Related papers: Dean-Kawasaki Dynamics: Ill-posedness vs. Triviali…
We prove the Yamada-Watanabe Theorem for semilinear stochastic partial differential equations with path-dependent coefficients. The so-called "method of the moving frame" allows us to reduce the proof to the Yamada-Watanabe Theorem for…
In this article, we study systems of $n \geq 1$, not necessarily linear, discrete differential equations (DDEs) of order $k \geq 1$ with one catalytic variable. We provide a constructive and elementary proof of algebraicity of the solutions…
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 represent a version of multidimensional quasilinear partial differential equation (PDE) together with large manifold of particular solutions given in an integral form. The dimensionality of constructed PDE can be arbitrary. We call it…
An innovative theoretical framework for stochastic dynamics based on a decomposition of a stochastic differential equation (SDE) has been developed with an evident advantage in connecting deterministic and stochastic dynamics, as well as…
We consider a class of parabolic stochastic partial differential equations featuring an antimonotone nonlinearity. The existence of unique maximal and minimal variational solutions is proved via a fixed-point argument for nondecreasing…
Due to unbounded input operators in partial differential equations (PDEs) with boundary inputs, there has been a long-held intuition that input-to-state stability (ISS) properties and finite gains cannot be established with respect to…
SDE's must be solved in the "anti-Ito" sense when their coefficients are independent. While the "noise-induced drift" matters for the sample paths, it is absent in the Fokker-Planck equation, which takes a particularly simple form and is…
We consider aggregation-diffusion equations with merely bounded nonlocal interaction potential $K$. We are interested in establishing their well-posedness theory when the nonlocal interaction potential $K$ is neither differentiable nor…
Every linear system of partial differential equations (PDEs) admits a scaling symmetry in its dependent variables. In conjunction with other admitted symmetries of linear type, the associated invariant solution condition poses a linear…
The notion that decoherence rapidly reduces a superposition state to an incoherent mixture implicitly adopts a special representation, namely, the representation of preferred (pointer) states (PS). For weak or strong system-environment…
The purpose of this paper is to study the existence and uniqueness of solutions to a Stochastic Differential Equation (SDE) coming from the eigenvalues of Wishart processes. The coordinates are non-negative, evolve as Cox-Ingersoll-Ross…
The purpose of this paper is to study the existence and uniqueness of solutions to a system of Stochastic Differential Equations (SDEs). The coordinates are bounded by zero and one, and repulse each other according to a Coulombian like…
In this paper, we introduce a weak maximum principle-based approach to input-to-state stability (ISS) analysis for certain nonlinear partial differential equations (PDEs) with boundary disturbances. Based on the weak maximum principle, a…
We introduce two improvements in the numerical scheme to simulate collision and slow shearing of irregular particles. First, we propose an alternative approach based on simple relations to compute the frictional contact forces. The approach…
We introduce a novel kernel learning framework toward efficiently solving nonlinear partial differential equations (PDEs). In contrast to the state-of-the-art kernel solver that embeds differential operators within kernels, posing…
In this work, we study the convergence of the empirical measure of moderately interacting particle systems with singular interaction kernels. First, we prove quantitative convergence of the time marginals of the empirical measure of…
Wave-particle duality has long been considered a fundamental signature of the non-classical behavior of quantum phenomena, specially in a delayed choice experiment (DCE), where the experimental setup revealing either the particle or wave…
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDE problem involving sublinear operators. This is done through a dynamic programming principle derived from [8]. The formula can be…
In this paper, we prove the non-uniqueness of stationary solutions to steady incompressible Euler equations with source terms. Based on the convex integration scheme developed by De Lellis and Sz\'{e}kelyhidi, the Euler system is…