Related papers: Higher order moments for SPDE with monotone nonlin…
We establish conditions for uniform $r$-th moment bound of certain $\R^d$-valued functions of a discrete-time stochastic process taking values in a general metric space. The conditions include an appropriate negative drift together with a…
In this paper, we are interested in solving general time interval multidimensional backward stochastic differential equations in $L^p$ $(p\geq 1)$. We first study the existence and uniqueness for $L^p$ $(p>1)$ solutions by the method of…
We study the homogeneous elliptic systems of order $2\ell$ with real constant coefficients on Lipschitz domains in $R^n$, $n\ge 4$. For any fixed $p>2$, we show that a reverse H\"older condition with exponent $p$ is necessary and sufficient…
The aim of this paper is to derive a maximum principle for a control problem governed by a stochastic partial differential equation (SPDE) with locally monotone coefficients. In particular, necessary conditions for optimality for this…
This paper focuses on deriving optimal-order full moment error estimates in strong norms for both velocity and pressure approximations in the Euler-Maruyama time discretization of the stochastic Navier-Stokes equations with multiplicative…
In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…
This paper considers stochastic optimization problems whose objective functions involve powers of random variables. For example, consider the classic Stochastic lp Load Balancing Problem (SLBp): There are $m$ machines and $n$ jobs, and…
The purpose of this paper is to establish the well-posedness of the stochastic Stefan problem on moving hypersurfaces. Through a specially designed transformation, it turns out we need to solve stochastic partial differential equations on a…
Michel proved that for a one-parameter family of elliptic curves over Q(T) with non-constant j(T) that the second moment of the number of solutions modulo p is p^2 + O(p^{3/2}). We show this bound is sharp by studying y^2 = x^3 + Tx^2 + 1.…
The main goal of the work is to study the stochastic averaging principle for two time-scales stochastic evolution equations driven by L\'evy process. The solution of reduced equation with modified coefficient is derived to approximate the…
We present high-order numerical schemes for linear stochastic heat and wave equations with Dirichlet boundary conditions, driven by additive noise. Standard Euler schemes for SPDEs are limited to an order convergence between 1/2 and 1 due…
We prove the existence of random dynamical systems and random attractors for a large class of locally monotone stochastic partial differential equations perturbed by additive L\'{e}vy noise. The main result is applicable to various types of…
Pressure Poisson equation (PPE) reformulations of the incompressible Navier-Stokes equations (NSE) replace the incompressibility constraint by a Poisson equation for the pressure and a suitable choice of boundary conditions. This yields a…
We introduce an explicit adaptive Milstein method for stochastic differential equations (SDEs) with no commutativity condition. The drift and diffusion are separately locally Lipschitz and together satisfy a monotone condition. This method…
Stochastic partial differential equations (SPDEs) have become a crucial ingredient in a number of models from economics and the natural sciences. Many SPDEs that appear in such applications include non-globally monotone nonlinearities.…
We consider the nonlinear Schr{\"o}dinger equation (NLSE) in 1+1 dimension with scalar-scalar self interaction $\frac{g^2}{\kappa+1} (\psi^\star \psi)^{\kappa+1}$ in the presence of the external forcing terms of the form $r e^{-i(kx +…
The emphasis of this paper is to investigate the high-order approximation of a class of SPDEs with cubic nonlinearity driven by multiplicative noise with the help of the amplitude equations. The highlight of our work is that we improve the…
In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic…
In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform H\"older continuity in time, and strong convergence rates for a class of fully discrete exponential Euler-type numerical…
In this paper we study maximal $L^p$-regularity for evolution equations with time-dependent operators $A$. We merely assume a measurable dependence on time. In the first part of the paper we present a new sufficient condition for the…