Related papers: A mild rough Gronwall Lemma with applications to n…
In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…
We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…
The well established monotone iterative technique that is used to study the existence and uniqueness of fractional impulsive system is extended to Hilfer fractional order in this paper. The results are derived by using the method of upper…
We consider a class of Hamiltonian PDEs that can be split into a linear unbounded operator and a regular non linear part, and we analyze their numerical discretizations by symplectic methods when the initial value is small in Sobolev norms.…
This paper presents a class of turbulence models written in terms of fractional partial differential equations (FPDEs) with stochastic loads. Every solution of these FPDE models is an incompressible velocity field and the distribution of…
We establish the existence and uniqueness of local strong pathwise solutions to the stochastic Boussinesq equations with partial diffusion term forced by multiplicative noise on the torus in $\mathbb{R}^{d},d=2,3$. The solution is strong in…
This work develops moment bounds for the controlled rough path norm of the solution of semilinear rough partial differential equations.~The novel aspects are two-fold: first we consider rough paths of low time regularity…
We provide an abstract variational existence and uniqueness result for multi-valued, monotone, non-coercive stochastic evolution inclusions in Hilbert spaces with general additive and Wiener multiplicative noise. As examples we discuss…
We propose a Riemannian version of Nesterov's Accelerated Gradient algorithm (RAGD), and show that for geodesically smooth and strongly convex problems, within a neighborhood of the minimizer whose radius depends on the condition number as…
Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…
With recently developed tools, we prove a homogenisation theorem for a random ODE with short and long-range dependent fractional noise. The effective dynamics are not necessarily diffusions, they are given by stochastic differential…
We prove existence and uniqueness of mild and generalized solutions for a class of stochastic semilinear evolution equations driven by additive Wiener and Poisson noise. The non-linear drift term is supposed to be the evaluation operator…
Linear nonautonomous/random parabolic partial differential equations are considered under the Dirichlet, Neumann or Robin boundary conditions, where both the zero order coefficients in the equation and the coefficients in the boundary…
In this paper, we present an abstract framework to obtain convergence rates for the approximation of random evolution equations corresponding to a random family of forms determined by finite-dimensional noise. The full discretization error…
We describe a novel Godunov-type numerical method for solving the equations of resistive relativistic magnetohydrodynamics. In the proposed approach, the spatial components of both magnetic and electric fields are located at zone interfaces…
We construct solutions to Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods.…
Large classes of multi-dimensional Gaussian processes can be enhanced with stochastic Levy area(s). In a previous paper, we gave sufficient and essentially necessary conditions, only involving variational properties of the covariance.…
We study approximations to a class of vector-valued equations of Burgers type driven by a multiplicative space-time white noise. A solution theory for this class of equations has been developed recently in [Hairer, Weber, Probab. Theory…
In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…
The rectangular multiparameter eigenvalue problem (RMEP) involves rectangular coefficient matrices (usually with more rows than columns) and may potentially have no solution in its original form. A minimal perturbation framework is proposed…