Related papers: Distribution Dependent Stochastic Porous Media Equ…
A framework to establish response theory for a class of nonlinear stochastic partial differential equations (SPDEs) is provided. More specifically, it is shown that for a certain class of observables, the averages of those observables…
This paper gives direct derivations of the differential equations and likelihood formulas of diffusion models assuming only knowledge of Gaussian distributions. A VAE analysis derives both forward and backward stochastic differential…
Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…
For the class of systems of PDEs, for which infinitesimal translations (with respect to some (in)dependent variables) possess specific finite-dimensional invariant subspaces of the space of generalized symmetries of the system considered.…
In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mild assumptions on the coefficients as well as classical…
A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…
Fine-scale simulation of complex systems governed by multiscale partial differential equations (PDEs) is computationally expensive and various multiscale methods have been developed for addressing such problems. In addition, it is…
In this note we provide conditions for local invariance of finite dimensional submanifolds for solutions to stochastic partial differential equations (SPDEs) in the framework of the variational approach. For this purpose, we provide a…
The aim of the present work is the introduction of a viscosity type solution, called strong-viscosity solution to distinguish it from the classical one, with the following peculiarities: it is a purely analytic object; it can be easily…
This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…
In this paper we state the variational principle for the weighted porous media equation. It extends V.I. Arnold's approach to the description of Euler flows as a geodesics on some manifold, i.e. as a critical points of some energy…
A challenge in multivariate problems with discrete structures is the inclusion of prior information that may differ in each separate structure. A particular example of this is seismic amplitude versus angle (AVA) inversion to elastic…
This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…
We study mean field stochastic differential equations with a diffusion coefficient that depends on the distribution function of the unknown process in a discontinuous manner, which is a type of distribution dependent regime switching. To…
The purpose of the present paper consists in proposing and discussing a double probabilistic representation for a porous media equation in the whole space perturbed by a multiplicative colored noise. For almost all random realizations…
In this paper, we prove a sufficient and necessary condition for the transition probability distribution of a general, time-inhomogeneous linear SDE to possess a density function and study the differentiability of the density function and…
This paper is concerned with the well-posedness and regularity of the distributional solutions for the stochastic acoustic and elastic scattering problems. We show that the regularity of the solutions depends on the regularity of both the…
Partial differential equations with discrete (concentrated) state-dependent delays are studied. The existence and uniqueness of solutions with initial data from a wider linear space is proven first and then a subset of the space of…
By using a regularity approximation argument, the global existence and uniqueness are derived for a class of nonlinear SPDEs depending on both the whole history and the distribution under strong enough noise. As applications, the global…
We consider a stochastic partial differential equation (SPDE) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force. Here the extra stress tensor of the fluid is given by a polynomial…