Related papers: Unbounded rough drivers, rough PDEs and applicatio…
Recent mathematical advances in the context of rough volatility have highlighted interesting and intricate connections between path-dependent partial differential equations and backward stochastic partial differential equations. In this…
Semilinear elliptic equations of the form $-\Delta u =\lambda|u|^{p-2}u- |u|^{q-2}u$ in bounded and unbounded domains are considered. In the plane of exponents $p\times q$, the so-called critical exponents curve is introduced which…
We survey and refine recent results on weak and strong well-posedness of stochastic differential equations with singular drift satisfying some minimal assumptions.
We introduce orbifold Euler numbers for normal surfaces with Q-divisors. These numbers behave multiplicatively under finite maps and in the log canonical case we prove that they satisfy the Bogomolov-Miyaoka-Yau type inequality. As a…
An Eulerian-Lagrangian approach to incompressible fluids that is convenient for both analysis and physics is presented. Bounds on burning rates in combustion and heat transfer in convection are discussed, as well as results concerning…
The control of nonlinear large-scale dynamical models such as the incompressible Navier-Stokes equations is a challenging task. The computational challenges in the controller design come from both the possibly large state space and the…
An extension of the lower-bound lemma of Boggio is given for the weak forms of certain elliptic operators, which have partially Dirichlet and partially Neumann boundary conditions, and are in general nonlinear. Its consequences and those of…
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…
Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and…
We study Lispchitz solutions of partial differential relations $\nabla u\in K$, where $u$ is a vector-valued function in an open subset of $R^n$. In some cases the set of solutions turns out to be surprisingly large. The general theory is…
Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…
We analyze the concepts of analytically weak solutions of stochastic differential equations (SDEs) in Hilbert spaces with time-dependent unbounded operators and give conditions for existence and uniqueness of such solutions. Our studies are…
We give an overview of the ideas central to some recent developments in the ergodic theory of the stochastically forced Navier Stokes equations and other dissipative stochastic partial differential equations. Since our desire is to make the…
One of the very few mathematically rigorous nonlinear model reduction methods is the restriction of a dynamical system to a low-dimensional, sufficiently smooth, attracting invariant manifold. Such manifolds are usually found using local…
Gradient boundedness up to the boundary for solutions to Dirichlet and Neumann problems for elliptic systems with Uhlenbeck type structure is established. Nonlinearities of possibly non-polynomial type are allowed, and minimal regularity on…
In this paper we prove the derivative process of a rough differential equation driven by Brownian rough path has finite $L^r$-moment for any $r /ge 1$. Thanks to Burkholder-Davis-Gundy's inequality, this kind of problem is easy in the usual…
We integrate in closed implicit form the Navier-Stokes equations for an incompressible fluid and the kinematical dynamo equation, in smooth manifolds and Euclidean space. This integration is carried out by applying Stochastic Differential…
This article investigates the well-posedness of weak solutions to non-linear parabolic PDEs driven by rough coefficients with rough initial data in critical homogeneous Besov spaces. Well-posedness is understood in the sense of existence…
We introduce a novel mesh-free and direct method for computing the shape derivative in PDE-constrained shape optimization problems. Our approach is based on a probabilistic representation of the shape derivative and is applicable for…
These notes are dedicated to the analysis of the one-dimensional free-congested Navier-Stokes equations. After a brief synthesis of the results obtained in [4] related to the existence and the asymptotic stability of partially congested…