Related papers: Propagation of microlocal singularities for stocha…
In this paper we prove the existence and uniqueness of strong solutions for SPDE in Hilbert space with locally monotone coefficients, which is a generalization of the classical result of Krylov and Rozovskii for monotone coefficients. Our…
We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter $H\in (0,1)$. We establish strong well-posedness under a…
We study the propagation properties of abstract linear Schr\"odinger equations of the form $i\partial_t\psi = H_0\psi+V(t)\psi$, where $H_0$ is a self-adjoint operator and $V(t)$ a time-dependent potential. We present explicit sufficient…
Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…
This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be…
We establish propagation of singularities for the semiclassical Schr\"odinger equation, where the potential is conormal to a hypersurface. We show that semiclassical wavefront set propagates along generalized broken bicharacteristics, hence…
We study the local behavior of solutions of the stationary Schr\" od\-inger equation with singular potentials, establishing a local decomposition into a homogeneous harmonic polynomial and a lower order term. Combining a corollary to this…
These notes rigorously construct the stochastic integral of a Hilbert Space valued process driven by a Cylindrical Brownian Motion. We expand upon this stochastic calculus to present an introduction to stochastic differential equations in…
In this work, by using the Malliavin calculus, under H\"ormander's condition, we prove the existence of distributional densities for the solutions of stochastic differential equations driven by degenerate subordinated Brownian motions.…
Stochastic averaging for a class of stochastic differential equations (SDEs) with fractional Brownian motion, of the Hurst parameter H in the interval (1/2, 1), is investigated. An averaged SDE for the original SDE is proposed, and their…
This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…
In this paper, we prove the existence of martingale solutions of a class of stochastic equations with pseudo-monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth. Both the nonlinear…
Localization-delocalization transition in a discrete Anderson nonlinear Schr\"odinger equation with disorder is shown to be a critical phenomenon $-$ similar to a percolation transition on a disordered lattice, with the nonlinearity…
Sobolev wavefront sets and $2$-microlocal spaces play a key role in describing and analyzing the singularities of distributions in microlocal analysis and solutions of partial differential equations. Employing the continuous shearlet…
We investigate exact travelling wave solutions of higher order nonlinear Schrodinger equation in the absence of third order dispersion, which exhibit non-trivial self phase modulation. It is shown that, the corresponding dynamical equation,…
We consider parabolic PDEs associated with fractional type operators drifted by non-linear singular first order terms. When the drift enjoys some boundedness properties in appropriate Lebesgue and Besov spaces, we establish by exploiting a…
We apply a recently developed approach (Liaw 2013) to study the existence of extended states for the three dimensional discrete random Schroedinger operator at small disorder. The conclusion of delocalization at small disorder agrees with…
We show pathwise uniqueness of multiplicative SDEs, in arbitrary dimensions, driven by fractional Brownian motion with Hurst parameter $H\in (1/3,1)$ with volatility coefficient $\sigma$ that is at least $\gamma$-H\"older continuous for…
We study a class of linear ordinary differential equations (ODE)s with distributional coefficients. These equations are defined using an {\it intrinsic} multiplicative product of Schwartz distributions which is an extension of the…
In this paper, we present an analytical solution to nonlocal continuum electrostatics for an arbitrary charge distribution in a spherical solute. Our approach relies on two key steps: (1) re-formulating the PDE problem using…