Related papers: Concentration estimates for slowly time-dependent …
We consider theories with time-dependent Hamiltonians which alternate between being bounded and unbounded from below. For appropriate frequencies dynamical stabilization can occur rendering the effective potential of the system stable. We…
To obtain strong convergence rates of numerical schemes, an overwhelming majority of existing works impose a global monotonicity condition on coefficients of SDEs. Nevertheless, there are still many SDEs from applications that do not have…
We prove an abstract Birkhoff normal form theorem for Hamiltonian Partial Differential Equations. The theorem applies to semilinear equations with nonlinearity satisfying a property that we call of Tame Modulus. Such a property is related…
We study stochastic Navier-Stokes equations in two dimensions with respect to periodic boundary conditions. The equations are perturbed by a nonlinear multiplicative stochastic forcing with linear growth (in the velocity) driven by a…
Consider the linear stochastic biharmonic heat equation on a $d$-dimensional torus ($d=1,2,3$), driven by a space-time white noise and with periodic boundary conditions: \begin{equation} \label{0} \left(\frac{\partial}{\partial…
Strong convergence rates for numerical approximations of semilinear stochastic partial differential equations (SPDEs) with smooth and regular nonlinearities are well understood in the literature. Weak convergence rates for numerical…
In this paper we consider the following stochastic partial differential equation (SPDE) in the whole space: $du (t, x) = [a^{i j} (t, x) D_{i j} u(t, x) + f(u, t, x)]\, dt + \sum_{k = 1}^m g^k (u(t, x)) dw^k (t).$ We prove the convergence…
In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator $A$ is the generator of a strongly…
Building on the notes [Hai17], we give a sufficient condition for the marginal distribution of the solution of singular SPDEs on the $d$-dimensional torus to be singular with respect to the law of the Gaussian measure induced by the…
We study the spatial homogenisation of parabolic linear stochastic PDEs exhibiting a two-scale structure both at the level of the linear operator and at the level of the Gaussian driving noise. We show that in some cases, in particular when…
We study stochastic differential equations (SDEs) whose drift and diffusion coefficients are path-dependent and controlled. We construct a value process on the canonical path space, considered simultaneously under a family of singular…
We compute the structure of a self-gravitating torus with polytropic equation-of-state (EOS) rotating in an imposed centrifugal potential. The Poisson-solver is based on isotropic multigrid with optimal covering factor (fluid…
We investigate the existence of dS vacua in supersymmetry-breaking Scherk-Schwarz toroidal compactifications of type II string theory, using the well-understood ingredients of curvature, fluxes and 1-loop Casimir energy. Starting from the…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
We prove a modification to the classical maximal inequality for stochastic convolutions in 2-smooth Banach spaces using the factorization method. This permits to study semilinear stochastic partial differential equations with unbounded…
We prove that the dynamical sine-Gordon equation on the two dimensional torus introduced in [HS16] is locally well-posed for the entire subcritical regime. At first glance this equation is far out of the scope of the local existence theory…
We consider the nonlinear Schrodinger equation with cubic (focusing or defocusing) nonlinearity on the multidimensional torus. For special small initial data containing only five modes, we exhibit a countable set of time layers in which…
In this work we establish weak convergence rates for temporal discretisations of stochastic wave equations with multiplicative noise, in particular, for the hyperbolic Anderson model. For this class of stochastic partial differential…
Recently, a number of authors have investigated the conditions under which a stochastic perturbation acting on an infinite dimensional dynamical system, e.g. a partial differential equation, makes the system ergodic and mixing. In…