Related papers: Asymptotics of PDE in random environment by paraco…
We prove the convergence of the solutions of the parabolic wave equation to that of the Gaussian white-noise model widely used in the physical literature. The random medium is isotropic and is assumed to have integrable correlation…
This paper is to study a signal-plus-noise model in high dimensional settings when the dimension and the sample size are comparable. Specifically, we assume that the noise has a general covariance matrix that allows for heteroskedasticity,…
The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. We deal with linear DDEs that are on the verge of instability, i.e. a pair of roots of the characteristic equation…
In this paper, we study the existence of solution for stochastic evolution equations with almost sectorial operators and possibly a non dense domain. Such problems cover several types of evolution equations, we are interested here in…
We consider the two-dimensional stochastic damped nonlinear wave equation (SdNLW) with the cubic nonlinearity, forced by a space-time white noise. In particular, we investigate the limiting behavior of solutions to SdNLW with regularized…
In this paper, we investigate the correlated diffusion of two ion species governed by a Poisson-Nernst-Planck (PNP) system. Here we further validate the numerical scheme recently proposed in \cite{astuto2025asymptotic}, where a time…
These notes are issued from a short course given by the author in a summer school in Chamb{\'e}ry in June 2015. We consider general semilinear PDE's and we address the following two questions: 1) How to design an efficient feedback control…
This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…
It is well-known that density estimation on the unit interval is asymptotically equivalent to a Gaussian white noise experiment, provided the densities have H\"older smoothness larger than $1/2$ and are uniformly bounded away from zero. We…
We study Kardar-Parisi-Zhang equation in spatial dimension 3 or larger driven by a Gaussian space-time white noise with a small convolution in space. When the noise intensity is small, it is known that the solutions converge to a random…
We consider a class of nonlinear Schroedinger equation in three space dimensions with an attractive potential. The nonlinearity is local but rather general encompassing for the first time both subcritical and supercritical (in $L^2$)…
We study an interacting particle system in $\mathbf{R}^d$ motivated by Stein variational gradient descent [Q. Liu and D. Wang, NIPS 2016], a deterministic algorithm for sampling from a given probability density with unknown normalization.…
We are concerned with the asymptotics and perturbation analysis of a singular second-order nonlinear ODE that models capillary rise of a fluid inside a narrow vertical tube. We prove the convergence of the exact solution to a unperturbed…
We propose a novel PDE-based anisotropic filter for noise reduction in multicolor images. It is a generalization of Nitzberg & Shiota's (1992) model being a hyperbolic relaxation of the well-known parabolic Perona & Malik's filter (1990).…
In this article, we consider the problem of stabilizing stochastic processes, which are constrained to a bounded Euclidean domain or a compact smooth manifold, to a given target probability density. Most existing works on modeling and…
We consider a quasilinear PDE system which models nonlinear vibrations of a thermoelastic plate defined on a bounded domain in R^n. Well-posedness of solutions reconstructing maximal parabolic regularity in nonlinear thermoelastic plates is…
Nonparametric estimation for semilinear SPDEs, namely stochastic reaction-diffusion equations in one space dimension, is studied. We consider observations of the solution field on a discrete grid in time and space with infill asymptotics in…
In a recent work [DDRZ20], it has been developed a novel framework aimed at studying at a perturbative level a large class of non-linear, scalar, real, stochastic PDEs and inspired by the algebraic approach to quantum field theory. The main…
We investigate a class of stochastic partial differential equations of reaction-diffusion type defined on graphs, which can be derived as the limit of SPDEs on narrow planar channels. In the first part, we demonstrate that this limit can be…
In this article, we analyze semi-discrete finite element approximation and full discretization of a fourth-order stochastic pseudo-parabolic equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite…