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The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…
The Enskog-like kinetic approach, recently introduced by us to study strongly inhomogeneous flu- ids, is reconsidered in order to improve the description of the transport coefficients. The approach is based on a separation of the…
The solutions of SDEs with multiplicative noise are not Markovian. On a coarse-grained time scale they still are, but only in the "anti-Ito" case. This allows a simple computation of the most likely path. Any density peak moves along such a…
We consider the stochastic NLS with nonlinear Stratonovic noise for initial values in $L^2(R^d)$ and prove local existence and uniqueness of a mild solution for subcritical and critical nonlinearities. The proof is based on deterministic…
We develop a fully discrete, semi-implicit mixed finite element method for approximating solutions to a class of fourth-order stochastic partial differential equations (SPDEs) with non-globally Lipschitz and non-monotone nonlinearities,…
We present some general results for the time-dependent mass Hamiltonian problem with H=-{1/2}e^{-2\nu}\partial_{xx} +h^{(2)}(t)e^{2\nu}x^2. This Hamiltonian corresponds to a time-dependent mass (TM) Schr\"odinger equation with the…
We establish the global existence and scattering for small and localized solutions of the Klein-Gordon-Schr\"{o}dinger system in three dimensions. The system consists of coupled semilinear Schr\"{o}dinger and Klein-Gordon equations with…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical and biological systems in space dimensions d = 1,2,3. Whereas existence and uniqueness of weak solutions…
A new theoretical model is developed to characterize spatio-temporal mode-locking (ML) in quadratic nonlinear media. The model is based on the two-dimensional nonlinear Schr\"odinger equation with coupling to a mean term (NLSM) and…
This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…
Stochastic optimisation problems minimise expectations of random cost functions. We use 'optimise then discretise' method to solve stochastic optimisation. In our approach, accurate quadrature methods are required to calculate the…
In this paper, we study solutions to the linearized vacuum Einstein equations centered at higher-dimensional Schwarzschild met- rics. We employ Hodge decomposition to split solutions into scalar, co-vector, and two-tensor pieces; the first…
We establish Talagrand's $T_1$ and $T_2$ inequalities for the law of the solution of a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter $H>1/2$. We use the $L^2$ metric and the uniform metric on…
We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution to the heat-type equation where the time derivative is…
We consider in this paper travelling wave solutions to stochastic partial differential equations and corresponding wave speed. As a particular example we consider the Nagumo equation with multiplicative noise which we mainly consider in the…
We prove global existence and scattering for a class of quadratic Schrodinger equations in dimension 2. The proof relies on the idea of space-time resonance.
Solving partial differential equations of highly featured problems represents a formidable challenge, where reaching high precision across multiple length scales can require a prohibitive amount of computer memory or computing time.…
We propose an approach to solve the stochastic neutron point kinetics equations using an adaptation of the diagonalization-decomposition method (DDM). This new approach (Double-DDM) yields a nonstiff solution for the stochastic formulation,…