Related papers: Rough stochastic filtering

We study the initial value problem for a defocusing semi-linear wave equation with spatially growing nonlinearity. By employing Moser-Trudinger type inequalities and Strichartz estimates, we establish global well-posedness in the energy…

In this paper, we prove a sharp local well-posedness result for spherically symmetric solutions to quasilinear wave equations with rough initial data, when the spatial dimension is three or higher. Our approach is based on Morawetz type…

In this work, we present a new perspective on the origin and interpretation of adaptive filters. By applying Bayesian principles of recursive inference from the state-space model and using a series of simplifications regarding the structure…

We obtain probabilistic local well-posedness in quasilinear regimes for the Schr\"odinger half-wave equation with a cubic nonlinearity. We need to use a refined ansatz because of the lack of probabilistic smoothing in the Picard's…

Matrix differential Riccati equations are central in filtering and optimal control theory. The purpose of this article is to develop a perturbation theory for a class of stochastic matrix Riccati diffusions. Diffusions of this type arise,…

In this work we show that rough stochastic differential equations (RSDEs), as introduced by Friz, Hocquet, and L\^e (2021), are Malliavin differentiable. We use this to prove existence of a density when the diffusion coefficients satisfies…

We study weighted Tikhonov regularization for large-scale linear discrete ill-posed problems with random noise. Under a polynomial upper-bound assumption on the generalized eigenvalues of the discrete forward operator, we derive stochastic…

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

A fundamental open problem in fluid dynamics is whether solutions to $2$D Euler equations with $(L^1_x\cap L^p_x)$-valued vorticity are unique, for some $p\in [1,\infty)$. A related question, more probabilistic in flavour, is whether one…

The work concerns the nonlinear filtering problem for a class of multiscale McKean-Vlasov stochastic systems. First of all, by a Poisson equation we prove that the solution of the slow part for a multiscale system weakly converges to the…

In this survey, we provide an in-depth exposition of our recent results on the well-posedness theory for stochastic evolution equations, employing maximal regularity techniques. The core of our approach is an abstract notion of critical…

We study well-posedness for fluid-structure interaction driven by stochastic forcing. This is of particular interest in real-life applications where forcing and/or data have a strong stochastic component. The prototype model studied here is…

We consider the problem of establishing nonlinear smoothing as a general feature of nonlinear dispersive equations, i.e. the improved regularity of the integral term in Duhamel's formula, with respect to the initial data and the…

The problem of pattern selection arises when the evolution equations have many solutions, whereas observed patterns constitute a much more restricted set. An approach is advanced for treating the problem of pattern selection by defining the…

The well-posedness and regularity properties of diffusion-aggregation equations, emerging from interacting particle systems, are established on the whole space for bounded interaction force kernels by utilizing a compactness convergence…

We establish the local Hadamard well-posedness of a certain third-order nonlinear Schr\"odinger equation with a multi-term linear part and a general power nonlinearity known as the higher-order nonlinear Schr\"odinger equation, formulated…

We consider the Cauchy problem of a system of quadratic derivative nonlinear Schr\"odinger equations which was introduced by M. Colin and T. Colin (2004) as a model of laser-plasma interaction. For the nonperiodic setting, the authors…

We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…

This paper considers the analysis of partial differential equations (PDE) containing multiple random variables. Recently developed collocation methods enable the construction of high-order stochastic solutions by converting a stochastic PDE…

This work is dedicated to putting on a solid analytic ground the theory of local well-posedness for the two dimensional Dysthe equation. This equation can be derived from the incompressible Navier-Stokes equation after performing an…