Related papers: Asymptotics of PDE in random environment by paraco…
We consider the family of stochastic partial differential equations indexed by a parameter $\eps\in(0,1]$, \begin{equation*} Lu^{\eps}(t,x) = \eps\sigma(u^\eps(t,x))\dot{F}(t,x)+b(u^\eps(t,x)), \end{equation*} $(t,x)\in(0,T]\times\Rd$ with…
This paper investigates the pathwise uniform convergence in probability of fully discrete finite-element approximations for the two-dimensional stochastic Navier-Stokes equations with multiplicative noise, subject to no-slip boundary…
In this article, we investigate the asymptotic behaviour of the spatial integral of the solution to the parabolic Anderson model with time independent noise in dimension $d\geq 1$, as the domain of the integral becomes large. We consider 3…
Particles are injected to a large planar rectangle through the boundary. Assuming that the particles move independently from one another and the boundary is also absorbing, we identify a set of abstract conditions which imply the local…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
We consider the asymptotics of the one-dimensional cubic nonlinear Schr\"odinger equation with an external potential $V$ that does not admit bound states. Assuming that $\jBra{x}^{2+}V(x) \in L^1$ and that $u$ is orthogonal to any…
In this paper we study zero-noise limits of $\alpha -$stable noise perturbed ODE's which are driven by an irregular vector field $A$ with asymptotics $% A(x)\sim \overline{a}(\frac{x}{\left\vert x\right\vert })\left\vert x\right\vert…
We study parameter estimation for a linear parabolic second-order stochastic partial differential equation (SPDE) in two space dimensions with a small dispersion parameter using high frequency data with respect to time and space. We set two…
This paper investigates the stabilization of a coupled system comprising a parabolic PDE and an elliptic PDE with nonlinear terms. A rigorous backstepping design provides an explicit boundary control law and exponentially convergent…
In this paper, we develop an asymptotic expansion-regularization (AER) method for inverse source problems in two-dimensional nonlinear and nonstationary singularly perturbed partial differential equations (PDEs). The key idea of this…
In this paper we give a simple and short proof of asymptotic stability of soliton for discrete nonlinear Schr\"odinger equation near anti-continuous limit. Our novel insight is that the analysis of linearized operator, usually…
This paper introduces SPDE bridges with observation noise and contains an analysis of their spatially semidiscrete approximations. The SPDEs are considered in the form of mild solutions in an abstract Hilbert space framework suitable for…
Symmetries (and their spontaneous rupturing) can be used to protect and engender novel quantum phases and lead to interesting collective phenomena. In Ref. 1, the authors described a general dynamical decoupling (polyfractal) protocol that…
This article is devoted to long-time weak approximations of stochastic partial differential equations (SPDEs) evolving in a bounded domain $\mathcal{D} \subset \mathbb{R}^d$, $d \leq 3$, with non-globally Lipschitz and possibly…
We consider a general class of statistical experiments, in which an $n$-dimensional centered Gaussian random variable is observed and its covariance matrix is the parameter of interest. The covariance matrix is assumed to be…
In quantum purity amplification, one is given $n$ copies of a noisy quantum state $\rho \in \mathbb{C}^{d \times d}$ and asked to prepare $k$ copies of its principal eigenstate $|v_d\rangle$. Several prior works have derived…
This paper considers the asymptotic behaviour of deterministically and stochastically forced linear pantograph equations. The asymptotic behaviour is studied in the case when all solutions of the pantograph equation without forcing tend to…
The present work provides a systematic approach for the design of sampled-data observers to a wide class of 1-D, parabolic PDEs with non-local outputs. The studied class of parabolic PDEs allows the presence of globally Lipschitz nonlinear…
Asymptotic equivalence in Le Cam's sense for nonparametric regression experiments is extended to the case of non-regular error densities, which have jump discontinuities at their endpoints. We prove asymptotic equivalence of such regression…
We introduce a novel class of semilinear nonlocal backward stochastic partial differential equations (BSPDE) on half-spaces driven by an infinite-dimensional c\`adl\`ag martingale. The equations exhibit a degeneracy and have no explicit…