Related papers: Weak universality for a class of 3d stochastic rea…
We develop a unified framework for the design and analysis of high-order nonconforming virtual element methods for nonlinear fourth-order reaction--diffusion problems in two dimensions, with emphasis on clamped, Navier, and…
We study the weak error associated with the Euler scheme of non degenerate diffusion processes with non smooth bounded coefficients. Namely, we consider the cases of H{\"o}lder continuous coefficients as well as piecewise smooth drifts with…
We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…
Dissipative phase transitions are strongly shaped by the symmetries of the Liouvillian, yet the quantitative impact of weak and strong symmetries on critical behavior has remained unclear. We study a squeezed-photon model with single- and…
The aim of this work is to study the global existence of solutions for some coupled systems of reaction diffusion which describe the spread within a population of infectious disease. We consider a triangular matrix diffusion and we show…
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…
This paper focus on investigating the explicit rate of convergence for the propagation of chaos, in a pathwise sense a family of interacting stochastic particle related to some Brownian driven McKean-Vlasov dynamics. Precisely the McKean…
We present a proof for the existence and uniqueness of weak solutions for a cut-off and non cut-off model of non-linear diffusion equation in finite-dimensional space RD useful for modelling flows on porous medium with saturation, turbulent…
For a class of piecewise deterministic Markov processes we introduce a stochastic calculus which is a certain non-Gaussian counterpart to the classical Malliavin calculus. As an application we investigate the regularity of densities of…
Several problems, issued from physics, biology or the medical science, lead to parabolic equations set in two sub-domains separated by a membrane with selective permeability to specific molecules. The corresponding boundary conditions,…
We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…
We establish global regularity for weak solutions to quasilinear divergence form elliptic and parabolic equations over Lipschitz domains with controlled growth conditions on low order terms. The leading coefficients belong to the class of…
A three-parameter discrete distribution is developed to describe the multiplicity distributions observed in total- and limited phase space volumes in different collision processes. The probability law is obtained by the Poisson transform of…
In this paper we prove that positive weak solutions for quasilinear parabolic equations on bounded domains subject to homogenous Neumann boundary conditions becme classical and global under the unique condition that the reaction doesn't…
We investigate linear parabolic equations in divergence form with singular coefficients and non-smooth boundary data. When the diffusion, drift, or potential terms, as well as the initial or boundary conditions, are distributions rather…
We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. We show that in the limit of fast diffusion, one can rigorously approximate solutions of the system of PDEs with stochastic Neumann boundary…
In this paper, we use Malliavin calculus to show the existence and continuity of density functions of $d$-dimensional non-colliding particle systems such as hyperbolic particle systems and Dyson Brownian motion with smooth drift. For this…
By using the Malliavin calculus and solving a control problem, Bismut type derivative formulae are established for a class of degenerate diffusion semigroups with non-linear drifts. As applications, explicit gradient estimates and Harnack…
The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…
In this article we prove the global existence of weak solutions for a diffuse interface model in a bounded domain (both in 2D and 3D) involving incompressible magnetic fluids with unmatched densities. The model couples the incompressible…