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A linear stochastic continuity equation with non-regular coefficients is considered. We prove existence and uniqueness of strong solution, in the probabilistic sense, to the Cauchy problem when the vector field has low regularity, in which…

Analysis of PDEs · Mathematics 2018-04-24 Christian Olivera

In this paper we construct a new type of noise of fractional nature that has a strong regularizing effect on differential equations. We consider an equation with this noise with a highly irregular coefficient. We employ a new method to…

Functional Analysis · Mathematics 2018-06-26 Oussama Amine , David Baños , Frank Proske

In this work, we pursue our investigations on the Cauchy problem for a class of dispersive PDEs where a rough time coefficient is present in front of the dispersion. We show that if the PDE satisfies a strong non-resonance condition…

Analysis of PDEs · Mathematics 2024-10-31 Tristan Robert

Randomly perturbing networks during the training process is a commonly used approach to improving generalization performance. In this paper, we present a theoretical study of one particular way of random perturbation, which corresponds to…

Machine Learning · Computer Science 2021-02-16 Oussama Dhifallah , Yue M. Lu

In this note we solve a general statistical inverse problem under absence of knowledge of both the noise level and the noise distribution via application of the (modified) heuristic discrepancy principle. Hereby the unbounded (non-Gaussian)…

Numerical Analysis · Mathematics 2023-01-12 Tim Jahn

A general method for solving nonlinear ill-posed problems is developed. The method consists of solving a Cauchy problem with a regularized operator and proving that the solution of this problem tends, as time grows, to a solution of the…

Mathematical Physics · Physics 2007-05-23 R. Airapetyan , A. G. Ramm , A. Smirnova

We address the Cauchy problem for a nonlinear Schr{\"o}dinger equation where the dispersion is modulated by a deterministic noise. The noise is understood as the derivative of a self-affine function of order H $\in$ (0, 1). Due to the…

Analysis of PDEs · Mathematics 2018-02-08 Romain Duboscq

In this article we prove a regularization by noise phenomenon for the energy-critical and mass-critical nonlinear Schr\"odinger equations. We show that for any deterministic data, the probability that the corresponding solution exists…

Analysis of PDEs · Mathematics 2025-05-09 Martin Spitz , Deng Zhang , Zhenqi Zhao

In this paper we establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute continuity of the solution with respect to the Lebesgue measure…

Probability · Mathematics 2014-12-16 José Luís da Silva , Mohamed Erraoui

We show that generic H\"older continuous functions are $\rho$-irregular. The property of $\rho$-irregularity has been first introduced by Catellier and Gubinelli (Stoc. Proc. Appl. 126, 2016) and plays a key role in the study of…

Probability · Mathematics 2023-04-21 Lucio Galeati , Massimiliano Gubinelli

Developments in numerical methods for problems governed by nonlinear partial differential equations underpin simulations with sound arguments in diverse areas of science and engineering. In this paper, we explore the regularization method…

Analysis of PDEs · Mathematics 2020-09-29 Vo Anh Khoa , Mai Thanh Nhat Truong , Nguyen Ho Minh Duy , Nguyen Huy Tuan

Regularization is a well studied problem in the context of neural networks. It is usually used to improve the generalization performance when the number of input samples is relatively small or heavily contaminated with noise. The…

Artificial Intelligence · Computer Science 2011-04-19 Salah Rifai , Xavier Glorot , Yoshua Bengio , Pascal Vincent

In this work, we study the Cauchy problem for a class of dispersive PDEs where a rough time coefficient is present in front of the dispersion. Under minimal assumptions on the occupation measure of this coefficient, we show that for the…

Analysis of PDEs · Mathematics 2024-10-31 Tristan Robert

Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path…

Probability · Mathematics 2021-01-05 Rémi Catellier , Fabian A. Harang

The deterministic inviscid primitive equations (also called the hydrostatic Euler equations) are known to be ill-posed in Sobolev spaces and in Gevrey classes of order strictly greater than 1, and some of their analytic solutions exist only…

Analysis of PDEs · Mathematics 2024-08-01 Ruimeng Hu , Quyuan Lin , Rongchang Liu

The recent significant enrichment of the Order Completion Method for nonlinear Systems of PDEs resulted in the global existence of generalized solutions to a large class of such equations. In this paper we investigate the existence and…

Analysis of PDEs · Mathematics 2007-09-14 Jan Harm van der Walt

Injecting noise within gradient descent has several desirable features, such as smoothing and regularizing properties. In this paper, we investigate the effects of injecting noise before computing a gradient step. We demonstrate that small…

Machine Learning · Computer Science 2023-01-24 Antonio Orvieto , Anant Raj , Hans Kersting , Francis Bach

We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much) more regular than the drift component of the solution. The…

Probability · Mathematics 2024-09-25 Máté Gerencsér

We consider the influence of stochastic perturbations on stability of a unique positive equilibrium of a difference equation subject to prediction-based control. These perturbations may be multiplicative $$x_{n+1}=f(x_n)-\left( \alpha +…

Dynamical Systems · Mathematics 2016-06-08 Elena Braverman , Conall Kelly , Alexandra Rodkina

We study ODEs with vector fields given by general Schwartz distributions, and we show that if we perturb such an equation by adding an "infinitely regularizing" path, then it has a unique solution and it induces an infinitely smooth flow of…

Probability · Mathematics 2021-03-04 Fabian A. Harang , Nicolas Perkowski
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