Related papers: Renormalization of singular elliptic stochastic PD…
The non-perturbative renormalization-group approach is extended to lattice models, considering as an example a $\phi^4$ theory defined on a $d$-dimensional hypercubic lattice. Within a simple approximation for the effective action, we solve…
We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…
We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…
This paper presents a variational approach to doubly-nonlinear (gradient) flows (P) of nonconvex energies along with nonpotential perturbations (i.e., perturbation terms without any potential structures). An elliptic-in-time regularization…
The optimal stochastic control problem with a quadratic cost functional for linear partial differential equations (PDEs) driven by a state-and control-dependent white noise is formulated and studied. Both finite-and infinite-time horizons…
This paper introduces a novel method for numerically stabilizing sequential continuous adjoint flow solvers utilizing an elliptic relaxation strategy. The proposed approach is formulated as a Partial Differential Equation (PDE) containing a…
In this paper, the successive approximation method is applied to investigate the existence and uniqueness of solutions to the stochastic differential equations (SDEs) driven by L\'evy noise under non-Lipschitz condition which is a much…
This work focuses on the numerical approximations of random periodic solutions of stochastic differential equations (SDEs). Under non-globally Lipschitz conditions, we prove the existence and uniqueness of random periodic solutions for the…
In this article, basing upon probabilistic methods, we discuss periodic homogenization of a class of weakly coupled systems of linear elliptic and parabolic partial differential equations. Under the assumption that the systems have rapidly…
In this article, we consider the solution to elliptic diffusion problems on a class of random domains obtained by log-Gaussian random homothety of the unit disk respectively an annulus. We model the problem under consideration and verify…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
The goal of this thesis is the development and implementation of a non-perturbative solution method for Wegner's flow equations. We show that a parameterization of the flowing Hamiltonian in terms of a scalar function allows the flow…
Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and…
We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…
In this paper we present an efficient numerical approach based on the Renormalization Group method for the computation of self-similar dynamics. The latter arise, for instance, as the long-time asymptotic behavior of solutions to nonlinear…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…
Consider the parametric elliptic problem \begin{equation} - \operatorname{dv} \big(a(y)(x)\nabla u(y)(x)\big) \ = \ f(x) \quad x \in D, \ y \in [-1,1]^\infty, \quad u|_{\partial D} \ = \ 0, \end{equation} where $D \subset {\mathbb R}^m$ is…
We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…
This paper is the last of the series investigating renormalization group aspects of stochastic random matrices, including a Wigner-like disorder. We consider the equilibrium dynamics formalism that can be merged with the Ward identities…
Two new approaches to solving first-order quasilinear elliptic systems of PDEs in many dimensions are proposed. The first method is based on an analysis of multimode solutions expressible in terms of Riemann invariants, based on links…