相关论文: Dean-Kawasaki Dynamics: Ill-posedness vs. Triviali…
We present a well-posedness and stability result for a class of nondegenerate linear parabolic equations driven by rough paths. More precisely, we introduce a notion of weak solution that satisfies an intrinsic formulation of the equation…
In parametric equations - stochastic equations are a special case - one may want to approximate the solution such that it is easy to evaluate its dependence of the parameters. Interpolation in the parameters is an obvious possibility, in…
We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We discuss existence and uniqueness pathwise and in law under…
We consider the dynamics of particle systems where the particles are confined by impenetrable barriers to a bounded, possibly non-convex domain $\Omega$. When particles hit the boundary, we consider an instant change in velocity, which…
Although the governing equations of many systems, when derived from first principles, may be viewed as known, it is often too expensive to numerically simulate all the interactions they describe. Therefore researchers often seek simpler…
We consider a stochastic partial differential equation (SPDE) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force. Here the extra stress tensor of the fluid is given by a polynomial…
We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…
Efficient and stable solution of partial differential equations (PDEs) is central to scientific and engineering applications, yet existing numerical solvers rely heavily on matrix based discretizations, while learning based methods require…
Interconnection and damping assignment passivity-based control scheme has been used to stabilize many physical systems such as underactuated mechanical systems through total energy shaping. In this method, some partial differential…
We describe a map-based model which reproduces many of the behaviors seen in partial differential equations (PDE's). Like PDE's, we show that this model can support an infinite number of stationary solutions, traveling solutions, breathing…
In this paper, we study existence of solutions to a conformally invariant integral equation involving Poisson-type kernels. Such integral equation has a stronger non-local feature and is not the dual of any PDE. We obtain the existence of…
We propose a methodology to address two analysis problems concerning complex systems, namely bounding state functionals of stochastic differential equations (SDEs) and verifying set avoidance of systems described by partial differential…
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…
In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain $\Omega$ with sticky boundary. Under appropriate conditions on the interaction the constructed process…
In this paper, we discuss and compare two probabilistic approaches for associating a stochastic differential equation with a McKean-type partial differential equation featuring a reaction term and path-dependent coefficients. The…
We describe a variant of the dressing method giving alternative representation of multidimensional nonlinear PDE as a system of Integro-Differential Equations (IDEs) for spectral and dressing functions. In particular, it becomes single…
We show that under some appropriate assumptions, every weak solution (e.g. energetic solution) to a given rate-independent system is of class SBV, or has finite jumps, or is even piecewise $C^1$. Our assumption is essentially imposed on the…
Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…
In this paper, a class of systems of pseudo-parabolic PDEs is considered. These systems (S)$_\varepsilon$ are derived as a pseudo-parabolic dissipation system of Kobayashi--Warren--Carter energy, proposed by [Kobayashi et al., Physica D,…
Recently, the problem of boundary stabilization and estimation for unstable linear constant-coefficient reaction-diffusion equation on n-balls (in particular, disks and spheres) has been solved by means of the backstepping method. However,…