear PDEs

Conditional probabilities are a core concept in machine learning. For example, optimal prediction of a label $Y$ given an input $X$ corresponds to maximizing the conditional probability of $Y$ given $X$. A common approach to inference tasks…

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…

We study well-posedness of a first-order-in-time model for nonlinear acoustics with nonhomogeneous boundary conditions in fractional Sobolev spaces. The analysis proceeds by first establishing well-posedness of an abstract parabolic-type…

The solutions to a large class of semi-linear parabolic PDEs are given in terms of expectations of suitable functionals of a tree of branching particles. A sufficient, and in some cases necessary, condition is given for the integrability of…

The quantum ratchet effect in fully chaotic systems is approached by studying, for the first time, \emph{statistical} properties of the ratchet current over well-defined sets of initial states. Natural initial states in a semiclassical…

This work deals with singular stochastic PDEs driven by non-translation invariant differential operators. We describe the renormalized equation for a very large class of spacetime dependent renormalization schemes. Our approach bypasses in…

This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…

This work studies the local well-posedness of the initial-value problem for the nonlinear sixth-order Boussinesq equation $u_{tt}=u_{xx}+\beta u_{xxxx}+u_{xxxxxx}+(u^2)_{xx}$, where $\beta=\pm1$. We prove local well-posedness with initial…

The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha>0$ one can find a simple $1$-dimensional constant…

We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…

We study optimal control problems that are governed by semilinear elliptic partial differential equations that involve non-Lipschitzian nonlinearities. It is shown that, for a certain class of such PDEs, the solution map is Fr\'{e}chet…

We prove a strong approximation result for the empirical process associated to a stationary sequence of real-valued random variables, under dependence conditions involving only indicators of half lines. This strong approximation result also…

This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…

Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional…

We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in…

We prove a local in time well-posedness result for quasi-linear Hamiltonian Schr\"odinger equations on $\mathbb{T}^d$ for any $d\geq 1$. For any initial condition in the Sobolev space $H^s$, with $s$ large, we prove the existence and…

In this paper, we investigate stochastic differential equations(SDEs) driven by a class of supercritical $\alpha$-stable process(including the rotational symmetric $\alpha-$stable process) with drift $b$. The weak well-posedness is proved,…

The effects of stochastic apppearence of embryos of a new phase are analyzed analytically. A new approach by the similarity of nucleation conditions is proposed. Corrections for a number of droplets are estimated. A comparison with…

Predicting the long-lasting quasistationary state for a given initial state is one of central issues in Hamiltonian systems having long-range interaction. A recently proposed method is based on the Vlasov description and uniformly…