Related papers: Propagation of microlocal singularities for stocha…
This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…
Some results of microlocal continuity for pseudodifferential operators whose non regular symbols belong to weighted Fourier Lebesgue spaces are given. Inhomogeneous local and microlocal propagation of singularities of Fourier Lebesgue type…
We study the propagation of singularities for semilinear Schrodinger equations with quadratic Hamiltonians, in particular for the semilinear harmonic oscillator. We show that the propagation still occurs along the flow the Hamiltonian flow,…
In a previous paper by the second author, we discussed a characterization of the microlocal singularities for solutions to Schr\"odinger equations with long range type perturbations, using solutions to a Hamilton-Jacobi equation. In this…
Probabilistic ordinary differential equation (ODE) solvers have been introduced over the past decade as uncertainty-aware numerical integrators. They typically proceed by assuming a functional prior to the ODE solution, which is then…
We consider Scr\"odinger equations with real-valued smooth Hamiltonians, and non-smooth bounded pseudo-differential potentials, whose symbols may be not even differentiable. The well-posedness of the Cauchy problem is proved in the frame of…
This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…
The solutions of parabolic and hyperbolic stochastic partial differential equations (SPDEs) driven by an infinite dimensional Brownian motion, which is a martingale, are in general not semi-martingales any more and therefore do not satisfy…
We develop a paradifferential approach for studying non-smooth hyperbolic dynamics and related non-linear PDE from a microlocal point of view. As an application, we describe the microlocal regularity, i.e the $H^s$ wave-front set for all…
We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…
We consider Schr\"odinger equations with variable coefficients, and it is supposed to be a long-range type perturbation of the flat Laplacian on $R^n$. We characterize the wave front set of solutions to Schr\"odinger equations in terms of…
This work deals with Schr\"odinger equations with quadratic and sub-quadratic Hamiltonians perturbed by a potential. In particular we shall focus on bounded, but not necessarily smooth perturbations. We shall give a representation of such…
This paper is devoted to a system of stochastic partial differential equations (SPDEs) that have a slow component driven by fractional Brownian motion (fBm) with the Hurst parameter $H >1/2$ and a fast component driven by fast-varying…
In this paper we study microlocal singularities of solutions to Schrodinger equations on scattering manifolds, i.e., noncompact Riemannian manifolds with asymptotically conic ends. We characterize the wave front set of the solutions in…
For the $1+1$ dimensional damped stochastic Klein-Gordon equation, we show that random singularities associated with the law of the iterated logarithm exist and propogate in the same way as the stochastic wave equation. This provides…
In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…
This work presents a comprehensive study of the microlocal energy decomposition and propagation of singularities for semiclassically adjusted dissipative pseudodifferential operators. The analysis focuses on the behavior of energy…
A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…
In this work, we prove a version of H\"{o}rmander's theorem for a stochastic evolution equation driven by a trace-class fractional Brownian motion with Hurst exponent $\frac{1}{2} < H < 1$ and an analytic semigroup on a given separable…
The solution of a parabolic stochastic partial differential equation (SPDE) driven by an infinite-dimensional Brownian motion is in general not a semi-martingale anymore and does in general not satisfy an It\^{o} formula like the solution…