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We present a method of solving a nonlinear Dirichlet problem with discontinuous boundary data and we give a probabilistic representation of the solution using the nonlocal branching process associated with the nonlinear term of the…
It is shown that in a large class of disordered systems with non-degenerate disorder, in presence of non-local interactions, the Integrated Density of States (IDS) is at least H\"older continuous in one dimension and universally infinitely…
We study the Derivative Nonlinear Schr\"odinger equation for general initial conditions in weighted Sobolev spaces that can support bright solitons (but excluding spectral singularities). We prove global well-posedness and give a full…
We introduce a new framework for data denoising, partially inspired by martingale optimal transport. For a given noisy distribution (the data), our approach involves finding the closest distribution to it among all distributions which 1)…
We consider a model case for a strictly convex domain of dimension $d\geq 2$ with smooth boundary and we describe dispersion for the wave equation with Dirichlet boundary conditions. More specifically, we obtain the optimal fixed time decay…
By establishing a local version of Bismut formula for Dirichlet semigroups on a regular domain, gradient estimates are derived for killed SDEs with singular drifts. As an application, the total variation distance between two solutions of…
This paper provides a comprehensive Sobolev regularity theory for the Dirichlet problem of stochastic partial differential equations in $C^{1,\sigma}$ open sets. We consider substantially large classes of nonlocal operators and generalized…
We study the Derivative Nonlinear Schr\"odinger (DNLS). equation for general initial conditions in weighted Sobolev spaces that can support bright solitons (but exclude spectral singularities corresponding to algebraic solitons). We show…
We describe a procedure to introduce general dependence structures on a set of Dirichlet processes. Dependence can be in one direction to define a time series or in two directions to define spatial dependencies. More directions can also be…
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 letter investigates the problem of output synchronisation in heterogeneous dynamical networks with nonlinear diffusive couplings in the presence of disturbances on the coupling links. By exploiting relative dissipativity properties…
We present a concise, self-contained derivation of diffusion-based generative models. Starting from basic properties of Gaussian distributions (densities, quadratic expectations, re-parameterisation, products, and KL divergences), we…
In this work, we analytically investigate a degenerating PDE system for phase separation and complete damage processes considered on a nonsmooth time-dependent domain with mixed boundary conditions. The evolution of the system is described…
This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…
We consider a unifying framework for stochastic control problem including the following features: partial observation, path-dependence (both with respect to the state and the control), and without any non-degeneracy condition on the…
In this article, we study the homogeneous Dirichlet problem for a degenerate parabolic-hyperbolic PDE perturbed by Levy noise. In particular, we develop the well-posedness theory of entropy solution based on the Kru\v{z}kov's semi-entropy…
In this paper, we propose a novel machine learning-based method to solve the acoustic scattering problem in unbounded domain. We first employ the Dirichlet-to-Neumann (DtN) operator to truncate the physically unbounded domain into a…
We study the time-harmonic scattering by a heterogeneous object covered with a thin layer of randomly distributed sound-soft nanoparticles. The size of the particles, their distance between each other and the layer's thickness are all of…
The diffuse-domain, or smoothed boundary, method is an attractive approach for solving partial differential equations in complex geometries because of its simplicity and flexibility. In this method the complex geometry is embedded into a…
Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…