Related papers: Stability properties of stochastic maximal $L^p$-r…
We introduce three models of fragmentation in which the largest fragment in the system can be broken at each time step with a fixed probability, p. We solve these models exactly in the long time limit to reveal stable time invariant…
We study integral-to-integral input-to-state stability for infinite-dimensional linear systems with inputs and trajectories in $L^p$-spaces. We start by developing the corresponding admissibility theory for linear systems with unbounded…
This is a survey on recent progress concerning maximal regularity of non-autonomous equations governed by time-dependent forms on a Hilbert space. It also contains two new results showing the limits of the theory.
A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…
Although convolution on Euclidean space and the Heisenberg group satisfy the same $L^p$ bounds with the same optimal constants, the former has maximizers while the latter does not. However, as work of Christ has shown, it is still possible…
This work revisits a recent finding by the first author concerning the local convergence of a regularized scalar conservation law. We significantly improve the original statement by establishing a global convergence result within the…
We prove the strong consistency and the asymptotic normality of the maximum likelihood estimator of the parameters of a general conditionally heteroscedastic model with $\alpha$-stable innovations. Then, we relax the assumptions and only…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…
We consider infinite-dimensional parabolic rough evolution equations. Using regularizing properties of analytic semigroups we prove global-in-time existence of solutions and investigate random dynamical systems for such equations.
Numerical studies of the May-Leonard model for cyclically competing species exhibit spontaneous spatial structures in the form of spirals. It is desirable to obtain a simple coarse-grained evolution equation describing spatio-temporal…
In this paper we derive for a controlled stochastic evolution system on a Hilbert space sufficient conditions for optimality. Our result is derived by using its so-called adjoint backward stochastic evolution equation.
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…
In this note, we analyze an abstract evolution equation with time-dependent time delay and time-dependent delay feedback coefficient. We assume that the operator corresponding to the nondelayed part of the model generates an exponentially…
We establish maximal local regularity results of weak solutions or local minimizers of \[ \operatorname{div} A(x, Du)=0 \quad\text{and}\quad \min_u \int_\Omega F(x,Du)\,dx, \] providing new ellipticity and continuity assumptions on $A$ or…
Stability of the traveling wave solution to a general class of one-dimensional nonlocal evolution equations is studied in $L^2$-spaces, thereby providing an alternative approach to the usual spectral analysis with respect to the supremum…
The paper deals with the Stokes problem, associated with a flow of a viscous incompressible fluid through a spatially periodic profile cascade. We use results from [32] (the maximum regularity property in the $L^2$-framework) and [33] (the…
Recently, many machine learning optimizers have been analysed considering them as the asymptotic limit of some differential equations when the step size goes to zero. In other words, the optimizers can be seen as a finite difference scheme…
The principle of linearized stability and instability is established for a classical model describing the spatial movement of an age-structured population with nonlinear vital rates. It is shown that the real parts of the eigenvalues of the…
We study the existence, uniqueness, and regularity of the solution to the stochastic reaction-diffusion equation (SRDE) with colored noise $\dot{F}$: $$ \partial_t u = a^{ij}u_{x^ix^j} + b^i u_{x^i} + cu - \bar{b} u^{1+\beta} + \xi…