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We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…

Analysis of PDEs · Mathematics 2011-04-27 E. Priola , A. Shirikyan , L. Xu , J. Zabczyk

In this paper, we claim the availability of deterministic noises for stabilization of the origins of dynamical systems, provided that the noises have unbounded variations. To achieve the result, we first consider the system representations…

Systems and Control · Computer Science 2022-09-20 Yuki Nishimura

Regularization is used in many different areas of optimization when solutions are sought which not only minimize a given function, but also possess a certain degree of regularity. Popular applications are image denoising, sparse regression…

Optimization and Control · Mathematics 2021-11-15 Bennet Gebken , Katharina Bieker , Sebastian Peitz

We study the sample path regularity of the solutions of a class of spde's which are second order in time and that includes the stochastic wave equation. Non-integer powers of the spatial Laplacian are allowed. The driving noise is white in…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Marta Sanz-Solé

The stabilisation by noise on the boundary of the Chafee-Infante equation with dynamical boundary conditions subject to a multiplicative It\^o noise is studied. In particular, we show that there exists a finite range of noise intensities…

Analysis of PDEs · Mathematics 2018-11-14 Klemens Fellner , Stefanie Sonner , Bao Quoc Tang , Do Duc Thuan

We establish sharp regularity estimates for solutions to $Lu=f$ in $\Omega\subset\mathbb R^n$, being $L$ the generator of any stable and symmetric L\'evy process. Such nonlocal operators $L$ depend on a finite measure on $S^{n-1}$, called…

Analysis of PDEs · Mathematics 2014-12-15 Xavier Ros-Oton , Joaquim Serra

In the article, Besov-Orlicz regularity of sample paths of stochastic processes that are represented by multiple integrals of order $n\in\mathbb{N}$ is treated. We give sufficient conditions for the considered processes to have paths in the…

Probability · Mathematics 2021-11-25 Petr Čoupek , Martin Ondreját

We study the effects of noise on a recently discovered form of intermittency, referred to as in-out intermittency. This type of intermittency, which reduces to on-off in systems with a skew product structure, has been found in the dynamics…

Chaotic Dynamics · Physics 2009-11-07 Peter Ashwin , Eurico Covas , Reza Tavakol

We consider the inverse problem of reconstructing inhomogeneities by performing a finite number of scattering measurements of acoustic type in the time-harmonic setting. We set up the reconstruction as a fully discrete variational problem…

Analysis of PDEs · Mathematics 2026-02-24 Daniela Di Donato , Luca Rondi

We study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $\beta>0$, a fractional (power) Laplacian of order $\alpha>0$, and a…

Probability · Mathematics 2026-02-06 Le Chen , Cheuk Yin Lee , Panqiu Xia

We study the limit behavior of differential equations with non-Lipschitz coefficients that are perturbed by a small self-similar noise. It is proved that the limiting process is equal to the maximal solution or minimal solution with certain…

Probability · Mathematics 2017-03-23 Andrey Pilipenko , Frank Norbert Proske

We propose several new nonsmooth Newton methods for solving convex composite optimization problems with polyhedral regularizers, while avoiding the computation of complicated second-order information on these functions. Under the…

Optimization and Control · Mathematics 2025-11-25 Tran T. A. Nghia , Nghia V. Vo , Khoa V. H. Vu

In this paper we explore the discretization of Euler-Poincar\'e-Suslov equations on $SO(3)$, i.e. of the Suslov problem. We show that the consistency order corresponding to the unreduced and reduced setups, when the discrete reconstruction…

Numerical Analysis · Mathematics 2018-01-04 Fernando Jimenez , Juergen Scheurle

We introduce a family of mixed methods and discontinuous Galerkin discretisations designed to numerically solve the Oseen equations written in terms of velocity, vorticity, and Bernoulli pressure. The unique solvability of the continuous…

Numerical Analysis · Mathematics 2020-03-20 Veronica Anaya , Afaf Bouharguane , David Mora , Carlos Reales , Ricardo Ruiz Baier , Nour Seloula , Hector Torres

To obtain a well defined path integral one often employs discretizations. In the case of gravity and reparametrization invariant systems, the latter of which we consider here as a toy example, discretizations generically break…

General Relativity and Quantum Cosmology · Physics 2011-06-07 Benjamin Bahr , Bianca Dittrich , Sebastian Steinhaus

Training Neural Ordinary Differential Equations (ODEs) is often computationally expensive. Indeed, computing the forward pass of such models involves solving an ODE which can become arbitrarily complex during training. Recent works have…

Machine Learning · Computer Science 2020-11-03 Arnab Ghosh , Harkirat Singh Behl , Emilien Dupont , Philip H. S. Torr , Vinay Namboodiri

We study a stochastic differential equation with an unbounded drift and general H\"older continuous noise of an arbitrary order. The corresponding equation turns out to have a unique solution that, depending on a particular shape of the…

Probability · Mathematics 2021-12-15 Giulia Di Nunno , Yuliya Mishura , Anton Yurchenko-Tytarenko

We present a novel space-time isogeometric discretization of the acoustic wave equation in second-order formulation that is intrinsically unconditionally stable. The method relies on a variational framework inspired by [Walkington 2014],…

Numerical Analysis · Mathematics 2025-06-19 Matteo Ferrari , Ilaria Perugia

Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…

Optimization and Control · Mathematics 2022-04-22 Cristian Vega , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

We consider the Cauchy problem for the Gross-Pitaevskii infinite linear hierarchy of equations on $\mathbb{R}^n.$ By introducing a (F)-norm in certain Sobolev type spaces of sequences of marginal density matrices, we establish local…

Mathematical Physics · Physics 2014-03-12 Zeqian Chen