Related papers: Space-time coupled evolution equations and their s…
Polynomial chaos expansions (PCE) allow us to propagate uncertainties in the coefficients of differential equations to the statistics of their solutions. Their main advantage is that they replace stochastic equations by systems of…
This paper presents a novel theoretical framework in the Hamiltonian theory of nonlinear surface gravity waves. The envelope of surface elevation and the velocity potential on the free water surface are introduced in the framework, which…
Theoretical analyses of evolution strategies are indispensable for gaining a deep understanding of their inner workings. For constrained problems, rather simple problems are of interest in the current research. This work presents a…
A class of stochastic delay equations in Banach space $E$ driven by cylindrical Wiener process is studied. We investigate two concepts of solutions: weak and generalised strong, and give conditions under which they are equivalent. We…
We consider evolution (non-stationary) space-periodic solutions to the $n$-dimensional non-linear Navier-Stokes equations of anisotropic fluids with the viscosity coefficient tensor variable in space and time and satisfying the relaxed…
We show that for a large class of evolutionary nonlinear and nonlocal partial differential equations, symmetry of solutions implies very restrictive properties of the solutions and symmetry axes. These restrictions are formulated in terms…
In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs…
We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure…
Recent extreme value theory literature has seen significant emphasis on the modelling of spatial extremes, with comparatively little consideration of spatio-temporal extensions. This neglects an important feature of extreme events: their…
A new class of stochastic field models is constructed using nested stochastic partial differential equations (SPDEs). The model class is computationally efficient, applicable to data on general smooth manifolds, and includes both the…
In this paper, we consider the evolution of an (infinitely large) population under recombination and additional evolutionary forces, modelled by a measure-valued ordinary differential equation. We provide a stochastic representation for the…
Cooperative coevolutionary algorithms (CCEAs) divide a given problem in to a number of subproblems and use an evolutionary algorithm to solve each subproblem. This short paper is concerned with the scenario under which only a single, global…
In the recent years there has been an increased interest in studying regularity properties of the derivatives of stochastic evolution equations (SEEs) with respect to their initial values. In particular, in the scientific literature it has…
In this paper, we study a two-species model in the form of a coupled system of nonlinear stochastic differential equations (SDEs) that arises from a variety of applications such as aggregation of biological cells and pedestrian movements.…
We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity we obtain a fractional Sobolev type time regularity of…
This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
Numerical evolutions of a system of equations close to null infinity in the geometric background of the inversion-Minkowski spacetime are performed. The evolved equations correspond to the linearisation of a second order metric formulation…
Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…
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…