Related papers: Functional Equations Solving Initial-Value Problem…
A formulation of the boundary integral method for solving partial differential equations has been developed whereby the usual weakly singular integral and the Cauchy principal value integral can be removed analytically. The broad…
Most organic liquids exhibit a pressure-dependent viscosity, making it crucial to consider this behavior in applications where pressures significantly exceed ambient conditions (e.g., geological carbon sequestration). Mathematical models…
In this paper, we analyze Gaussian processes using statistical mechanics. Although the input is originally multidimensional, we simplify our model by considering the input as one-dimensional for statistical mechanical analysis. Furthermore,…
We consider a stochastic process $Y$ defined by an integral in quadratic mean of a deterministic function $f$ with respect to a Gaussian process $X$, which need not have stationary increments. For a class of Gaussian processes $X$, it is…
In this paper, we apply rough paths techniques to provide an approximation of the solution of stochastic functional differential equations driven by fractional Brownian motion with Hurst parameter $H>1/2$. Here, the involved stochastic…
We establish the interior and exterior Gauss-Green formulas for divergence-measure fields in $L^p$ over general open sets, motivated by the rigorous mathematical formulation of the physical principle of balance law via the Cauchy flux in…
The main goal of this work consists in showing that the analytic solutions for a class of characteristic problems for the Einstein vacuum equations have an existence region larger than the one provided by the Cauchy-Kowalevski theorem due…
We obtain precise large time asymptotics for the Cauchy problem for Burgers type equations satisfying shock profile condition. The proofs are based on the exact a priori estimates for (local) solutions of these equations and a recent result…
We explore a computational approach to coarse graining the evolution of the large-scale features of a randomly forced Burgers equation in one spatial dimension. The long term evolution of the solution energy spectrum appears self-similar in…
We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…
In this article, we present a general methodology for stochastic control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main…
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition" of the solutions to two simpler problems. These Cauchy sub-problems respectively…
We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…
The well-known analytical solution of Burgers' equation is extended to curvilinear coordinate systems in three-dimensions by a method which is much simpler and more suitable to practical applications than that previously used. The results…
We propose periodic Macdonald processes as a $(q,t)$-deformation of periodic Schur processes and a periodic analogue of Macdonald processes. It is known that, in the theory of stochastic processes related to a family of symmetric functions,…
We present an equation-free dynamic renormalization approach to the computational study of coarse-grained, self-similar dynamic behavior in multidimensional particle systems. The approach is aimed at problems for which evolution equations…
We introduce a stochastic model of two-dimensional Brownian vortices associated with the canonical ensemble. The point vortices evolve through their usual mutual advection but they experience in addition a random velocity and a systematic…
We consider a general class of integro-differential evolution equations which includes the governing equation of the generalized grey Brownian motion and the time- and space-fractional heat equation. We present a general relation between…