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A stochastic PDE, describing mesoscopic fluctuations in systems of weakly interacting inertial particles of finite volume, is proposed and analysed in any finite dimension $d\in\mathbb{N}$. It is a regularised and inertial version of the…

Analysis of PDEs · Mathematics 2021-02-10 Federico Cornalba , Tony Shardlow , Johannes Zimmer

In this paper, we consider the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the nonlinear…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

We use the linear scalar SDE as a test problem to show that it is possible to construct almost sure stable first-order weak balanced schemes based on the addition of stabilizing functions to the drift terms. Then, we design balanced schemes…

Probability · Mathematics 2014-08-26 H. A. Mardones , C. M. Mora

We highlight a fundamental ill-posedness issue for nonlinear stochastic wave equations driven by a fractional noise. Namely, if the noise becomes too rough (i.e., the sum of its Hurst indexes becomes too small), then there is essentially no…

Probability · Mathematics 2021-12-17 Aurélien Deya

We consider the cubic nonlinear Schr\"odinger equation with a spatially rough potential, a key equation in the mathematical setup for nonlinear Anderson localization. Our study comprises two main parts: new optimal results on the…

Numerical Analysis · Mathematics 2024-03-26 Norbert J. Mauser , Yifei Wu , Xiaofei Zhao

This study aims to examine the effect of L\'evy noise on the solutions of the nonlinear Schr\"odinger equation. An improved diversity of stochastic solutions is instinctively located discretely on certain conditions by applying the…

Dynamical Systems · Mathematics 2024-05-03 Hina Zulfiqar , Shenglan Yuan , Muhammad Shoaib Saleem

In this paper, we establish a large deviation principle for a type of stochastic partial differential equations (SPDEs) with locally monotone coefficients driven by L\'evy noise. The weak convergence method plays an important role.

Probability · Mathematics 2016-06-08 Jie Xiong , Jianliang Zhai

We present an example of a linear partial differential equation whose Cauchy problem becomes well-posed when perturbed by noise. Specifically, we make clear how a suitable multiplicative Stratonovich perturbation of Brownian type renders a…

Probability · Mathematics 2026-03-06 Enrico Bernardi , Alberto Lanconelli

We study the sensitivity of the densities of some Kolmogorov like degenerate diffusion processes with respect to a perturbation of the coefficients of the non-degenerate component. Under suitable (quite sharp) assumptions we quantify how…

Probability · Mathematics 2016-02-19 A. Kozhina

In this paper, we consider the unique continuation problem for the Schr\"odinger equations. We prove a H\"older type conditional stability estimate and build up a parameterized stabilized finite element scheme adaptive to the \textit{a…

Numerical Analysis · Mathematics 2025-04-29 Erik Burman , Mingfei Lu , Lauri Oksanen

Recent advances in machine learning have inspired a surge of research into reconstructing specific quantities of interest from measurements that comply with certain physical laws. These efforts focus on inverse problems that are governed by…

Machine Learning · Statistics 2025-04-23 Honam Wong , Wendao Wu , Fanghui Liu , Yiping Lu

Solving inverse problems requires appropriate regularization techniques to ensure well-posedness and stability. In recent years, denoiser-driven methods have emerged as effective regularization strategies, achieving state-of-the-art…

Numerical Analysis · Mathematics 2026-04-23 Harshit Bajpai , Ankik Kumar Giri , Tim Jahn , Abhinav Jha

This article is dedicated to the study of an SPDE of the form $$Lu(t,x)=\sigma(u(t,x))\dot{Z}(t,x) \quad t>0, x \in \cO$$ with zero initial conditions and Dirichlet boundary conditions, where $\sigma$ is a Lipschitz function, $L$ is a…

Probability · Mathematics 2014-03-11 Raluca Balan

The focus of this work is on local stability of a class of nonlinear ordinary differential equations (ODE) that describe limits of empirical measures associated with finite-state weakly interacting N-particle systems. Local Lyapunov…

Probability · Mathematics 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

Logarithmically regularized 2D Euler equations are active scalar equations with the non-local velocity $u = \nabla^\perp \Delta^{-1}T_\gamma \omega$ for the scalar $\omega$. Two types of the regularizing operator $T_\gamma$ with a parameter…

Analysis of PDEs · Mathematics 2019-08-30 Hyunju Kwon

We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More specifically, we first demonstrate the strong convergence of…

Dynamical Systems · Mathematics 2023-08-22 Mengyu Cheng , Zhenxin Liu , Michael Röckner

We establish the local H\"older regularity of the spatial gradient of bounded weak solutions $u\colon E_T\to\R^k$ to the non-linear system of parabolic type \begin{equation*} \partial_tu-\Div\Big(…

Analysis of PDEs · Mathematics 2025-07-22 Verena Bögelein , Frank Duzaar , Ugo Gianazza , Naian Liao , Christoph Scheven

This work concerns the exponential stabilization of underactuated linear homogeneous systems of m parabolic partial differential equations (PDEs) in cascade (reaction-diffusion systems), where only the first state is controlled either…

Optimization and Control · Mathematics 2023-10-19 Constantinos Kitsos , Emilia Fridman

We consider a $p$-Laplace evolution problem with stochastic forcing on a bounded domain $D\subset\mathbb{R}^d$ with homogeneous Dirichlet boundary conditions for $1<p<\infty$. The additive noise term is given by a stochastic integral in the…

Analysis of PDEs · Mathematics 2019-08-30 Niklas Sapountzoglou , Aleksandra Zimmermann

In this paper we prove existence and regularity of weak solutions for the following system \begin{align*} \begin{cases} &-\mbox{div}\Bigg(\bigg(\|\nabla u\|^{p}_{L^{p}}+\|\nabla v\|^{p}_{L^{p}}\bigg)|\nabla u|^{p-2}\nabla u\Bigg) +…

Analysis of PDEs · Mathematics 2025-07-29 Luís Henrique de Miranda , Ayana Pinheiro de Castro Santana