相关论文: A note on doubly nonlinear SPDEs with singular dri…

In the present work, we delve into further study of numerical approximations of SDEs with non-globally monotone coefficients. We design and analyze a new family of stopped increment-tamed time discretization schemes of Euler, Milstein and…

We prove weak uniqueness of mild solutions for general classes of SPDEs on a Hilbert space. The main novelty is that the drift is only defined on a Sobolev-type subspace and no H\"older-continuity assumptions are required. This framework…

In this paper, we investigate the stochastic differential equation on $\mathbb{R}^d,d\geq2$: \begin{align*} \dif X_t&=v(t,X_t)\dif t+\sqrt{2} \dif W_t. \end{align*} For any finite collection of initial probability measures…

We prove a variant of the so-called bilinear embedding theorem for operators in divergence form with complex coefficients and with nonnegative locally integrable potentials, subject to mixed boundary conditions, and acting on arbitrary open…

We study the discrete nonlinear Schr\"odinger equation (DNLS) in an annular geometry with on-site defects. The dynamics of a traveling plane-wave maps onto an effective ''non-rigid pendulum'' Hamiltonian. The different regimes include the…

We study the problem of learning the law of linear stochastic partial differential equations (SPDEs) with additive Gaussian forcing from spatiotemporal observations. Most existing deep learning approaches either assume access to the driving…

We study the discrete nonlinear Schr\"oinger equation with weak disorder, focusing on the regime when the nonlinearity is, on the one hand, weak enough for the normal modes of the linear problem to remain well resolved, but on the other,…

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

It is is explained why physical consistency requires substituting linear observables by nonlinear ones for quantum systems with nonlinear time evolution of pure states. The exact meaning and the concrete physical interpretation are…

We introduce a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows for merely measurable maps as solutions. This approach bypasses the standard problems arising by the application of…

We investigate strong maximum (and minimum) principles for fully nonlinear second order equations on Riemannian manifolds that are non-totally degenerate and satisfy appropriate scaling conditions. Our results apply to a large class of…

We construct a non-linear theory of interacting spin-2 fields that is invariant under the partially massless (PM) symmetry to all orders. This theory is based on the SO(1,5) group, in analogy with the SO(2,4) formulation of conformal…

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…

A linear stochastic transport equation with non-regular coefficients is considered. Under the same assumption of the deterministic theory, all weak $L^\infty$-solutions are renormalized. But then, if the noise is nondegenerate, uniqueness…

We study a class of McKean--Vlasov Stochastic Differential Equations (MV-SDEs) with drifts and diffusions having super-linear growth in measure and space -- the maps have general polynomial form but also satisfy a certain monotonicity…

In this paper we prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a finite dimensional stochastic differential equation, driven by a multidimensional Wiener process. We drop the usual…

We show how gradient estimates for transition semigroups can be used to establish exponential mixing for a class of Markov processes in infinite dimensions. We concentrate on semilinear systems driven by cylindrical $\alpha$-stable noises,…

Let D be a simple digraph without loops or digons. For any v in V(D) let N_1(v) be the set of all nodes at out-distance 1 from v and let N_2(v) be the set of all nodes at out-distance 2. We provide sufficient conditions under which there…

We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…

Recently it was demonstrated that the concept of a spectral singularity (SS) can be generalized to waves propagating in nonlinear media, like matter waves or electromagnetic waves in Kerr media. The corresponding solutions represent…