Related papers: Uniform large deviation principles and averaging p…

We introduce the uniqueness, existence, $L_p$-regularity, and maximal H\"older regularity of the solution to semilinear stochastic partial differential equation driven by a multiplicative space-time white noise: $$ u_t = au_{xx} + bu_{x} +…

We present a decomposition principle for general regular Dirichlet forms satisfying a spatial local compactness condition. We use the decomposition principle to derive a Persson type theorem for the corresponding Dirichlet forms. In…

We study the asymptotic behavior of Lipschitz continuous solutions of nonlinear degenerate parabolic equations in the periodic setting. Our results apply to a large class of Hamilton-Jacobi-Bellman equations. Defining S as the set where the…

The utility of the notion of generalized disclinations in materials science is discussed within the physical context of modeling interfacial and bulk line defects like defected grain and phase boundaries, dislocations and disclinations. The…

Uniform deviation bounds limit the difference between a model's expected loss and its loss on an empirical sample uniformly for all models in a learning problem. As such, they are a critical component to empirical risk minimization. In this…

We derive from a class of microscopic asymmetric interacting particle systems on ${\mathbb Z}$, with long range jump rates of order $|\cdot|^{-(1+\alpha)}$ for $0<\alpha<2$, different continuum fractional SPDEs. More specifically, we show…

For parabolic stochastic partial differential equations (SPDEs), we show that the numerical methods, including the spatial spectral Galerkin method and further the full discretization via the temporal accelerated exponential Euler method,…

Stochastic space-time fractional diffusion equations often appear in the modeling of the heat propagation in non-homogeneous medium. In this paper, we firstly investigate the Mittag--Leffler Euler integrator of a class of stochastic…

We prove the large deviations principle for empirical Bures-Wasserstein barycenters of independent, identically-distributed samples of covariance matrices and covariance operators. As an application, we explore some consequences of our…

We prove the Freidlin-Wentzell type large deviations principle for the family of stationary measures of stochastic nonlinear wave (NLW) equation with white noise. We do not assume that the limiting equation possesses a unique equilibrium…

We study the multi-dimensional Burgers equation $u_t + u u_{x_1} + \dots + u^d u_{x_d} = 0$. We prove that the $L^\infty$ norm of entropy solutions of this equation decays polynomially as $t \to \infty$ in terms of the $L^1$ norm of the…

We study the class of one-dimensional equations driven by a stochastic measure $\mu$. For $\mu$ we assume only $\sigma$-additivity in probability. This class of equations include the Burgers equation and the heat equation. The existence and…

In this work, high order splitting methods have been used for calculating the numerical solutions of the Burgers' equation in one space dimension with periodic and Dirichlet boundary conditions. However, splitting methods with real…

Let $X_1,\ldots,X_n$ be an i.i.d. sample from symmetric stable distribution with stability parameter $\alpha$ and scale parameter $\gamma$. Let $\varphi_n$ be the empirical characteristic function. We prove an uniform large deviation…

We prove Freidlin-Wentzell type large deviation principles for various rescaled models in populations dynamics that have immigration and possibly harvesting: birth-death processes, Galton-Watson trees, epidemic SI models, and prey-predator…

Motivated by the effective bounds of ordinary differential equations, we prove an effective version of uniform bounding for partial differential fields with commuting derivations. More precisely, we provide an upper bound for the size of…

Traditional finite element approaches are well-known to introduce spurious oscillations when applied to advection-dominated problems. We explore alleviation of this issue from the perspective of a generalized finite element formulation,…

The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are…

The large deviation principle in the small noise limit is derived for solutions of possibly degenerate It\^o stochastic differential equations with predictable coefficients, which may depend also on the large deviation parameter. The result…

In contrast to the study of Langevin equations in a homogeneous environment in the literature, the study on Langevin equations in randomly-varying environments is relatively scarce. Almost all the existing works require random environments…