Related papers: Asymptotic behavior of a class of multiple time sc…
The asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane is studied. We show that as the divergence-free advection term becomes larger and larger, the solutions of such equations converge to the…
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…
We present a large deviation principle for some stochastic evolution equations with jumps which depend on two small parameters, when the viscosity parameter {\epsilon} tends to zero more quickly than the homogenization's one…
We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…
We study the convergence of stochastic time-discretization schemes for evolution equations driven by random velocity fields, including examples like stochastic gradient descent and interacting particle systems. Using a unified framework…
We examine a class of stochastic differential inclusions involving multiscale effects designed to solve a class of generalized variational inequalities. This class of problems contains constrained convex non-smooth optimization problems,…
We study the limit of a kinetic evolution equation involving a small parameter and perturbed by a smooth random term which also involves the small parameter. Generalizing the classical method of perturbed test functions, we show the…
We consider non-negative solutions of the fast diffusion equation $u_t=\Delta u^m$ with $m \in (0,1)$, in the Euclidean space R^d, d?3, and study the asymptotic behavior of a natural class of solutions, in the limit corresponding to…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
We study the large time behavior of solutions to fully nonlinear parabolic equations of Hamilton-Jacobi-Bellman type arising typically in stochastic control theory with control both on drift and diffusion coefficients. We prove that, as…
Understanding how stochastic and non-linear deterministic processes interact is a major challenge in population dynamics theory. After a short review, we introduce a stochastic individual-centered particle model to describe the evolution in…
We consider a class of dissipative stochastic differential equations (SDE's) with time-periodic coefficients in finite dimension, and the response of time-asymptotic probability measures induced by such SDE's to sufficiently regular, small…
We study the existence and long-time asymptotics of weak solutions to a system of two nonlinear drift-diffusion equations that has a gradient flow structure in the Wasserstein distance. The two equations are coupled through a…
In this paper we study coupled fast-slow ordinary differential equations (ODEs) with small time scale separation parameter $\epsilon$ such that, for every fixed value of the slow variable, the fast dynamics are sufficiently chaotic with…
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution…
This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…
This article is on the simultaneous diffusion approximation and homogenization of the linear Boltzmann equation when both the mean free path $\varepsilon$ and the heterogeneity length scale $\eta$ vanish. No periodicity assumption is made…
We consider a kinetic model whose evolution is described by a Boltzmann-like equation for the one-particle phase space distribution $f(x,v,t)$. There are hard-sphere collisions between the particles as well as collisions with randomly fixed…
This paper studies the limit of a kinetic evolution equation involving a small parameter and driven by a random process which also scales with the small parameter. In order to prove the convergence in distribution to the solution of a…
In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…