Related papers: Weak universality for a class of 3d stochastic rea…
We provide a functional view of distributional robustness motivated by robust statistics and functional analysis. This results in two practical computational approaches for approximate distributionally robust nonlinear optimization based on…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
An asymptotic method for finding instabilities of arbitrary $d$-dimensional large-amplitude patterns in a wide class of reaction-diffusion systems is presented. The complete stability analysis of 2- and 3-dimensional localized patterns is…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
This paper considers a large class of nonlinear integro-differential scalar equations which involve an anomalous diffusion (e.g. driven by a fractional Laplacian) and a non-local singular convolution kernel. Each of those singular equations…
Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…
We investigate an evolutive system of non-linear partial differential equations derived from Oldroyd models on Non-Newtonian flows. We prove global existence of weak solutions, in the case of a smooth bounded domain, for general initial…
This paper is concerned with a class of reaction-diffusion system with density-suppressed motility \begin{equation*} \begin{cases} u_{t}=\Delta(\gamma(v) u)+\alpha u F(w), & x \in \Omega, \quad t>0, \\ v_{t}=D \Delta v+u-v, & x \in \Omega,…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…
We prove that the stochastic Burgers equation, which is related to the Kardar-Parisi-Zhang/KPZ equation via weak derivative, is a "critical" scaling limit for density fluctuations for a family of non-integrable and non-stationary…
Stochastic interacting particle systems are widely used to model collective phenomena across diverse fields, including statistical physics, biology, and social dynamics. The McKean-Vlasov equation arises as the mean-field limit of such…
We consider systems of reaction-diffusion equations coupled in zero order terms, with general homogeneous boundary conditions in domains with a particular geometry (annular type domains). We establish Lipschitz stability estimates in L^2…
The global existence and boundedness of solutions to quasi-linear reaction-diffusion systems are investigated. The system arises from compartmental models describing the spread of infectious diseases proposed in [Viguerie et al, Appl. Math.…
The bidomain system of degenerate reaction-diffusion equations is a well-established spatial model of electrical activity in cardiac tissue, with "reaction" linked to the cellular action potential and "diffusion" representing current flow…
A class of stochastic parabolic equations with singular potentials is analysed in the chaos expansion setting where the Wick product is used to give sense to the product of generalized stochastic processes. For the analysis of such…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…
A reduced chemical scheme involving a small number of variables is often sufficient to account for the deterministic evolution of the concentrations of the main species contributing to a reaction. However its predictions are questionable in…
In 2010, Anderson, Craciun, and Kurtz showed that if a deterministically modeled reaction network is complex balanced, then the associated stochastic model admits a stationary distribution that is a product of Poissons \cite{ACK2010}. That…
In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-It\^o chaos representation to a nondegenerate Gaussian measure on a separable Hilbert space. Our first main result shows that,…