相关论文: Smooth densities of the laws of perturbed diffusio…

It is shown that the emergence of obstacles to asymptotic integrability in the analysis of perturbed evolution equations may, often, be a consequence of the manner, in which the freedom in the ex-pansion is exploited in the derivation of…

This survey paper is a structured concise summary of four of our recent papers on the stochastic regularity of diffusions that are associated to regular strongly local (but not necessarily symmetric) Dirichlet forms. Here by stochastic…

In this article, we consider the stochastic wave and heat equations on $\mathbb{R}$ with non-vanishing initial conditions, driven by a Gaussian noise which is white in time and behaves in space like a fractional Brownian motion of index…

In this paper we establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute continuity of the solution with respect to the Lebesgue measure…

We study the asymptotic behaviour of sharp front solutions arising from the nonlinear diffusion equation \theta_t = (D(\theta)\theta_x)_x, where the diffusivity is an exponential function D({\theta}) = D_o exp(\beta\theta). This problem…

Steady simple shear flow of a low-density binary mixture of inelastic smooth hard spheres is studied in the context of the Boltzmann equation. This equation is solved by using two different and complementary approaches: a Sonine polynomial…

We prove the solvability of It\^o stochastic equations with uniformly nondegenerate, bounded, measurable diffusion and drift in $L_{d+1}(\mathbb{R}^{d+1})$. Actually, the powers of summability of the drift in $x$ and $t$ could be different.…

For a class of particle systems in continuous space with local interactions, we show that the asymptotic diffusion matrix is an infinitely differentiable function of the density of particles. Our method allows us to identify relatively…

Much of the vast literature on the integral during the last two centuries concerns extending the class of integrable functions. In contrast, our viewpoint is akin to that taken by Hassler Whitney [{\it Geometric integration theory},…

Let $\theta$ be an arithmetic function and let $\mathcal{B}$ be the set of positive integers $n=p_1^{\alpha_1} \cdots p_k^{\alpha_k}$, which satisfy $p_{j+1} \le \theta ( p_1^{\alpha_1}\cdots p_{j}^{\alpha_{j}})$ for $0\le j < k$. We show…

We consider a system of differential equations with nonlinear Steklov boundary conditions, related to the fractional problem $$(-\Delta)^s u_i = f_i(x,u_i) - \beta u_i^p \sum_{j\neq i} a_{ij} u_j^p,$$ where $i = i,\dots, k$, $s\in(0,1)$,…

Consider a fast-slow system of ordinary differential equations of the form $\dot x=a(x,y)+\varepsilon^{-1}b(x,y)$, $\dot y=\varepsilon^{-2}g(y)$, where it is assumed that $b$ averages to zero under the fast flow generated by $g$. We give…

We consider a multidimensional diffusion X with drift coefficient b({\alpha},X(t)) and diffusion coefficient {\epsilon}{\sigma}({\beta},X(t)). The diffusion is discretely observed at times t_k=k{\Delta} for k=1..n on a fixed interval [0,T].…

Consider a multidimensional SDE of the form $X_t = x+\int_{0}^{t} b(X_{s-})ds+\int{0}^{t} f(X_{s-})dZ_s$ where $(Z_s)_{s\ge 0}$ is a symmetric stable process. Under suitable assumptions on the coefficients the unique strong solution of the…

We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much) more regular than the drift component of the solution. The…

The aim of this paper is to prove the existence and smoothness of stable and unstable invariant manifolds for a stochastic delayed partial differential equation of parabolic type. The stochastic delayed partial differential equation is…

For a singularly perturbed system of reaction--diffusion equations, assuming that the 0th order solutions in regular and singular regions are all stable, we construct matched asymptotic expansions for formal solutions to any desired order…

We consider the hyperuniform model of d-dimensional integer lattice perturbed by independent random variables and we investigate the large scale asymptotic fluctuations of smoothed versions of the usual counting statistics, specifically of…

In soft amorphous solids, localized irreversible (plastic) stress dissipation occurs as a response to external forcings. A crucial question is whether we can identify structural properties linked to a region's propensity to undergo a…

We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic partial equations of the following form: $D_t^\alpha u(t, x)=\textit{B}u+u\cdot W^H$, where $D_t^\alpha$ is the fractional…