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We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…

Probability · Mathematics 2026-04-08 Qingming Zhao , Xueru Liu , Wei Wang

We present a characterization of $(\mu,\nu)$-dichotomies in terms of the admissibility of certain pairs of weighted spaces for nonautonomous discrete time dynamics acting on Banach spaces. Our general framework enables us to treat various…

Dynamical Systems · Mathematics 2025-11-27 Lucas Backes , Davor Dragicevic

This work intends to prove that strong instabilities may appear for high order geometric optics expansions of weakly stable quasilinear hyperbolic boundary value problems, when the forcing boundary term is perturbed by a small amplitude…

Analysis of PDEs · Mathematics 2022-06-30 Corentin Kilque

Combining the modified matrix-vector equation approach with the technique of Lyapunov majorant function and the Banach fixed point principle, we obtain new rigorous perturbation bounds for the LU and QR factorizations with normwise or…

Numerical Analysis · Mathematics 2014-05-26 Hanyu Li , Yimin Wei

We obtain improved bounds for pseudodifferential operators with rough symbols on Hardy spaces for Fourier integral operators. The symbols $a(x,\eta)$ are elements of $C^{r}_{*}S^{m}_{1,\delta}$ classes that have limited regularity in the…

Analysis of PDEs · Mathematics 2022-09-30 Jan Rozendaal

We construct an unbiased estimator for function value evaluated at the solution of a partial differential equation with random coefficients. We show that the variance and expected computational cost of our estimator are finite and our…

Probability · Mathematics 2019-04-23 Jose Blanchet , Fengpei Li , Xiaoou Li

A nonlinear parabolic differential equation with a quadratic nonlinearity is presented which has at least one equilibrium. The linearization about this equilibrium is asymptotically stable, but by using a technique inspired by H. Fujita, we…

Analysis of PDEs · Mathematics 2007-09-10 Michael Robinson

The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…

Numerical Analysis · Mathematics 2013-02-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

In this paper we introduce a new approach to compute rigorously solutions of Cauchy problems for a class of semi-linear parabolic partial differential equations. Expanding solutions with Chebyshev series in time and Fourier series in space,…

Numerical Analysis · Mathematics 2022-03-02 Jacek Cyranka , Jean-Philippe Lessard

In this work we study nonuniform exponential dichotomies and existence of pullback and forward attractors for evolution processes associated to nonautonomous differential equations. We define a new concept of nonuniform exponential…

Dynamical Systems · Mathematics 2021-12-14 Jose Antonio Langa , Rafael Obaya , Alexandre N. Oliveira-Sousa

Rare events, and more general risk-sensitive quantities-of-interest (QoIs), are significantly impacted by uncertainty in the tail behavior of a distribution. Uncertainty in the tail can take many different forms, each of which leads to a…

Probability · Mathematics 2019-11-22 Jeremiah Birrell , Paul Dupuis , Markos A. Katsoulakis , Luc Rey-Bellet , Jie Wang

An averaging method is applied to derive effective approximation to the following singularly perturbed nonlinear stochastic damped wave equation \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on an open bounded domain $D\subset\R^n$\,, $1\leq…

Analysis of PDEs · Mathematics 2015-05-28 Yan Lv , A. J. Roberts

We develop precise bounds on the growth rates and fluctuation sizes of unbounded solutions of deterministic and stochastic nonlinear Volterra equations perturbed by external forces. The equation is sublinear for large values of the state,…

Classical Analysis and ODEs · Mathematics 2020-11-04 John A. D. Appleby , Denis D. Patterson

We study a class of semilinear elliptic equations on spaces of tempered ultradistributions of Beurling and Roumieu type. Assuming that the linear part of the equation is an elliptic pseudodifferential operator of infinite order with a…

Analysis of PDEs · Mathematics 2014-10-22 Marco Cappiello , Stevan Pilipovic , Bojan Prangoski

This paper considers the robustness of an uncertain nonlinear system along a finite-horizon trajectory. The uncertain system is modeled as a connection of a nonlinear system and a perturbation. The analysis relies on three ingredients.…

Systems and Control · Electrical Eng. & Systems 2025-08-05 Peter Seiler , Raghu Venkataraman

Aerospace design is increasingly incorporating Design Under Uncertainty based approaches to lead to more robust and reliable optimal designs. These approaches require dependable estimates of uncertainty in simulations for their success. The…

Fluid Dynamics · Physics 2024-02-28 Marcel Matha , Christian Morsbach

We study an irregular singularity of Poincar\'e rank 1 at the origin of a certain third-order linear solvable homogeneous ODE. We perturb the equation by introducing a small parameter $\varepsilon\in (\mathbb{R}_+, 0)\,(\varepsilon < 1)$…

Classical Analysis and ODEs · Mathematics 2018-05-11 Tsvetana Stoyanova

We show that the derivative of the (measure) transfer operator with respect to the parameter of the map is a divergence. Then, for physical measures of discrete-time hyperbolic chaotic systems, we derive an equivariant divergence formula…

Numerical Analysis · Mathematics 2023-08-09 Angxiu Ni , Yao Tong

We study quantum transport for the discrete one-dimensional random Jacobi operator of divergence-gradient type. For strictly positive and bounded random variables, we analyze the q-moments of the position operator and establish both upper…

Mathematical Physics · Physics 2026-01-21 Long Li , Wei Wang , Shiwen Zhang

We consider divergence form elliptic operators of the form $L=-\dv A(x)\nabla$, defined in $R^{n+1} = \{(x,t)\in R^n \times R \}$, $n \geq 2$, where the $L^{\infty}$ coefficient matrix $A$ is $(n+1)\times(n+1)$, uniformly elliptic, complex…

Analysis of PDEs · Mathematics 2011-07-05 M. Alfonseca , P. Auscher , A. Axelsson , S. Hofmann , S. Kim
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