Related papers: Weak universality for a class of 3d stochastic rea…
The aim of this article is to study a Cahn-Hilliard model for a multicomponent mixture with cross-diffusion effects, degenerate mobility and where only one of the species does separate from the others. We define a notion of weak solution…
We study the propagation of ultra-short short solitons in a cubic nonlinear medium modeled by nonlinear Maxwell's equations with stochastic variations of media. We consider three cases: variations of (a) the dispersion, (b) the phase…
A global existence theorem on weak solutions is shown for the continuous coagulation equation with collisional breakage under certain classes of unbounded collision kernels and distribution functions. This model describes the dynamics of…
We investigate a class of parametric elliptic semilinear partial differential equations of second order with homogeneous essential boundary conditions, where the coefficients and the right-hand side (and hence the solution) may depend on a…
We construct the $\Phi^4_3$ measure on an arbitrary 3-dimensional compact Riemannian manifold without boundary as an invariant probability measure of a singular stochastic partial differential equation. Proving the nontriviality and the…
A mathematical model for the discrete nonlinear fragmentation (collision-induced breakage) equation with diffusion is studied. The existence of global weak solutions is established in arbitrary spatial dimensions without assuming a strictly…
We study counterfactual gradient estimation of conditional loss functionals of diffusion processes. In quantitative finance, these gradients are known as conditional Greeks: the sensitivity of expected market values, conditioned on some…
We prove a weak rate of convergence of a fully discrete scheme for stochastic Cahn--Hilliard equation with additive noise, where the spectral Galerkin method is used in space and the backward Euler method is used in time. Compared with the…
In the present paper, we study the existence and blow-up behavior to the following stochastic non-local reaction-diffusion equation: \begin{equation*} \left\{ \begin{aligned} du(t,x)&=\left[(\Delta+\gamma) u(t,x)+\int_{D}u^{q}(t,y)dy…
We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…
We study a stochastic system of $N$ interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle $i$ carries two attributes: the spatial location $X_t^i\in \mathbb{T}^d$, and the type $\Xi_t^i\in…
Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…
Consider stochastic functional differential equations, whose coefficients depend on past histories. The solution determines a non-Markov process. In the present paper, we shall obtain the existence of smooth densities for joint…
In generative modelling and stochastic optimal control, a central computational task is to modify a reference diffusion process to maximise a given terminal-time reward. Most existing methods require this reward to be differentiable, using…
Chaotic dynamical systems such as turbulent flows are characterized by an exponential divergence of infinitesimal perturbations to initial conditions. Therefore, conventional adjoint/tangent sensitivity analysis methods that are successful…
We develop a Malliavin calculus for nonlinear Hawkes processes in the sense of Carlen and Pardoux. This approach, based on perturbations of the jump times of the process, enables the construction of a local Dirichlet form. As an…
We consider the compressible Vlasov-Poisson-Fokker-Planck-Navier-Stokes system in a three dimensional bounded domain with nonhomogeneous Dirichlet boundary conditions. The system describes the evolution of charged particles ensemble…
The weak-strong uniqueness for Maxwell--Stefan systems and some generalized systems is proved. The corresponding parabolic cross-diffusion equations are considered in a bounded domain with no-flux boundary conditions. The key points of the…
We investigate the problem of ballistically controlled reactions where particles either annihilate upon collision with probability $p$, or undergo an elastic shock with probability $1-p$. Restricting to homogeneous systems, we provide in…
We propose a novel method to solve a chemical diffusion master equation of birth and death type. This is an infinite system of Fokker-Planck equations where the different components are coupled by reaction dynamics similar in form to a…