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The aim of this paper is to study, in the infinite dimensional framework, the existence and uniqueness for the solution of the following multivalued generalized backward stochastic differential equation, considered on a random, possibly…

Probability · Mathematics 2015-10-30 Lucian Maticiuc , Aurel Răşcanu

Quasilinear (and semilinear) parabolic problems of the form $v'=A(v)v+f(v)$ with strict inclusion $\mathrm{dom}(f)\subsetneq \mathrm{dom}(A)$ of the domains of the function $v\mapsto f(v)$ and the quasilinear part $v\mapsto A(v)$ are…

Analysis of PDEs · Mathematics 2025-11-13 Bogdan-Vasile Matioc , Lina Sophie Schmitz , Christoph Walker

Recently, great attention has been focused on the study of fractional and non-local operators of elliptic type, both for pure mathematical research and in view of concrete real-world applications. Our problem is related to the fractional…

Analysis of PDEs · Mathematics 2025-06-25 Sana Benhafsia , Rejeb Hadiji

The construction of a solution of the perturbed KdV equation encounters obstacles to asymptotic integrability beyond the first order, when the zero-order approximation is a multiple-soliton wave. In the standard analysis, the obstacles lead…

Exactly Solvable and Integrable Systems · Physics 2011-08-22 Alex veksler , Yair Zarmi

In this paper we study non-linear noise excitation for the following class of space-time fractional stochastic equations in bounded domains: $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\lambda…

Probability · Mathematics 2016-11-29 Mohammud Foondun , Jebessa Mijena , Erkan Nane

We consider a stochastic partial differential equation close to bifurcation of pitchfork type, where a one-dimensional space changes its stability. For finite-time Lyapunov exponents we characterize regions depending on the distance from…

Probability · Mathematics 2023-04-24 Dirk Blömker , Alexandra Neamtu

Both the mean square polynomial stability and exponential stability of $\theta$ Euler-Maruyama approximation solutions of stochastic differential equations will be investigated for each $0\le\theta\le 1$ by using an auxiliary function $F$…

Numerical Analysis · Mathematics 2014-09-18 Yunjiao Hu , Guangqiang Lan , Chong Zhang

The following convective Brinkman-Forchheimer (CBF) equations (or damped Navier-Stokes equations) with potential \begin{equation*} \frac{\partial \boldsymbol{y}}{\partial t}-\mu…

Optimization and Control · Mathematics 2023-09-19 Sagar Gautam , Kush Kinra , Manil T. Mohan

We consider perturbed discrete tight-binding models in $\ell^2(\mathbb{Z_h},\mathcal{G})$ describing union of quantum particles with localized interactions, where $\mathbb{Z_h}$ is the 1D lattice $h\mathbb{Z_h}$, $h > 0$, and $\mathcal G$…

Spectral Theory · Mathematics 2025-10-23 Marouane Assal , Olivier Bourget , Diomba Sambou , Amal Taarabt

In this paper, we consider rods whose thickness vary linearly between $\eps$ and $\eps^2$. Our aim is to study the asymptotic behavior of these rods in the framework of the linear elasticity. We use a decomposition method of the…

Analysis of PDEs · Mathematics 2016-05-26 Georges Griso , Manuel Villanueva Pesqueira

We study the equilibrium of hyperelastic solids subjected to kinematic constraints on many small regions, which we call perforations. Such constraints on the displacement $u$ are given in the quite general form $u(x) \in F_x$, where $F_x$…

Analysis of PDEs · Mathematics 2024-08-01 Andrea Braides , Giovanni Noselli , Simone Vincini

We give meaning to linear and semi-linear (possibly degenerate) parabolic partial differential equations with (affine) linear rough path noise and establish stability in a rough path metric. In the case of enhanced Brownian motion (Brownian…

Probability · Mathematics 2013-01-17 Peter Friz , Harald Oberhauser

The variation of spectral subspaces for linear self-adjoint operators under an additive bounded off-diagonal perturbation is studied. To this end, the optimization approach for general perturbations in [J. Anal. Math., to appear;…

Spectral Theory · Mathematics 2016-07-28 Albrecht Seelmann

We consider the following Cauchy problem for weakly coupled systems of semi-linear damped elastic waves with a power source non-linearity in three-dimensions: \begin{equation*} U_{tt}-a^2\Delta U-\big(b^2-a^2\big)\nabla\text{div }…

Analysis of PDEs · Mathematics 2019-01-30 Wenhui Chen , Michael Reissig

A stochastic EDQNM approach is used to investigate self-similar decaying isotropic turbulence at high Reynolds number ($400 \leq Re_\lambda \leq 10^4$). The realistic energy spectrum functional form recently proposed by Meyers & Meneveau is…

Fluid Dynamics · Physics 2013-09-25 Marcello Meldi , Pierre Sagaut , Didier Lucor

For an unbounded operator $S$ on a Banach space the existence of invariant subspaces corresponding to its spectrum in the left and right half-plane is proved. The general assumption on $S$ is the uniform boundedness of the resolvent along…

Functional Analysis · Mathematics 2015-04-21 Monika Winklmeier , Christian Wyss

We prove that a first order linear differential operator G with unbounded operator coefficients is Fredholm on spaces of functions on the real line with values in a reflexive Banach space if and only if the corresponding strongly continuous…

Mathematical Physics · Physics 2007-05-23 Yuri Latushkin , Yuri Tomilov

We first introduce the calculus of Peng's G-Brownian motion on a sublinear expectation space $(\Omega, {\cal H}, \hat{\mathbb{E}})$. Then we investigate the exponential stability of paths for a class of stochastic differential equations…

Probability · Mathematics 2013-12-02 Weiyin Fei , Chen Fei

Motivated by the widespread use of temporal-difference (TD-) and Q-learning algorithms in reinforcement learning, this paper studies a class of biased stochastic approximation (SA) procedures under a mild "ergodic-like" assumption on the…

Machine Learning · Statistics 2020-09-02 Gang Wang , Bingcong Li , Georgios B. Giannakis

In statistics and machine learning, people are often interested in the eigenvectors (or singular vectors) of certain matrices (e.g. covariance matrices, data matrices, etc). However, those matrices are usually perturbed by noises or…

Statistics Theory · Mathematics 2017-06-05 Jianqing Fan , Weichen Wang , Yiqiao Zhong