Related papers: Stochastic partial differential equations arising …
In deep latent Gaussian models, the latent variable is generated by a time-inhomogeneous Markov chain, where at each time step we pass the current state through a parametric nonlinear map, such as a feedforward neural net, and add a small…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
The avalanche statistics in a stochastic sandpile model where toppling takes place with a probability p is investigated. The limiting case p=1 corresponds to the Bak-Tang-Wiesenfeld (BTW) model with deterministic toppling rule. Based on the…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
Anomalous behavior of correlation functions of tagged particles are studied in generalizations of the one dimensional asymmetric exclusion problem. In these generalized models the range of the hard-core interactions are changed and the…
We consider multiscale stochastic spatial gene networks involving chemical reactions and diffusions. The model is Markovian and the transitions are driven by Poisson random clocks. We consider a case where there are two different spatial…
Compartmental models are widely used in mathematical epidemiology to describe dynamics of infection disease. A new SIS-PDE model, recently derived by Chalub and Souza, is based on a diffusion-drift approximation of probability density in a…
In this paper, we study the weak differentiability of global strong solution of stochastic differential equations, the strong Feller property of the associated diffusion semigroups and the global stochastic flow property in which the…
We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This…
The stochastic time-fractional equation $\partial_t \psi -\Delta\partial_t^{1-\alpha} \psi = f + \dot W$ with space-time white noise $\dot W$ is discretized in time by a backward-Euler convolution quadrature for which the sharp-order error…
The Swift-Hohenberg equation (SHE) is a partial differential equation that explains how patterns emerge from a spatially homogeneous state. It has been widely used in the theory of pattern formation. Following a recent study by Bramburger…
We consider stochastic semi-linear evolution equations which are driven by additive, spatially correlated, Wiener noise, and in particular consider problems of heat equation (analytic semigroup) and damped-driven wave equations (bounded…
We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue space, and prove the existence and uniqueness of weak solutions for a class of SDEs. To be more precise, let $b: [0,T]\times{\mathbb…
We study a backward stochastic differential equation whose terminal condition is an integrable function of a local martingale and generator has bounded growth in $z$. When the local martingale is a strict local martingale, the BSDE admits…
We study a class of processes that are akin to the Wright-Fisher model, with transition probabilities weighted in terms of the frequency-dependent fitness of the population types. By considering an approximate weak formulation of the…
We consider the extinction regime in the spatial stochastic logistic model in $\mathbb{R}^d$ (a.k.a. Bolker--Pacala--Dieckmann--Law model of spatial populations) using the first-order perturbation beyond the mean-field equation. In space…
A stochastic discrete slip approach is proposed to model plastic deformation in submicron domains. The model is applied to the study of submicron pillar ($D~\leq~1\mu m$) compression experiments on tungsten (W), a prototypical metal for…
We are interested in stochastic control problems coming from mathematical finance and, in particular, related to model uncertainty, where the uncertainty affects both volatility and intensity. This kind of stochastic control problems is…
Backward stochastic differential equations (BSDEs) appear in numeruous applications. Classical approximation methods suffer from the curse of dimensionality and deep learning-based approximation methods are not known to converge to the BSDE…
We study the critical behaviour of solutions to weakly dispersive Hamiltonian systems considered as perturbations of elliptic and hyperbolic systems of hydrodynamic type with two components. We argue that near the critical point of gradient…