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We establish weak well-posedness for SDEs having discontinuous diffusion coefficients and general distributional drifts that may introduce local blow up effects. Our drifts satisfy minimal assumptions, i.e.\,we assume only that the Cauchy…

We investigate solution methods for large-scale inverse problems governed by partial differential equations (PDEs) via Bayesian inference. The Bayesian framework provides a statistical setting to infer uncertain parameters from noisy…

A new type of differential equations for probability measures on Euclidean spaces, called Measure Differential Equations (briefly MDEs), is introduced. MDEs correspond to Probability Vector Fields, which map measures on an Euclidean space…

In this work, we pursue our investigations on the Cauchy problem for a class of dispersive PDEs where a rough time coefficient is present in front of the dispersion. We show that if the PDE satisfies a strong non-resonance condition…

We study the Cauchy problem for the generalized KdV and one-dimensional fourth-order derivative nonlinear Schr\"odinger equations, for which the global well-posedness of solutions with the small rough data in certain scaling limit of…

Semi-linear elliptic Partial Differential Equations (PDEs) such as the non-linear Poisson Boltzmann Equation (nPBE) is highly relevant for non-linear electrostatics in computational biology and chemistry. It is of particular importance for…

We consider filtration consistent nonlinear expectations in probability spaces satisfying only the usual conditions and separability. Under a domination assumption, we demonstrate that these nonlinear expectations can be expressed as the…

We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…

In this paper, we establish the well-posedness for the third grade fluid equation perturbed by a multiplicative white noise. This equation describes the motion of a non-Newtonian fluid of differential type with relevant viscoelastic…

We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…

We prove the pathwise well-posedness of stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. As a consequence, the generation of a random dynamical system is obtained. This extends results of the…

Several fluid systems are characterised by time reversal and parity breaking. Examples of such phenomena arise both in quantum and classical hydrodynamics. In these situations, the viscosity tensor, often dubbed ``odd viscosity'', becomes…

We investigate a class of scalar conservation laws on manifolds driven by multiplicative Gaussian (Ito) noise. The Cauchy problem defined on a Riemannian manifold is shown to be well-posed. We prove existence of generalized kinetic…

We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement…

This article investigates the well-posedness of weak solutions to non-linear parabolic PDEs driven by rough coefficients with rough initial data in critical homogeneous Besov spaces. Well-posedness is understood in the sense of existence…

We extend the notion of viscosity solutions for path-dependent PDEs introduced by Ekren et al. [Ann. Probab. 42 (2014), no. 1, 204-236] to path-dependent integro-differential equations and establish well-posedness, i.e., existence,…

We study the Derivative Nonlinear Schr\"odinger equation for general initial conditions in weighted Sobolev spaces that can support bright solitons (but excluding spectral singularities). We prove global well-posedness and give a full…

We study the Cauchy problem for the generalized elliptic and non-elliptic derivative nonlinear Schrodinger equations, the existence of the scattering operators and the global well posedness of solutions with small data in Besov spaces and…

We consider the Cauchy problem for the kinetic derivative nonlinear Schr\"odinger equation on the torus: \[ \partial_t u - i \partial_x^2 u = \alpha \partial_x \big( |u|^2 u \big) + \beta \partial_x \big[ H \big( |u|^2 \big) u \big] , \quad…

This course explains how the usual mean field evolution partial differential equations (PDEs) in Statistical Physics - such as the Vlasov-Poisson system, the vorticity formulation of the two-dimensional Euler equation for incompressible…