Related papers: Concentration estimates for slowly time-dependent …
We consider strong approximations of $1+1$-dimensional stochastic PDEs driven by additive space-time white noise. It has been long proposed (Davie-Gaines '01, Jentzen-Kloeden '08), as well as observed in simulations, that approximation…
In this paper, we show existence of white noise solutions for weak formulations of modified Surface Quasi-Geostrophic (mSQG) equations. Based on previous results (\cite{FS}) on white noise solutions for mSQG equations on the torus…
Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…
This article proposes and analyzes explicit and easily implementable temporal numerical approximation schemes for additive noise-driven stochastic partial differential equations (SPDEs) with polynomial nonlinearities such as, e.g.,…
Spatiotemporal evolution in the real Ginzburg-Landau equation is studied with space-time noise and a slowly increasing critical parameter. Analytical estimates for the characteristic size of the domains formed in a slow sweep through the…
The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For…
We consider the cubic defocusing nonlinear Schr\"odinger equation on the two dimensional torus. We exhibit smooth solutions for which the support of the conserved energy moves to higher Fourier modes. This weakly turbulent behavior is…
We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…
In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…
Two classes of time-periodic systems of ordinary differential equations with a small nonnegative parameter, those with fast and slow time, are studied. Right-hand sides of these systems are three times continuously differentiable with…
We present a comprehensive computational study of the short-time transport properties of bidisperse neutral colloidal suspensions and the corresponding porous media. Our study covers bidisperse particle size ratios up to $4$, and total…
We study the stability of spectrally stable, strictly monotone, smooth shear flows in the 2D Navier-Stokes equations on $\mathbb{T} \times \mathbb{R}$ with small viscosity $\nu$. We establish nonlinear stability in $H^s$ for $s \geq 2$ with…
The purpose of this paper is twofold. Firstly, we prove transportation inequalities ${\bf T_2}(C)$ on the space of continuous paths with respect to the uniform metric for the law of the solution to a class of non-linear monotone stochastic…
New analytical representations of the Stokes flows due to periodic arrays of point singularities in a two-dimensional no-slip channel and in the half-plane near a no-slip wall are derived. The analysis makes use of a conformal mapping from…
We study a class of backward doubly stochastic differential equations (BDSDEs) involving martingales with spatial parameters, and show that they provide probabilistic interpretations (Feynman-Kac formulae) for certain semilinear stochastic…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
We study the approximation of SPDEs on the whole real line near a change of stability via modulation or amplitude equations, which acts as a replacement for the lack of random invariant manifolds on extended domains. Due to the…
We introduce an approach to study certain singular PDEs which is based on techniques from paradifferential calculus and on ideas from the theory of controlled rough paths. We illustrate its applicability on some model problems like…
In this paper we review and improve pathwise uniqueness results for some types of one-dimensional stochastic differential equations (SDE) involving the local time of the unknown process. The diffusion coefficient of the SDEs we consider is…
We study fundamental and vortical solitons in disk-morphed Bose-Einstein condensates (BECs) subject to strong confinement along the axial direction. Starting from the three-dimensional (3D) Gross-Pitaevskii equation (GPE), we proceed to an…