Related papers: Integrable Matrix Probabilistic Diffusions and the…
We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…
We address the problem of robust sparse estimation of the precision matrix for heavy-tailed distributions in high-dimensional settings. In such high-dimensional contexts, we observe that the covariance matrix can be approximated by a…
We apply MUltiple SIgnal Classification (MUSIC) algorithm for the location reconstruction of a set of {two-dimensional circle-like} small inhomogeneities in the limited-aperture inverse scattering problem. Compared with the full- or…
The purpose of this work is to provide an explicit construction of a strong Feller semigroup on the space of probability measures over the real line that additionally maps bounded measurable functions into Lipschitz continuous functions,…
We investigate a chain of oscillators with anharmonic on-site potentials, with long range interparticle interactions, and coupled both to external and internal stochastic thermal reservoirs of Ornstein-Uhlenbeck type. We develop an integral…
We give an example of a mathematical model describing quantum mechanical processes interacting with medium. As a model, we consider the process of heat scattering of a wave function defined on the phase space. We consider the case when the…
This article is concerned with the existence of solution to the stochastic Degasperis-Procesi equation on $\mathbb{R}$ with an infinite dimensional multiplicative noise and integrable initial data. Writing the equation as a system composed…
Diffusion is the macroscopic manifestation of disordered molecular motion. Mathematically, diffusion equations are partial differential equations describing the fluid-like large-scale dynamics of parcels of molecules. Spatially…
The global-in-time existence of bounded weak solutions to the Maxwell-Stefan-Fourier equations in Fick-Onsager form is proved. The model consists of the mass balance equations for the partial mass densities and and the energy balance…
We present a discrete space-time stochastic partial differential equation (SPDE) model to describe the dynamics of a weakly self-avoiding polymer with intrinsic length $J$. By introducing a penalty factor tailored to the discrete setting,…
We apply the thermodynamic Bethe Ansatz to investigate the high energy behaviour of a class of scattering matrices which have recently been proposed to describe the Homogeneous sine-Gordon models related to simply laced Lie algebras. A…
We consider the long-time behavior of an explicit tamed exponential Euler scheme applied to a class of parabolic semilinear stochastic partial differential equations driven by additive noise, under a one-sided Lipschitz continuity…
Flows in which the primary features of interest do not rely on high-frequency acoustic effects, but in which long-wavelength acoustics play a nontrivial role, present a computational challenge. Integrating the entire domain with…
We extend our previous results of solving the inverse problem of quantum scattering theory (Marchenko theory, fixed-$l$ inversion). In particular, we apply an isosceles triangular-pulse function set for the Marchenko equation input kernel…
We consider the Stochastic Heat Equation (SHE) in $(1+1)$ dimensions with delta Dirac initial data and spacetime white noise. We prove exact large-time asymptotics for multi-point correlations of the SHE for strictly sublinear space…
Approximating the invariant measure and the expectation of the functionals for parabolic stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients is an active research area and is far from being well…
This paper proposes a simple strategy to simulate stochastic differential equations (SDE) arising in constant temperature molecular dynamics. The main idea is to patch an explicit integrator with Metropolis accept or reject steps. The…
We propose and analyse a numerical method for time-harmonic acoustic scattering in $\mathbb{R}^n$, $n=2,3$, by a class of inhomogeneities (penetrable scatterers) with fractal boundary. Our method is based on a Galerkin discretisation of the…
In order to inherit numerically the ergodicity of the damped stochastic nonlinear Schr\"odinger equation with additive noise, we propose a fully discrete scheme, whose spatial direction is based on spectral Galerkin method and temporal…
We study low-rank matrix estimation for a generic inhomogeneous output channel through which the matrix is observed. This generalizes the commonly considered spiked matrix model with homogeneous noise to include for instance the dense…