Related papers: Stochastic equation on compact groups in discrete …
We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…
This paper is devoted to discussing the existence and uniqueness of weak solutions to time-fractional elliptic equations having time-dependent variable coefficients. To obtain the main result, our strategy is to combine the Galerkin method,…
Due to recent developments of Malliavin calculus for rough differential equations, it is now known that, under natural assumptions, the law of a unique solution at a fixed time has a smooth density function. Therefore, it is quite natural…
We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…
Let $G$ be a compact Lie group. In this article, we investigate the Cauchy problem for a nonlinear wave equation with the viscoelastic damping on $G$. More preciously, we investigate some $L^2$-estimates for the solution to the homogeneous…
The existence of compactons in the discrete nonlinear Schr\"odinger equation in the presence of fast periodic time modulations of the nonlinearity is demonstrated. In the averaged DNLS equation the resulting effective inter-well tunneling…
In this paper, we deal with the initial value fractional damped wave equation on $G$, a compact Lie group, with power-type nonlinearity. The aim of this manuscript is twofold. First, using the Fourier analysis on compact Lie groups, we…
In this paper, a weak Local Linearization scheme for Stochastic Differential Equations (SDEs) with multiplicative noise is introduced. First, for a time discretization, the solution of the SDE is locally approximated by the solution of the…
We present a synthesis of a number of developments which have been made around the celebrated Tsirelson's equation (1975), conveniently modified in the framework of a Markov chain taking values in a compact group $ G $, and indexed by…
The equation describing the stochastic motion of a classical particle in 1+1-dimensional space-time is connected to the Dirac equation with external gauge fields. The effects of assigning different turning probabilities to the forward and…
Lie group method provides an efficient tool to solve nonlinear partial differential equations. This paper suggests a fractional Lie group method for fractional partial differential equations. A time-fractional Burgers equation is used as an…
Analytical solutions to the chaotic and ergodic motion of a certain class of one-dimensional dissipative and discrete dynamical systems are derived. This allows us to obtain exact expressions for physical properties like the time…
Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…
In this paper we study chaotic behavior of actions of a countable discrete group acting on a compact metric space by self-homeomorphisms. For actions of a countable discrete group G, we introduce local weak mixing and Li-Yorke chaos; and…
The paper is aimed at analysing a singular perturbation of the Navier-Stokes equations on a compact closed manifold. The case of compact smooth manifolds with boundary under the Dirichlet conditions is also included. Global existence and…
In this paper we give stochastic solutions of conformable fractional Cauchy problems. The stochastic solutions are obtained by running the processes corresponding to Cauchy problems with a nonlinear deterministic clock.
In this paper we discuss the stability of stochastic differential equations and the interplay between the moment stability of a SDE and the topology of the underlying manifold. Sufficient and necessary conditions are given for the moment…
A relationship between the discrete Dirac-K\"ahler equation and discrete analogues of some Dirac type equations in the geometric spacetime algebra is discussed. We show that a solution of the discrete Dirac-K\"ahler equation can be…
These notes survey some aspects of discrete-time chaotic calculus and its applications, based on the chaos representation property for i.i.d. sequences of random variables. The topics covered include the Clark formula and predictable…
This paper is concerned with the stochastic Hamilton-Jacobi-Bellman equation with controlled leading coefficients, which is a type of fully nonlinear backward stochastic partial differential equation (BSPDE for short). In order to formulate…