Related papers: The Conditional Poincar\'e Inequality for Filter S…
This paper addresses the problem of nonlinear state estimation for dynamical systems whose governing equations are approximated through Koopman operator liftings. While Koopman-based predictors have demonstrated broad approximation…
In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional It\^o (or path-dependent) calculus, the relationship between the systems and related path-dependent…
This paper focuses on the question of how unconditional stability can be achieved via multistep ImEx schemes, in practice problems where both the implicit and explicit terms are allowed to be stiff. For a class of new ImEx multistep schemes…
The classical theory of modulation instability (MI) attributed to Bespalov-Talanov in optics and Benjamin-Feir for water waves is just a linear approximation of nonlinear effects and has limitations that have been corrected using the exact…
We investigate a perturbation problem for the three-dimensional compressible isentropic viscous magnetohydrodynamic system with zero resistivity in the presence of a modified gravitational force in a vertical strip domain in which the…
We report on the experimental and numerical observation of polarization modulation instability (PMI) in a nonlinear fiber Kerr resonator. This phenomenon is phased-matched through the relative phase detuning between the intracavity fields…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…
This paper addresses two interrelated problems of the nonlinear filtering mechanism and fast attitude filtering with the matrix Fisher distribution (MFD) on the special orthogonal group. By analyzing the distribution evolution along Bayes'…
In this paper, we investigate the instability of the trivial steady states to the incompressible viscous fluid with Navier-slip boundary conditions. For the linear instability, the existence of infinitely many normal mode solutions to the…
In this paper, we are concerned with the standing waves for the following nonlinear Schr\"{o}dinger equation $$i\partial_{t}\psi=-\Delta \psi+b^2(x_1^2+x_2^2)\psi+\frac{\lambda_1}{|x|}\psi+ \lambda_2(|\cdot|^{-1}\ast |\psi|^2)\psi-…
In this paper we are interested in a new type of {\it mean-field}, non-Markovian stochastic control problems with partial observations. More precisely, we assume that the coefficients of the controlled dynamics depend not only on the paths…
In this paper, we present recent stability results with explicit and dimensionally sharp constants and optimal norms for the Sobolev inequality and for the Gaussian logarithmic Sobolev inequality obtained by the authors in [24]. The…
Let $V\in C^2(\R^d)$ such that $\mu_V(\d x):= \e^{-V(x)}\,\d x$ is a probability measure, and let $\aa\in (0,2)$. Explicit criteria are presented for the $\aa$-stable-like Dirichlet form $$\E_{\aa,V}(f,f):= \int_{\R^d\times\R^d}…
The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…
Results concerning the existence and spectral stability and instability of multiple periodic wave solutions for the nonlinear Schr\"odinger system with \textit{dnoidal} and \textit{cnoidal} profile will be determined in this manuscript. The…
We obtain a perfect sampling characterization of weak ergodicity for backward products of finite stochastic matrices, and equivalently, simultaneous tail triviality of the corresponding nonhomogeneous Markov chains. Applying these ideas to…
We develop a mathematical framework for determining the stability of steady states of generic nonlinear reaction-diffusion equations with periodic source terms, in one spatial dimension. We formulate an \textit{a priori} condition for the…
This paper proposes a framework to assess the stability of an ordinary differential equation which is coupled to a 1D-partial differential equation (PDE). The stability theorem is based on a new result on Integral Quadratic Constraints…
In this article, using DiPerna-Lions theory \cite{Di-Li}, we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coefficients, and obtain several conditions for existence and…
In this paper we study a nonlinear stochastic fluid-structure interaction problem with a multiplicative, white-in-time noise. The problem consists of the Navier-Stokes equations describing the flow of an incompressible, viscous fluid in a…