Related papers: The Yamada-Watanabe Theorem for mild solutions to …

We study the convergence of a generic tamed Euler-Maruyama (EM) scheme for the kinetic type stochastic differential equations (SDEs) (also known as second order SDEs) with singular coefficients in both weak and strong probabilistic senses.…

We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…

In this note we provide conditions for local invariance of finite dimensional submanifolds for solutions to stochastic partial differential equations (SPDEs) in the framework of the variational approach. For this purpose, we provide a…

The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete,…

We compute the Yamabe invariants for a new infinite class of closed $4$-dimensional manifolds by using a "twisted" version of the Seiberg-Witten equations, the $\mathrm{Pin}^-(2)$-monopole equations. The same technique also provides a new…

In this article, we establish the \textsl{Wong-Zakai approximation} result for a class of stochastic partial differential equations (SPDEs) with fully local monotone coefficients perturbed by a multiplicative Wiener noise. This class of…

We construct singular solutions to the Yamabe equation using a reduction of the problem in an equivariant setting. This provides a non-trivial geometric example for which the analysis is simpler than in Mazzeo-Pacard program. Our…

Using the method of equivariant moving frames, we present a procedure for constructing symmetry-preserving finite element methods for second-order ordinary differential equations. Using the method of lines, we then indicate how our…

The paper concerns classical solution of path-dependent partial differential equations (PPDEs) with coefficients depending on both variables of path and path-valued measure, which are crucial to understanding large-scale mean-field…

We derive the relativistic thermodynamic scale equation using imaginary-time path integrals, with complex scalar field theory taken as a concrete example. We use Fujikawa's method to derive the scaling anomaly for this system using a matrix…

We establish a central limit theorem and prove a moderate deviation principle for stochastic scalar conservation laws. Due to the lack of viscous term, this is done in the framework of kinetic solution. The weak convergence method and…

We establish the existence and uniqueness of solutions to stochastic 2D Navier-Stokes equations in a time-dependent domain driven by Brownian motion. A martingale solution is constructed through domain transformation and appropriate…

We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…

We construct solutions for the fractional Yamabe problem that are singular at a prescribed number of isolated points. This seems to be the first time that a gluing method is successfully applied to a non-local problem. The main step is an…

We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for…

We examine a Wong-Zakai type approximation of a family of stochastic differential equations driven by a general cadlag semimartingale. For such an approximation, compared with the pointwise convergence result by Kurtz, Pardoux and Protter…

We show the relative energy inequality for the compressible Navier-Stokes system driven by a stochastic forcing. As a corollary, we prove the weak-strong uniqueness property (pathwise and in law) and convergence of weak solutions in the…

We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…

We introduce a fractional Yamabe flow involving nonlocal conformally invariant operators on the conformal infinity of asymptotically hyperbolic manifolds, and show that on the conformal spheres $(\Sn, [g_{\Sn}])$, it converges to the…

We consider a system of seminlinear parabolic variational inequalities with time-dependent convex obstacles. We prove the existence and uniqueness of its solution. We also provide a stochastic representation of the solution and show that it…