Related papers: Stochastic Flows on Non-compact Manifolds

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…

The one-dimensional fractional derivative Maxwell model (e.g. Palade et al. Rheol. Acta 35, 265, 1996), of importance in modeling the linear viscoelastic response in the glass transition region, has been generalized in Palade et al. Int. J.…

We consider a variant of Bessel SDE by allowing the solution to be complex valued. Such SDEs appear naturally while studying the trace of Schramm-Loewner-Evolutions (SLE). We establish the existence and uniqueness of the strong solution to…

Stochastic differential equations (SDEs) without global Lipschitz drift often demonstrate unusual phenomena. In this paper, we consider the following SDE on $\mathbb R^d$: \begin{align*} \mathrm{d} \mathbf{X}_t=\mathbf{b}(\mathbf{X}_t)…

We present an implicit Split-Step explicit Euler type Method (dubbed SSM) for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of superlinear growth in space, Lipschitz in measure and non-constant…

This paper introduces a convenient solution space for the uniformly elliptic fully nonlinear path dependent PDEs. It provides a wellposedness result under standard Lipschitz-type assumptions on the nonlinearity and an additional assumption…

Einstein's equations of General Relativity form a highly nonlinear system, so most exact solutions rely on symmetry assumptions. Spherically symmetric spacetimes have been particularly important, providing a tractable yet physically rich…

The flow equation approach is a robust framework applicable to a broad class of singular SPDEs, including those with fractional Laplacians, throughout the entire subcritical regime. Inspired by Wilson's renormalization group, this method…

We present a formalism to derive the stochastic differential equations (SDEs) for several solid-on-solid growth models. Our formalism begins with a mapping of the microscopic dynamics of growth models onto the particle systems with…

Self-interacting diffusions are solutions to SDEs with a drift term depending on the process and its normalized occupation measure $\mu_t$ (via an interaction potential and a confinement potential). We establish a relation between the…

Einstein's field equations for spatially self-similar spherically symmetric perfect-fluid models are investigated. The field equations are rewritten as a first-order system of autonomous differential equations. Dimensionless variables are…

In this paper we study the dynamics of a fast-slow Fokker-Planck partial differential equation (PDE) viewed as the evolution equation for the density of a multiscale planar stochastic differential equation (SDE). Our key focus is on the…

We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense. We develop a comprehensive solution theory that…

We show geodesic completeness of certain compact locally symmetric pseudo-Riemannian manifolds of signature $(2,n)$. Our model space $\mathbf{X}$ is a $1$-connected, indecomposable symmetric space of signature $(2,n)$, that admits a unique…

We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…

Recently, Hairer et. al (2012) showed that there exist SDEs with infinitely often differentiable and globally bounded coefficient functions whose solutions fail to be locally Lipschitz continuous in the strong L^p-sense with respect to the…

We study some classes of semi-linear differential equations including both well-posed and ill-posed cases that can generate cocycles (or cocycle correspondences with generating cocycles). Under exponential dichotomy condition with other…

We consider controlled stochastic differential equations (SDEs) with measurable coefficients, a uniformly elliptic diffusion coefficient and an $L_d$-drift. No space-regularity will be assumed for the coefficients. In this framework we…

Ecological Momentary Assessment (EMA) studies enable the collection of high-frequency self-reports of suicidal thoughts and behaviors (STBs) via smartphones. Latent stochastic differential equations (SDEs) are a promising model class for…

Partial differential equations (PDEs) with spatially-varying coefficients arise throughout science and engineering, modeling rich heterogeneous material behavior. Yet conventional PDE solvers struggle with the immense complexity found in…