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In the identification of differential equations from data, significant progresses have been made with the weak/integral formulation. In this paper, we explore the direction of finding more efficient and robust test functions adaptively…
We study the propagation of energy density in finite-energy weak solutions of the Camassa-Holm and related equations. Developing the methods based on generalized nonunique characteristics, we show that the parts of energy related to…
This article deals with the limit distribution for a stochastic differential equation driven by a non-symmetric cylindrical $\alpha$-stable process. Under suitable conditions, it is proved that the solution of this equation converges weakly…
We use the framework of the first-order differential structure in metric measure spaces introduced by Gigli to define a notion of weak solutions to gradient flows of convex, lower semicontinuous and coercive functionals. We prove their…
The Cahn-Hilliard equation is a widely used model for describing phase separation processes in a binary mixture. In this paper, we investigate the viscous Cahn-Hilliard equation with a degenerate, phase-dependent mobility. We define the…
We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…
Weak KAM theory for discount Hamilton-Jacobi equations and corresponding discount Lagrangian/Hamiltonian dynamics is developed. Then it is applied to error estimates for viscosity solutions in the vanishing discount process. The main…
We give a new approach to prove the existence of a weak solution of \[dx_t = f(t,x_t)dt + g(t)dB^H_t\] where $B^H_t$ is a fractional Brownian motion with values in a separable Hilbert space for suitable functions $f$ and $g$. Our idea is to…
We consider the stochastic transport equation where the randomness is given by the symmetric integral with respect to stochastic measure. For stochastic measure, we assume only $\sigma$-additivity in probability and continuity of paths. The…
We consider a stochastic differential equation of the form \[dX_t=\theta a(t,X_t)\,dt+\sigma_1(t,X_t)\sigma_2(t,Y_t)\,dW_t\] with multiplicative stochastic volatility, where $Y$ is some adapted stochastic process. We prove…
A class of stochastic parabolic equations with singular potentials is analysed in the chaos expansion setting where the Wick product is used to give sense to the product of generalized stochastic processes. For the analysis of such…
A useful approach is investigated in order to analyze a class of a stochastic differential equations that can be encountered in quantum optics problems, especially, in the case of two photon losses on the driven cavity mode. The passage to…
In this paper, the existence of weak solutions of a convective Cahn-Hilliard equation with degenerate mobility is studied. We first define a notion of weak solutions and establish a regularized problems. The existence of such solutions is…
The Cahn-Hilliard equation is the most common model to describe phase separation processes of a mixture of two components. For a better description of short-range interactions of the material with the solid wall, various dynamic boundary…
We survey and refine recent results on weak and strong well-posedness of stochastic differential equations with singular drift satisfying some minimal assumptions.
This paper provides convergence analysis for the approximation of a class of path-dependent functionals underlying a continuous stochastic process. In the first part, given a sequence of weak convergent processes, we provide a sufficient…
This paper presents an analytical investigation of the solutions to a control volume model for liquid films flowing down a vertical fibre. The evolution of the free surface is governed by a coupled system of degenerate nonlinear partial…
In this paper we establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute continuity of the solution with respect to the Lebesgue measure…
We investigate an evolutive system of non-linear partial differential equations derived from Oldroyd models on Non-Newtonian flows. We prove global existence of weak solutions, in the case of a smooth bounded domain, for general initial…
We study existence of solutions in the variational sense for a class of stochastic phase-field models describing moving boundary problems. The models consist of stochastic reaction-diffusion equations with singular diffusion forced by a…