Related papers: Killed Distribution Dependent SDE for Nonlinear Di…
We consider Dirichlet problems for fully nonlinear mixed local-nonlocal non-translation invariant operators. For a bounded $C^2$ domain $\Omega \subset \mathbb{R}^d,$ let $u\in C(\mathbb{R}^d)$ be a viscosity solution of such Dirichlet…
We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…
In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…
We consider a model problem of the scattering of linear acoustic waves in free homogeneous space by an elastic solid. The stress tensor in the solid combines the effect of a linear dependence of strains with the influence of an existing…
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…
As two crucial tools characterizing regularity properties of stochastic systems, the log-Harnack inequality and Bismut formula have been intensively studied for distribution dependent (McKean-Vlasov) SDEs. However, due to technical…
Being concerned with ergodicity of McKean--Vlasov SDEs, we establish a general result on exponential ergodicity in the $L^1$-Wasserstein distance. The result is successfully applied to non-degenerate and multiplicative Brownian motion…
In this paper error analysis for finite element discretizations of Dirichlet boundary control problems is developed. For the first time, optimal discretization error estimates are established in the case of three dimensional polyhedral and…
Continuous diffusion is a natural framework for non-autoregressive generation but has generally lagged behind masked discrete diffusion models (MDMs) on discrete sequence generation. We argue that the bottleneck is not continuity itself,…
Continuous diffusion is a natural framework for non-autoregressive generation but has generally lagged behind masked discrete diffusion models (MDMs) on discrete sequence generation. We argue that the bottleneck is not continuity itself,…
The paper deals with the Dirichlet problem for the nonstationary Stokes system in a cone. The authors obtain existence and uniqueness results for solutions in weighted Sobolev spaces and study the asymptotics of the solutions at infinity.
We study stochastically forced semilinear parabolic PDE's of the Ginzburg-Landau type. The class of forcings considered are white noises in time and colored smooth noises in space. Existence of the dynamics in $L^\infty$, as well as…
The existence and uniqueness of mild solutions are proved for a class of degenerate stochastic differential equations on Hilbert spaces where the drift is Dini continuous in the component with noise and H\"older continuous of order larger…
Recently in [M. Hairer, M. Hutzenthaler, and A. Jentzen, Ann. Probab. 43, 2 (2015), 468--527] and [A. Jentzen, T. M\"uller-Gronbach, and L. Yaroslavtseva, Commun. Math. Sci. 14, 6 (2016), 1477--1500] stochastic differential equations (SDEs)…
For the Nonlinear Shr\"odinger Equation with disorder it was found numerically that in some regime of the parameters Anderson localization is destroyed and subdiffusion takes place for a long time interval. It was argued that the nonlinear…
In this article, we are interested in semilinear, possibly degenerate elliptic equations posed on a general network, with nonlinear Kirchhoff-type conditions for its interior vertices and Dirichlet boundary conditions for the boundary ones.…
We consider an elastic/viscoelastic transmission problem for the Bresse system with fully Dirichlet or Dirichlet-Neumann-Neumann boundary conditions. The physical model consists of three wave equations coupled in certain pattern. The system…
Prediction-based transformation is applied to control-affine systems with distributed input delays. Transformed system state is calculated as a prediction of the system's future response to the past input with future input set to zero.…
We consider the problem of sequential learning from categorical observations bounded in [0,1]. We establish an ordering between the Dirichlet posterior over categorical outcomes and a Gaussian posterior under observations with N(0,1) noise.…
We study geometric stochastic differential equations (SDEs) and their approximations on Riemannian manifolds. In particular, we introduce a simple new construction of geometric SDEs, using which with bounded curvature. In particular, we…