Related papers: On a Class of Non-linear Differential Equations Ar…
Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…
Given a solution of a semilinear dispersive partial differential equation with a real analytic nonlinearity, we relate its Cauchy data at two different times by nonlinear representation formulas in terms of convergent series. These series…
We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works obliquely. The results are reminiscent of the study of a Brownian motion…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation…
We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in the regularity of…
Results on the behaviour of the rightmost particle in the $n$th generation in the branching random walk are reviewed and the phenomenon of anomalous spreading speeds, noticed recently in related deterministic models, is considered. The…
Nonlinear evolution equations of the fourth order and its partial cases are derived for describing nonlinear pressure waves in a mixture liquid and gas bubbles. Influence of viscosity and heat transfer is taken into account. Exact solutions…
In this paper we study strong solutions of some non-local difference-differential equations linked to a class of birth-death processes arising as discrete approximations of Pearson diffusions by means of a spectral decomposition in terms of…
The numerical analysis of stochastic parabolic partial differential equations of the form $$ du + A(u) = f \,dt + g \, dW, $$ is surveyed, where $A$ is a partial operator and $W$ a Brownian motion. This manuscript unifies much of the theory…
A mathematical model for the discrete nonlinear fragmentation (collision-induced breakage) equation with diffusion is studied. The existence of global weak solutions is established in arbitrary spatial dimensions without assuming a strictly…
We consider a system of two reaction-diffusion-advection equations describing the one dimensional directed motion of particles with superimposed diffusion and mutual alignment. For this system we show the existence of traveling wave…
Distribution of a Brownian motion conditioned to start from the boundary of an open set $G$ and to stay in $G$ for a finite period of time is studied. Characterizations of such distributions in terms of certain singular stochastic…
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…
We show that the unique solution to a semilinear stochastic differential equation with almost periodic coefficients driven by a fractional Brownian motion is almost periodic in a sense related to random dynamical systems. This type of…
We consider two related linear PDE's perturbed by a fractional Brownian motion. We allow the drift to be discontinuous, in which case the corresponding deterministic equation is ill-posed. However, the noise will be shown to have a…
We consider a semi-linear advection equation driven by a highly-oscillatory space-time Gaussian random field, with the randomness affecting both the drift and the nonlinearity. In the linear setting, classical results show that the…
In this paper we show some explicit results regarding non-linear diffusive equations on Poincar\'e half plane. We obtain exact solutions by using the generalized separation of variables and we also show the meaning of these results in the…
A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the…
Non-typical transport phenomena may arise when randomly driven particles remain in an active relationship with the environment instead of being passive. If we attribute to Brownian particles an ability to induce alterations of the…