Related papers: Regularisation by regular noise
It is well known that the Euler method for a random ordinary differential equation $\mathrm{d}X_t/\mathrm{d}t = f(t, X_t, Y_t)$ driven by a stochastic process $\{Y_t\}_t$ with $\theta$-H\"older sample paths is estimated to be of strong…
Difference equations, such as a Ricker map, for an increased value of the parameter, experience instability of the positive equilibrium and transition to deterministic chaos. To achieve stabilization, various methods can be applied.…
In this paper, we consider an inverse problem for a time-fractional diffusion equation with a nonlinear source. We prove that the considered problem is ill-posed, i.e. the solution does not depend continuously on the data. The problem is…
We consider the inverse problem of determining the fragmentation rate from noisy measurements in the growth-fragmentation equation. We use Fourier transform theory on locally compact groups to treat this problem for general fragmentation…
Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…
This paper studies least-square regression penalized with partly smooth convex regularizers. This class of functions is very large and versatile allowing to promote solutions conforming to some notion of low-complexity. Indeed, they force…
The problem of determining the initial condition from noisy final observations in time-fractional parabolic equations is considered. This problem is well-known to be ill-posed and it is regularized by backward Sobolev-type equations. Error…
We deal with the solution of a generic linear inverse problem in the Hilbert space setting. The exact right hand side is unknown and only accessible through discretised measurements corrupted by white noise with unknown arbitrary…
We focus in this paper on the stochastic stabilization problems of PDEs by Levy noise. Sufficient conditions under which the perturbed systems decay exponentially with a general rate function are provided and some examples are constructed…
We prove the exponential stability of the zero solution of a stochastic differential equation with a H\"older noise, under the strong dissipativity assumption. As a result, we also prove that there exists a random pullback attractor for a…
This paper considers a large class of linear operator equations, including linear boundary value problems for partial differential equations, and treats them as linear recovery problems for objects from their data. Well-posedness of the…
In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a…
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\textgreater{}1/2$ and multiplicative noise component $\sigma$.…
The formalism recently introduced in arXiv:1610.08468 allows one to assign a regularity structure, as well as a corresponding "renormalisation group", to any subcritical system of semilinear stochastic PDEs. Under very mild additional…
We study multiplicative SDEs perturbed by an additive fractional Brownian motion on another probability space. Provided the Hurst parameter is chosen in a specified regime, we establish existence of probabilistically weak solutions to the…
This work is concerned with the recovery of piecewise constant images from noisy linear measurements. We study the noise robustness of a variational reconstruction method, which is based on total (gradient) variation regularization. We show…
In this paper, we consider the KPZ equation driven by space-time white noise replaced with its fractional derivatives of order $\gamma>0$ in spatial variable. A well-posedness theory for the KPZ equation is established by Hairer [3] as an…
In this paper we establish global well-posedness and instantaneous regularization results for the primitive equations with transport noise of H\"{o}lder regularity $ \gamma>\frac{1}{2}$. It is known that if $\gamma<1$, then the noise is too…
In this paper, we establish robustness to noise perturbations of polyhedral regularization of linear inverse problems. We provide a sufficient condition that ensures that the polyhedral face associated to the true vector is equal to that of…
We continue the work started in Part I of this article, showing how the addition of noise can stabilize an otherwise unstable system. The analysis makes use of nearly optimal Lyapunov functions. In this continuation, we remove the main…