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(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…
We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…
Consider a differential system of the form $$ x'=F_0(t,x)+\sum_{i=1}^k \varepsilon^i F_i(t,x)+\varepsilon^{k+1} R(t,x,\varepsilon), $$ where $F_i:\mathbb{S}^1 \times D \to \mathbb{R}^m$ and $R:\mathbb{S}^1 \times D \times…
This paper presents existence and uniqueness results for reflected system of quasilinear stochastic partial differential equations in a convex domain D from Rk. The method is based on the probabilistic interpretation of the solution by…
In this paper, we prove existence results of a one-dimensional periodic solution to equations with the fractional Laplacian of order $s\in(1/2,1)$, singular nonlinearity, and gradient term under various situations, including nonlocal…
The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic differential equations (SDEs). Its convergence properties are well-known in the case of globally Lipschitz continuous coefficients. However, in…
This paper analyzes the SParareal algorithm for stochastic differential equations (SDEs). Compared to the classical Parareal algorithm, the SParareal algorithm accelerates convergence by introducing stochastic perturbations, achieving…
Simulation-based techniques such as variants of stochastic Runge-Kutta are the de facto approach for inference with stochastic differential equations (SDEs) in machine learning. These methods are general-purpose and used with parametric and…
Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…
New approaches to the study of stability of solutions of Set Differential Equations (SDEs) based on convex geometry and the theory of mixed volumes were proposed. The stability of the forms of program solutions of linear SDEs with a stable…
This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids. These…
In this paper, we will consider a kind of infinite dimensional Hamiltonian system(HS), by the method of saddle point reduction, topology degree and the index, we will get the existence of periodic solution for (HS).
In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L\'{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and…
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…
We consider numerical approximations of stochastic differential equations by the Euler method. In the case where the SDE is elliptic or hypoelliptic, we show a weak backward error analysis result in the sense that the generator associated…
The averaging method combined with the Lyapunov-Schmidt reduction provides sufficient conditions for the existence of periodic solutions of the following class of perturbative $T$-periodic nonautonomous differential equations…
In this work the existence of periodic solutions is studied for the Hamiltonian functions (Formula presented.) where the first term consist of a harmonic oscillator and the second term are homogeneous polynomials of degree 5 defined by two…
A continuous solution of an algebraic equation with holomorphic almost periodic coefficients is also almost periodic.
We present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each…
In the present article, solvability in Sobolev spaces is investigated for a class of degenerate stochastic integro-differential equations of parabolic type. Existence and uniqueness is obtained, and estimates are given for the solution.