Related papers: Stochastic Flows on Non-compact Manifolds
We study the existence and uniqueness of the stochastic viscosity solutions of fully nonlinear, possibly degenerate, second order stochastic pde with quadratic Hamiltonians associated to a Riemannian geometry. The results are new and extend…
Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differential equations (SDEs).…
A fundamental open problem in the theory of the multidimensional compressible Navier-Stokes equations is whether smooth solutions can develop singularities in finite time. For constant viscosity coefficients, recent remarkable results show…
Consider the focussing cubic nonlinear Schr\"odinger equation in $R^3$: $$ i\psi_t+\Delta\psi = -|\psi|^2 \psi. $$ It admits special solutions of the form $e^{it\alpha}\phi$, where $\phi$ is a Schwartz function and a positive ($\phi>0$)…
We investigate relativistic spherically symmetric static perfect fluid models in the framework of the theory of dynamical systems. The field equations are recast into a regular dynamical system on a 3-dimensional compact state space,…
In this article, we establish the \textsl{Wong-Zakai approximation} result for a class of stochastic partial differential equations (SPDEs) with fully local monotone coefficients perturbed by a multiplicative Wiener noise. This class of…
We explain how It\^o Stochastic Differential Equations (SDEs) on manifolds may be defined using 2-jets of smooth functions. We show how this relationship can be interpreted in terms of a convergent numerical scheme. We show how jets can be…
We study geometric stochastic differential equations (SDEs) and their approximations on Riemannian manifolds. In particular, we introduce a simple new construction of geometric SDEs, using which with bounded curvature. In particular, we…
In the paper [Probab. Theory Relat. Fields, 100 (1994) 417-428] Xue-Mei Li has shown that the moment stability of an SDE is closely connected with the topology of the underlying manifold. In particular, she gave sufficient condition on SDE…
We investigate the existence of dS vacua in supersymmetry-breaking Scherk-Schwarz toroidal compactifications of type II string theory, using the well-understood ingredients of curvature, fluxes and 1-loop Casimir energy. Starting from the…
Meshless methods inherently do not require mesh topologies and are practically used for solving continuum equations. However, these methods generally tend to have a higher computational load than conventional mesh-based methods because…
The geometric approach to optimal transport and information theory has triggered the interpretation of probability densities as an infinite-dimensional Riemannian manifold. The most studied Riemannian structures are Otto's metric, yielding…
The existence of random dynamical systems for McKean--Vlasov SDEs is established. This is approached by considering the joint dynamics of the corresponding nonlinear Fokker-Planck equation governing the law of the system and the underlying…
This paper is devoted to rigidity results for some elliptic PDEs and related interpolation inequalities of Sobolev type on smooth compact connected Riemannian manifolds without boundaries. Rigidity means that the PDE has no other solution…
Solutions of partial differential equations (PDEs) on manifolds have provided important applications in different fields in science and engineering. Existing methods are majorly based on discretization of manifolds as implicit functions,…
In this paper a family of non-autonomous scalar parabolic PDEs over a general compact and connected flow is considered. The existence or not of a neighbourhood of zero where the problems are linear has an influence on the methods used and…
A stochastic PDE, describing mesoscopic fluctuations in systems of weakly interacting inertial particles of finite volume, is proposed and analysed in any finite dimension $d\in\mathbb{N}$. It is a regularised and inertial version of the…
Research on asymptotic model selection in the context of stochastic differential equations (SDEs) is almost non-existent in the literature. In particular, when a collection of SDEs is considered, the problem of asymptotic model selection…
We investigate a class of non-Markovian processes that hold particular relevance in the realm of mathematical finance. This family encompasses path-dependent volatility models, including those pioneered by [Platen and Rendek, 2018] and,…
In this article we investigate consistency and asymptotic normality of the maximum likelihood and the posterior distribution of the parameters in the context of state space stochastic differential equations (SDEs). We then extend our…