Related papers: Periodic solutions of hybrid jump diffusion proces…
We consider a periodic evolution inclusion defined on an evolution triple of spaces. The inclusion involves also a subdifferential term. We prove existence theorems for both the convex and the nonconvex problem, and we also produce extremal…
Analysis of an interface stabilised finite element method for the scalar advection-diffusion-reaction equation is presented. The method inherits attractive properties of both continuous and discontinuous Galerkin methods, namely the same…
Hybrid dynamical systems are systems which posses both continuous and discrete transitions. Assuming that the discrete transitions (resets) occur a finite number of times, the optimal control problem can be solved by gluing together the…
In this work, a complete error analysis is presented for fully discrete solutions of the subdiffusion equation with a time-dependent diffusion coefficient, obtained by the Galerkin finite element method with conforming piecewise linear…
In this paper, we study the existence and stability of random transition waves for time heterogeneous Fisher-KPP Equations with nonlocal diffusion. More specifically, we consider general time heterogeneities both for the nonlocal diffusion…
We consider the periodic problem for two-fluid non-isentropic Euler-Maxwell systems in plasmas. By means of suitable choices of symmetrizers and an induction argument on the order of the time-space derivatives of solutions in energy…
This paper is a further extension of the method proposed in Itkin, 2014 as applied to another set of jump-diffusion models: Inverse Normal Gaussian, Hyperbolic and Meixner. To solve the corresponding PIDEs we accomplish few steps. First, a…
This article investigates the non-stationary reaction-diffusion-advection equation, emphasizing solutions with internal layers and the associated inverse problems. We examine a nonlinear singularly perturbed partial differential equation…
This work is devoted to almost sure and moment exponential stability of regime-switching jump diffusions. The Lyapunov function method is used to derive sufficient conditions for stabilities for general nonlinear systems; which further…
We discuss a concept of path-dependent SDE with distributional drift with possible jumps. We interpret it via a suitable martingale problem, for which we provide existence and uniqueness. The corresponding solutions are expected to be…
In this paper we address the question of whether it is possible to integrate time-dependent high-dimensional PDEs with hierarchical tensor methods and explicit time stepping schemes. To this end, we develop sufficient conditions for…
In this report, we address differential systems with Lipschitz non linearities; this study is motivated by the subject of vibrations of structures with unilateral springs or non linear stress-strain law close to the linear case. We consider…
A general reaction-diffusion equation with spatiotemporal delay and homogeneous Dirichlet boundary condition is considered. The existence and stability of positive steady state solutions are proved via studying an equivalent…
Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…
A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential…
In this paper, we investigate the existence and the global stability of periodic solution for dynamical systems with periodic interconnections, inputs and self-inhibitions. The model is very general, the conditions are quite weak and the…
The existence of breather type solutions, i.e., periodic in time, exponentially localized in space solutions, is a very unusual feature for continuum, nonlinear wave type equations. Following an earlier work [Comm. Math. Phys. {\bf 302},…
Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton-Jacobi-Bellman equations. Building on recent machine learning inspired approaches towards high-dimensional PDEs, we investigate the…
Multidimensional hypoelliptic diffusions arise naturally in different fields, for example to model neuronal activity. Estimation in those models is complex because of the degenerate structure of the diffusion coefficient. In this paper we…
We propose a new, unified approach to solving jump-diffusion partial integro-differential equations (PIDEs) that often appear in mathematical finance. Our method consists of the following steps. First, a second-order operator splitting on…