Related papers: On cubic difference equations with variable coeffi…
We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…
By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
A smooth function of the second moments of $N$ continuous variables gives rise to an uncertainty relation if it is bounded from below. We present a method to systematically derive such bounds by generalizing an approach applied previously…
In this paper, we study the backward problem of determining initial condition for some class of nonlinear parabolic equations in multidimensional domain where data are given under random noise. This problem is ill-posed, i.e., the solution…
We study the 1D Klein-Gordon equation with variable coefficient nonlinearity. This problem exhibits an interesting resonant interaction between the spatial frequencies of the nonlinear coefficients and the temporal oscillations of the…
The persistence of a stochastic variable is the probability that it does not cross a given level during a fixed time interval. Although persistence is a simple concept to understand, it is in general hard to calculate. Here we consider zero…
The problem of the Rivlin cube is to determine the stability of all homogeneous equilibria of an isotropic incompressible hyperelastic body under equitriaxial dead loads. Here, we consider the stochastic version of this problem where the…
Dynamic perturbation equations are derived for a generic stationary state of an elastic string model -- of the kind appropriate for representing a superconducting cosmic string -- in a flat background. In the case of a circular equilibrium…
We consider non-parametric Bayesian estimation of the drift coefficient of a one-dimensional stochastic differential equation from discrete-time observations on the solution of this equation. Under suitable regularity conditions that are…
In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…
For a nonlinear equation with several variable delays $$ \dot{x}(t)=\sum_{k=1}^m f_k(t, x(h_1(t)),\dots,x(h_l(t)))-g(t,x(t)), $$ where the functions $f_k$ increase in some variables and decrease in the others, we obtain conditions when a…
The Cahn-Hilliard and viscous Cahn-Hilliard equations with singular and possibly nonsmooth potentials and dynamic boundary condition are considered and some well-posedness and regularity results are proved. Key words: Cahn-Hilliard…
The Bohl-Perron result on exponential dichotomy for a linear difference equation $$ x(n+1)-x(n) + \sum_{l=1}^m a_l(n)x(h_l(n))=0, h_l(n)\leq n, $$ states (under some natural conditions) that if all solutions of the non-homogeneous equation…
We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…
In this paper it is dealt with the following system of difference equations x_{n+1}=((a_{n})/(x_{n}))+((b_{n})/(y_{n})), y_{n+1}=((c_{n})/(x_{n}))+((d_{n})/(y_{n})), n in N_0, where the initial values x_0,y_0 are positive real numbers and…
We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…
We analyze the quantum dynamics of radiation propagating in a single mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known…
Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…
Let $S_n^{(2)}$ denote the iterated partial sums. That is, $S_n^{(2)}=S_1+S_2+ ... +S_n$, where $S_i=X_1+X_2+ ... s+X_i$. Assuming $X_1, X_2,....,X_n$ are integrable, zero-mean, i.i.d. random variables, we show that the persistence…