Related papers: The Yamada-Watanabe Theorem for mild solutions to …
This paper investigates the convergence of Wong--Zakai approximations to regime-switching stochastic differential equations, generated by a collection of finite-variation approximations to Brownian motion. We extend the results of Nguyen…
We extend to the multidimensional case a Wong-Zakai-type theorem proved by Hu and {\O}ksendal in [7] for scalar quasi-linear It\^o stochastic differential equations (SDEs). More precisely, with the aim of approximating the solution of a…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
This paper deals with a nonhomogeneous scalar parabolic equation with possibly degenerate diffusion term; the process has only one stationary state. The equation can be interpreted as modeling collective movements (crowd dynamics, for…
The moving coframe method is applied to solve the local equivalence problem for the class of nonlinear wave equations in two independent variables under an action of the pseudo-group of contact transformations. The structure equations and…
We study an optimal M-partition problem for the Yamabe equation on the round sphere, in the presence of some particular symmetries. We show that there is a correspondence between solutions to this problem and least-energy sign-changing…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…
We study semi-dynamical systems associated to delay differential equations. We give a simple criteria to obtain weak and strong persistence and provide sufficient conditions to guarantee uniform persistence. Moreover, we show the existence…
In this paper, we propose a method, that is based on equivariant moving frames, for development of high order accurate invariant compact finite difference schemes that preserve Lie symmetries of underlying partial differential equations. In…
We present and study a Particle method for the stationary solutions of a class of transport equations. This method is inspired by non-stationary Particle methods, the time variable being replaced by one spatial variable. Particles…
In this paper, we consider stochastic differential equations whose drift coefficient is superlinearly growing and piece-wise continuous, and whose diffusion coefficient is superlinearly growing and locally H\"older continuous. We first…
We investigate the dynamics of the quasi-periodic swing equations from the perspective of weak KAM theory. To this end, we firstly study a class of Hamiltonian systems. We obtain that the limit $u$, which derived from convergence of a…
We study multivalued stochastic differential equations (MSDEs) with maximal monotone operators driven by semimartingales with jumps. We discuss in detail some methods of approximation of solutions of MSDEs based on discretization of…
In this paper we study the strong convergence for the Euler-Maruyama approximation of a class of stochastic differential equations whose both drift and diffusion coefficients are possibly discontinuous.
We discuss regular and weak solutions to rough partial differential equations (RPDEs), thereby providing a (rough path-)wise view on important classes of SPDEs. In contrast to many previous works on RPDEs, our definition gives honest…
We characterize Yoneda completeness for non-symmetric distances by combinations of metric and directed completeness. One of these generalizes the Kostanek-Waszkiewicz theorem on formal balls.
In this paper we prove the Wong-Zakai approximation of probability density functions of solutions at a fixed time of rough differential equations driven by fractional Brownian rough path with Hurst parameter $H$ $(1/4 <H \leq 1/2)$. Besides…
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…
The strong convergence of the semi-implicit Euler-Maruyama (EM) method for stochastic differential equations with non-linear coefficients driven by a class of L\'evy processes is investigated. The dependence of the convergence order of the…
In this note, two generalized corollaries to the LaSalle-Yoshizawa Theorem are presented for nonautonomous systems described by nonlinear differential equations with discontinuous right-hand sides. Lyapunov-based analysis methods are…