Related papers: Backward and forward filtering under the weak H\"o…
Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…
We propose a phenomenological description for the effect of a weak noise on the position of a front described by the Fisher-Kolmogorov-Petrovsky-Piscounov equation or any other travelling wave equation in the same class. Our scenario is…
In this work we study the degenerate diffusion equation $\partial_{t}=x^{\alpha}a\left(x\right)\partial_{x}^{2}+b\left(x\right)\partial_{x}$ for $\left(x,t\right)\in\left(0,\infty\right)^{2}$, equipped with a Cauchy initial data and the…
A standard inverse problem is to determine a source which is supported in an unknown domain $D$ from external boundary measurements. Here we consider the case of a time-dependent situation where the source is equal to unity in an unknown…
The present work is devoted to introduce the backward Euler based modular time filter method for MHD flow. The proposed method improves the accuracy of the solution without a significant change in the complexity of the system. Since time…
We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection…
We provide new regularity results for the solutions of the Kolmogorov equation associated to a SPDE with nonlinear diffusion coefficients and a Burgers type nonlinearity. This generalizes previous results in the simpler cases of additive or…
We provide some sufficient mixing conditions on a strictly stationary sequence in order to guarantee the weak invariance principle in H\"older spaces. Strong mixing and $\rho$-mixing conditions are investigated as well as $\tau$-dependent…
We study nonlinear stationary Kolmogorov equations with degenerate diffusion matrices and discontinuous coefficients. The existence of a solution is proved. We propose a new approach based on an integral condition with Lyapunov functions…
First, we consider generalized wave and scattering operators and derive modifications of commutation relations (between scattering operators and unperturbed operators) when the corresponding deviation factors behave as $\exp\{i t {\mathcal…
Motivated by earlier work on the use of fully-coupled Forward-Backward Stochastic Differential Equations (henceforth FBSDEs) in the analysis of mathematical models for the CO2 emissions markets, the present study is concerned with the…
High-refractive index dielectric nanoparticles may exhibit strong directional forward light scattering at visible and near-infrared wavelengths due to interference of simultaneously excited electric and magnetic dipole resonances. For a…
We propose a systematic approach based on trajectories to prove a Poincar\'e inequality for weak non-negative sub-solutions to hypoelliptic equations with an arbitrary number of H\"ormander commutators, both in the local and in the…
In this paper, we first establish a weak unique continuation property for time-fractional diffusion-advection equations. The proof is mainly based on the Laplace transform and the unique continuation properties for elliptic and parabolic…
In this article we take a probabilistic look at H\"older's inequality, considering the ratio of terms in the classical H\"older inequality for random vectors in $\mathbb{R}^n$. We prove a central limit theorem for this ratio, which then…
Let E be an unbounded open (or closed) domain in Euclidean space of dimension greater or equal to two. We present conservativeness criteria for (possibly reflected) diffusions with state space E that are associated to fairly general…
We study the recovery of a spatially dependent source in a one-dimensional space-time fractional wave equation using boundary measurement data collected at a single endpoint. The main challenge arises from the fact that the eigenfunctions…
We investigate a class of systems of partial differential equations with nonlinear cross-diffusion and nonlocal interactions, which are of interest in several contexts in social sciences, finance, biology, and real world applications.…
In this paper, we establish the weak averaging principle for stochastic functional partial differential equations (in short, SFPDEs) with H$\ddot{\text{o}}$lder continuous coefficients and infinite delay by a new generalized coupling…
In this article, we construct weak solutions for a class of Stochastic PDEs in the space of tempered distributions via Girsanov's theorem. It is to be noted that our drift and diffusion coefficients $(L,A)$ of the considered Stochastic PDE…