Related papers: Higher order moments for SPDE with monotone nonlin…

The main purpose of this paper is to obtain the existence and uniqueness of $L^p$-solution to quantum stochastic differential equation driven by Fermion fields with nonlocal conditions in the case of non-Lipschitz coefficients for $p>2$.…

We study the constraints imposed by conformal symmetry on the equations of fluid dynamics at second order in gradients of the hydrodynamic variables. At zeroth order conformal symmetry implies a constraint on the equation of state, E=2/3 P,…

Existence, uniqueness, and $L_p$-approximation results are presented for scalar stochastic differential equations (SDEs) by considering the case where, the drift coefficient has finitely many spatial discontinuities while both coefficients…

We study the stochastic heat equation (SHE) $\partial_t u = \frac12 \Delta u + \beta u \xi$ driven by a multiplicative L\'evy noise $\xi$ with positive jumps and amplitude $\beta>0$, in arbitrary dimension $d\geq 1$. We prove the existence…

This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…

The model reduction problem for high-order multi-input, multi-output (MIMO) polynomial nonlinear systems based on moment matching is addressed. The technique of power-series decomposition is exploited: this decomposes the solution of the…

We analyze the high moments of the Stochastic Heat Equation (SHE) via a transformation to the attractive Brownian Particles (BPs), which are Brownian motions interacting via pairwise attractive drift. In those scaling regimes where the…

We consider non-convex stochastic optimization using first-order algorithms for which the gradient estimates may have heavy tails. We show that a combination of gradient clipping, momentum, and normalized gradient descent yields convergence…

For a second-order elliptic equation of nondivergence form in the plane, we investigate conditions on the coefficients which imply that all strong solutions have first-order derivatives that are Lipschitz continuous or differentiable at a…

We identify a large class of constant (complex) coefficient, second order elliptic systems for which the Dirichlet problem in the upper-half space with data in $L^p$-based Sobolev spaces, $1<p<\infty$, of arbitrary smoothness $\ell$, is…

We study a finite-element based space-time discretisation for the 2D stochastic Navier-Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to…

In this article, using DiPerna-Lions theory \cite{Di-Li}, we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coefficients, and obtain several conditions for existence and…

We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity we obtain a fractional Sobolev type time regularity of…

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

We consider the corrector equation from the stochastic homogenization of uniformly elliptic finite-difference equations with random, possibly non-symmetric coefficients. Under the assumption that the coefficients are stationary and ergodic…

We present a general $L_p$-solvability framework for both the classical and time-fractional heat equations in non-smooth domains under the zero Dirichlet boundary condition. We consider domains $\Omega$ admitting the Hardy inequality: There…

The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…

In this paper, we generalize and improve some fundamental concentration inequalities using information on the random variables' higher moments. In particular, we improve the classical Hoeffding's and Bennett's inequalities for the case…

A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition…

We study the high-order local discontinuous Galerkin (LDG) method for the $p$-Laplace equation. We reformulate our spatial discretization as an equivalent convex minimization problem and use a preconditioned gradient descent method as the…