Related papers: A brief and personal history of stochastic partial…
The long term aim is to use modern dynamical systems theory to derive discretisations of noisy, dissipative partial differential equations. As a first step we here consider a small domain and apply stochastic centre manifold techniques to…
In probability theory, how to approximate the solution of a stochastic differential equation is an important topic. In Watanabe's classical textbook, by an approximation of the Wiener process, solutions of approximated equations converge to…
It is argued that the evolution of complex phenomena ought to be described by fractional, differential, stochastic equations whose solutions have scaling properties and are therefore random, fractal functions. To support this argument we…
In a previous article [H. Bergeron, J. Math. Phys. 42, 3983 (2001)], we presented a method to obtain a continuous transition from classical to quantum mechanics starting from the usual phase space formulation of classical mechanics. This…
We extend the theory of neural fields which has been developed in a deterministic framework by considering the influence spatio-temporal noise. The outstanding problem that we here address is the development of a theory that gives rigorous…
In this paper, we initiate the study of backward doubly stochastic differential equations (BDSDEs, for short) with quadratic growth. The existence, comparison, and stability results for one-dimensional BDSDEs are proved when the generator…
The deposition dynamics of particles (or the growth of a rigid crystal) on a disordered substrate at a finite deposition rate is explored. We begin with an equation of motion which includes, in addition to the disorder, the periodic…
The purpose of this paper is to study a class of ill-posed differential equations. In some settings, these differential equations exhibit uniqueness but not existence, while in others they exhibit existence but not uniqueness. An example of…
The general theory of (nonlinear) partial differential equations originated by S. Lie had a significant development in the past 30-40 years. Now this theory has solid foundations, a proper language, proper techniques and problems, and a…
We give an overview of the ideas central to some recent developments in the ergodic theory of the stochastically forced Navier Stokes equations and other dissipative stochastic partial differential equations. Since our desire is to make the…
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…
We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…
We investigate the profound relation between the equations of biological evolution and quantum mechanics by writing a biologically inspired equation for the stochastic dynamics of an ensemble of particles. Interesting behavior is observed…
The concept of local fractional derivative was introduced in order to be able to study the local scaling behavior of functions. However it has turned out to be much more useful. It was found that simple equations involving these operators…
A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…
The current status of the derivation of kinetic equations from quantum many-particle dynamics is reviewed.
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…
In this paper we study the solutions of different forms of fractional equations on the unit sphere $\mathbb{S}_{1}^{2}$ $\subset \mathbb{R}^{3}$ possessing the structure of time-dependent random fields. We study the correlation functions of…
The work considers a system of fractional order partial differential equations. The existence and uniqueness theorems for the classical solution of initial-boundary value problems are proved in two cases: 1) the right-hand side of the…
It was shown recently that stochastic quantization can be made into a well defined quantization scheme on (pseudo-)Riemannian manifolds using second order differential geometry, which is an extension of the commonly used first order…