Related papers: An introduction to singular stochastic PDEs: Allen…
We analysis some singular partial differential equations systems(PDAEs) with boundary conditions in high dimension bounded domain with sufficiently smooth boundary. With the eigenvalue theory of PDE the systems initially is formulated as an…
The Monotonicity inequality is an important tool in the understanding of existence and uniqueness of strong solutions for Stochastic PDEs. In this article, we discuss three approaches to establish this deterministic inequality explicitly.
Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…
For several physically relevant SPDEs, it is known that global weak solutions coexist with local strong ones. Typically, weak-strong uniqueness results are known, and ensure that the global and strong solutions coincide as long as the…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
For the class of stochastic partial differential equations studied in [Conus-Dalang,2008], we prove the existence of density of the probability law of the solution at a given point $(t,x)$, and that the density belongs to some Besov space.…
The critical variational setting was recently introduced and shown to be applicable to many important SPDEs not covered by the classical variational setting. In this paper, we extend the critical variational setting in several ways. We…
Dynamical systems are essential to model various phenomena in physics, finance, economics, and are also of current interest in machine learning. A central modeling task is investigating parameter sensitivity, whether tuning atmospheric…
Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are…
In this article, we study the existence and uniqueness problem for linear Stochastic PDEs involving a bilaplacian operator. Our results on the existence and uniqueness are obtained through an application of a Monotonicity inequality, which…
We first establish the unique ergodicity of the stochastic theta method (STM) with $\theta \in [1/2, 1]$ for monotone SODEs, without growth restriction on the coefficients, driven by nondegenerate multiplicative noise. The main ingredient…
Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…
In a series of publications of the second author, including some with coauthors, globally strictly convex Tikhonov-like functionals were constructed for some nonlinear ill-posed problems. The main element of such a functional is the…
In this work, we introduce Regularity Structures B-series which are used for describing solutions of singular stochastic partial differential equations (SPDEs). We define composition and substitutions of these B-series and as in the context…
Our main goal is the comparative study of singularities of solutions to the systems of first order quasilinear PDEs and their perturbations containing higher derivatives. The study is focused on the subclass of Hamiltonian PDEs with one…
We obtain a generalisation of the Stroock-Varadhan support theorem for a large class of systems of subcritical singular stochastic PDEs driven by a noise that is either white or approximately self-similar. The main problem that we face is…
We are interested in establishing weak and strong well-posedness for McKean-Vlasov SDEs with additive stable noise and a convolution type non-linear drift with singular interaction kernel in the framework of Lebesgue-Besov spaces. In…
This work focuses on the numerical approximations of random periodic solutions of stochastic differential equations (SDEs). Under non-globally Lipschitz conditions, we prove the existence and uniqueness of random periodic solutions for the…
Numerical codes based on a direct implementation of the standard ADM formulation of Einstein's equations have generally failed to provide long-term stable and convergent evolutions of black hole spacetimes when excision is used to remove…
In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mild assumptions on the coefficients as well as classical…