相关论文: Stochastic partial differential equations arising …

We study the surface quasi-geostrophic equation with an irregular spatial perturbation $$ \partial_{t }\theta+ u\cdot\nabla\theta = -\nu(-\Delta)^{\gamma/2}\theta+ \zeta,\qquad u=\nabla^{\perp}(-\Delta)^{-1}\theta, $$ on…

We consider a class of Backward Stochastic Differential Equations with superlinear driver process $f$ adapted to a filtration supporting at least a $d$ dimensional Brownian motion and a Poisson random measure on ${\mathbb R}^m- \{0\}.$ We…

In this paper, we aim to study the diffusion approximation for multi-scale McKean-Vlasov stochastic differential equations. More precisely, we prove the weak convergence of slow process $X^\varepsilon$ in $C([0,T];\mathbb{R}^n)$ towards the…

In this article, we study a weighted particle representation for a class of stochastic partial differential equations with Dirichlet boundary conditions. The locations and weights of the particles satisfy an infinite system of stochastic…

We study Barkhausen noise in a diluted two-dimensional Ising model with the extended domain wall and weak random fields occurring due to coarse graining. We report two types of scaling behavior corresponding to (a) low disorder regime where…

We study the onset of bulk avalanches and boundary outflow in the Bak Tang Wiesenfeld (BTW) model and in the stochastic BTW models by computer simulation. We also study the dependency of these two onset times on system sizes. We observe…

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 study stochastic differential equations(SDEs) with a small perturbation parameter. Under the dissipative condition on the drift coefficient and the local Lipschitz condition on the drift and diffusion coefficients we prove the existence…

For $\Delta \ge 5$ and $q$ large as a function of $\Delta$, we give a detailed picture of the phase transition of the random cluster model on random $\Delta$-regular graphs. In particular, we determine the limiting distribution of the…

The continuous dependence on the initial data and consequently the uniqueness of bounded weak solutions to a class of triangular reaction-cross-diffusion equations is shown. The class includes two-species doubly degenerate equations for…

We uncover a universal scaling law governing the dispersion of collective attention and identify its underlying stochastic criticality. By analysing large-scale ensembles of Wikipedia page views, we find that the variance of logarithmic…

We propose new limiting dynamics for stochastic gradient descent in the small learning rate regime called stochastic modified flows. These SDEs are driven by a cylindrical Brownian motion and improve the so-called stochastic modified…

The global existence of bounded weak solutions to a diffusion system modeling biofilm growth is proven. The equations consist of a reaction-diffusion equation for the substrate concentration and a fourth-order Cahn-Hilliard-type equation…

In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity…

We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…

We provide a stochastic representation for a general class of viscous Hamilton-Jacobi (HJ) equations, which has convexity and superlinear nonlinearity in its gradient term, via a type of backward stochastic differential equation (BSDE) with…

We provide existence results and comparison principles for solutions of backward stochastic difference equations (BS$\Delta$Es) and then prove convergence of these to solutions of backward stochastic differential equations (BSDEs) when the…

In this paper we further study the stochastic partial differential equation first proposed by Xiong (2013). Under localized conditions on the coefficients we show that the solution is in fact distribution-function-valued and we establish…

We study a family of numerical schemes applied to a class of multiscale systems of stochastic differential equations. When the time scale separation parameter vanishes, a well-known homogenization or Wong--Zakai diffusion approximation…

We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations…