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Conservation laws in the form of elliptic and parabolic partial differential equations (PDEs) are fundamental to the modeling of many problems such as heat transfer and flow in porous media. Many of such PDEs are stochastic due to the…
In biological and synthetic materials, many important processes involve charges that are present in a medium with spatially varying dielectric permittivity. To accurately understand the role of electrostatic interactions in such systems, it…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
We address the spatial discretization of an evolution problem arising from the coupling of viscoelastic and acoustic wave propagation phenomena by employing a discontinuous Galerkin scheme on polygonal and polyhedral meshes. The coupled…
In this paper we study coupled fast-slow ordinary differential equations (ODEs) with small time scale separation parameter $\epsilon$ such that, for every fixed value of the slow variable, the fast dynamics are sufficiently chaotic with…
In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. The limit function is represented as the viscosity solution…
Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…
In this thesis we consider stochastic resonance for a diffusion with drift given by a potential, which has two metastable states and two pathways between them. Depending on the direction of the forcing the height of the two barriers, one…
This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…
We introduce a class of multi-scale systems with discrete time, motivated by the problem of inviscid limit in fluid dynamics in the presence of small-scale noise. These systems are infinite-dimensional and defined on a scale-invariant…
In this paper, we design a controller for an interconnected system composed of a linear Stochastic Differential Equation (SDE) controlled through a linear hetero-directional hyperbolic Partial Differential Equation (PDE). Our objective is…
In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic…
Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…
We investigate the stability of traveling-pulse solutions to the stochastic FitzHughNagumo equations with additive noise. Special attention is given to the effect of small noise on the classical deterministically stable fast traveling…
We analyze oscillatory instabilities for a coupled PDE-ODE system modeling the communication between localized spatially segregated dynamically active signaling compartments that are coupled through a passive extracellular bulk diffusion…
The influence of the texture of a hydrophobic surface on the electro-osmotic slip of the second kind and the electrokinetic instability near charge-selective surfaces (permselective membranes, electrodes, or systems of micro- and…
Finite element simulations have been used to solve various partial differential equations (PDEs) that model physical, chemical, and biological phenomena. The resulting discretized solutions to PDEs often do not satisfy requisite physical…
We investigate nonlinear state-space models without a closed-form transition density, and propose reformulating such models over their latent noise variables rather than their latent state variables. In doing so the tractable noise density…
We introduce the notion of stochastic logarithmic Lipschitz constants and use these constants to characterize stochastic contractivity of It\^o stochastic differential equations (SDEs) with multiplicative noise. We find an upper bound for…