Related papers: Martingale solutions to the stochastic thin-film e…
The purpose of this paper is to establish the well-posedness of martingale (probabilistic weak) solutions to stochastic degenerate aggregation--diffusion equations arising in biological and public health contexts. The studied equation is of…
In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g.…
We develop local discontinuous Galerkin (LDG) methods for conservation laws with heterogeneous stochastic fluxes, where the Stratonovich-driven transport terms may be linear or nonlinear. Such equations arise, for example, in simplified…
In this paper we derive a moment relaxation for large-scale nonsmooth optimization problems with graphical structure and spherical constraints. In contrast to classical moment relaxations for global polynomial optimization that suffer from…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
We consider the stochastic electrokinetic flow in a smooth bounded domain $\mathcal{D}$, modelled by a Nernst-Planck-Navier-Stokes system with a blocking boundary conditions for ionic species concentrations, perturbed by multiplicative…
We prove existence of global in time strong solutions to the truncated thermo- visco-plasticity with an inelastic constitutive function of Norton-Hoff type. This result is a starting point to obtain renoramlised solutions for the considered…
We develop a quadratic regularization approach for the solution of high-dimensional multistage stochastic optimization problems characterized by a potentially large number of time periods/stages (e.g. hundreds), a high-dimensional resource…
We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the…
We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
An exactly solvable position-dependent mass Schr\"odinger equation in two dimensions, depicting a particle moving in a semi-infinite layer, is re-examined in the light of recent theories describing superintegrable two-dimensional systems…
The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…
In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity…
We adopt a stochastic approach to study the charge transport in transistors. In this approach, the hole and electron densities are ruled by diffusion-reaction stochastic partial differential equations satisfying local detailed balance…
We study existence and long-time behaviour of strong solutions for the thin film equation using a priori estimates in a weighted Sobolev space. This equation can be classified as a doubly degenerate fourth-order parabolic and it models…
We present new approaches for solving constrained multicomponent nonlinear Schr\"odinger equations in arbitrary dimensions. The idea is to introduce an artificial time and solve an extended damped second order dynamic system whose…
Quantum stochastic methods based on effective wave functions form a framework for investigating the generally non-Markovian dynamics of a quantum-mechanical system coupled to a bath. They promise to be computationally superior to the…
We establish finite time extinction with probability one for weak solutions of the Cauchy-Dirichlet problem for the 1D stochastic porous medium equation with Stratonovich transport noise and compactly supported smooth initial datum.…
An exactly solvable position-dependent mass Schr\"odinger equation in two dimensions, depicting a particle moving in a semi-infinite layer, is re-examined in the light of recent theories describing superintegrable two-dimensional systems…