相关论文: Infinite-dimensional stochastic differential equat…
We study the Cauchy problem for the surface quasi-geostrophic (SQG) equations in a two-dimensional bounded domain with the homogeneous Dirichlet boundary condition. We establish the unique existence of strong solutions in the critical Besov…
We introduce and analyse a continuum model for an interacting particle system of Vicsek type. The model is given by a non-linear kinetic partial differential equation (PDE) describing the time-evolution of the density $f_t$, in the single…
We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1,…
We introduce a novel numerical approach for a class of stochastic dynamic programs which arise as discretizations of backward stochastic differential equations or semi-linear partial differential equations. Solving such dynamic programs…
In this article we show that the ordinary stochastic differential equations of K.It\^{o} maybe considered as part of a larger class of second order stochastic PDE's that are quasi linear and have the property of translation invariance. We…
We exhibit differential geometric structures that arise in numerical methods, based on the construction of Cauchy sequences, that are currently used to prove explicitly the existence of weak solutions to functional equations. We describe…
We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…
This paper is mainly concerned with the solutions to both forward and backward mean-field stochastic partial differential equation and the corresponding optimal control problem for mean-field stochastic partial differential equation. We…
The main aim of the present paper is to prove the existence of a phase transition in quantum Markov chain (QMC) scheme for the Ising type models on a Cayley tree. Note that this kind of models do not have one-dimensional analogous, i.e. the…
In this paper, we establish the weak averaging principle for stochastic functional partial differential equations (in short, SFPDEs) with H$\ddot{\text{o}}$lder continuous coefficients and infinite delay by a new generalized coupling…
This paper studies duality and optimality conditions for general convex stochastic optimization problems. The main result gives sufficient conditions for the absence of a duality gap and the existence of dual solutions in a locally convex…
We prove tail triviality of determinantal point processes $ \mu $ on continuous spaces. Tail triviality had been proved for such processes only on discrete spaces, and hence we have generalized the result to continuous spaces. To do this,…
We introduce strong p-completeness and use them for studying the continuous dependence of solutions of SDE's on non-compact manifolds. We obtain conditions for the existence of global smooth solution flow, and prove their diffeomorphism…
This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…
This work addresses the question of regularity of solutions to evolutionary (quasi-static and dynamic) perfect plasticity models. Under the assumption that the elasticity set is a compact convex subset of deviatoric matrices, with $C^2$…
We investigate a class of quadratic backward stochastic differential equations (BSDEs) with generators singular in $ y $. First, we establish the existence of solutions and a comparison theorem, thereby extending results in the literature.…
We show existence and uniqueness of a continuous with polynomial growth viscosity solution of a system of second order integral-partial differential equations (IPDEs for short) without assuming the usual monotonicity condition of the…
In this paper, we consider the Dirichlet problem of inhomogeneous incompressible nematic liquid crystal equations in bounded smooth domains of two or three dimensions. We prove the global existence and uniqueness of strong solutions with…
We investigate existence and uniqueness of solutions to the filtration equation with an inhomogeneous density in ${\mathbb R}^N$, approaching at infinity a given continuous datum of Dirichlet type.
Motivated by earlier work on the use of fully-coupled Forward-Backward Stochastic Differential Equations (henceforth FBSDEs) in the analysis of mathematical models for the CO2 emissions markets, the present study is concerned with the…