Related papers: Local first integrals for stochastic differential …
In this article we present the first results on domain decomposition methods for nonlocal operators. We present a nonlocal variational formulation for these operators and establish the well-posedness of associated boundary value problems,…
The fundamental problem of calculus of variations is considered when solutions are differentiable curves on locally convex spaces. Such problems admit an extension of the Euler-Lagrange equations [Orlov 2002] for continuously normally…
In this paper we study the existence of densities for strongly degenerate stochastic differential equations (SDEs) whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong…
We revisit the numerical stability of four well-established explicit stochastic integration schemes through a new generic benchmark stochastic differential equation designed to assess asymptotic statistical accuracy and stability…
We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of…
We consider a non-linear parabolic partial differential equation (PDE) on $\mathbb R^d$ with a distributional coefficient in the non-linear term. The distribution is an element of a Besov space with negative regularity and the non-linearity…
We consider nonlocal equations of order larger than one with measure data and prove gradient regularity in Sobolev and H\"older spaces as well as pointwise bounds of the gradient in terms of Riesz potentials, leading to fine regularity…
This is the first of a two-part paper which determines necessary and sufficient conditions on the asymptotic behaviour of forcing functions so that the solutions of additively pertubed linear differential equations obey certain growth or…
Potential functions in highly pertinent applications, such as deep learning in over-parameterized regime, are empirically observed to admit non-isolated minima. To understand the convergence behavior of stochastic dynamics in such…
In this article the authors present stochastic first integrals (SFI), the generalized It\^o-Wentzell formula and its application for obtaining the equations for SFI, for kernel functions for integral invariants and the Kolmogorov equations,…
We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…
We study two-dimensional stochastic differential equations (SDEs) of McKean--Vlasov type in which the conditional distribution of the second component of the solution given the first enters the equation for the first component of the…
We present a Lohner-type algorithm for rigorous integration of systems of Delay Differential Equations (DDEs) with multiple delays and its application in computation of Poincar\'e maps to study the dynamics of some bounded, eternal…
We solve the Poincar\'e problem for plane foliations with only one dicritical divisor. Moreover, in this case, we give an algorithm that decides whether a foliation has a rational first integral and computes it in the affirmative case. We…
This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…
Loss functions with non-isolated minima have emerged in several machine learning problems, creating a gap between theory and practice. In this paper, we formulate a new type of local convexity condition that is suitable to describe the…
In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…
In parametric, nonlinear structural models a classical sufficient condition for local identification, like Fisher (1966) and Rothenberg (1971), is that the vector of moment conditions is differentiable at the true parameter with full rank…
We introduce a general difference quotient representation for non-local operators associated with a first-order linear operator. We establish new local to non-local estimates and strong localization principles in various spaces of…
There has been a great deal of recent interest in learning and approximation of functions that can be expressed as expectations of a given nonlinearity with respect to its random internal parameters. Examples of such representations include…