相关论文: Higher order moments for SPDE with monotone nonlin…

A framework to establish response theory for a class of nonlinear stochastic partial differential equations (SPDEs) is provided. More specifically, it is shown that for a certain class of observables, the averages of those observables…

We develope a perturbation theory for stochastic differential equations (SDEs) by which we mean both stochastic ordinary differential equations (SODEs) and stochastic partial differential equations (SPDEs). In particular, we estimate the $…

This paper presents a new paradigm to stabilize uncertain stochastic linear systems. Herein, second moment polytopic (SMP) systems are proposed that generalize systems with both uncertainty and randomness. The SMP systems are characterized…

We establish a new theory of regularity for elliptic complex valued second order equations of the form $\mathcal L=$div$A(\nabla\cdot)$, when the coefficients of the matrix $A$ satisfy a natural algebraic condition, a strengthened version…

We consider the problem of approximating numerically the moments and the supports of measures which are invariant with respect to the dynamics of continuous- and discrete-time polynomial systems, under semialgebraic set constraints. First,…

We consider a strongly nonlinear PDE system describing solid-solid phase transitions in shape memory alloys. The system accounts for the evolution of an order parameter (related to different symmetries of the crystal lattice in the phase…

The existence of the unique strong solution for a class of stochastic differential equations with non-Lipschitz coefficients was established recently. In this paper, we shall investigate the dependence with respect to the initial values. We…

The aim of this paper is to investigate the existence of optimal controls for systems described by stochastic partial differential equations (SPDEs) with locally monotone coefficients controlled by different external forces which are…

The purpose of this article is to study the convergence of a low order finite element approximation for a natural convection problem. We prove that the discretization based on P1 polynomials for every variable (velocity, pressure and…

In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…

Let $\mathcal E: y^2 = x^3 + A(T)x + B(T)$ be a nontrivial one-parameter family of elliptic curves over $\mathbb{Q}(T)$, with $A(T), B(T) \in \mathbb Z(T)$, and consider the $k$\textsuperscript{th} moments $A_{k,\mathcal{E}}(p) := \sum_{t…

For a second-order elliptic equation in divergence form we investigate conditions on the coefficients which imply that all solutions are Lipschitz continuous or differentiable at a given point. We assume the coefficients have modulus of…

We study the backstepping stabilization of higher order linear and nonlinear Schr\"odinger equations on a finite interval, where the boundary feedback acts from the left Dirichlet boundary condition. The plant is stabilized with a…

We present new approaches for solving constrained multicomponent nonlinear Schr\"odinger equations in arbitrary dimensions. The idea is to introduce an artificial time and solve an extended damped second order dynamic system whose…

In this paper, we consider the stationary Stokes equations in an exterior domain three-dimensional under a slip boundary condition without friction. We set the problem in weighted Sobolev spaces in order to control the behavior at infinity…

This paper is the second in a series of works on weak convergence of one-step schemes for solving stochastic differential equations (SDEs) with one-sided Lipschitz conditions. It is known that the super-linear coefficients may lead to a…

This paper considers a class of nonautonomous slow-fast stochastic partial differential equations driven by $\alpha$-stable processes for $\alpha\in (1,2)$. By introducing the evolution system of measures, we establish an averaging…

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\Delta u + \lambda \sigma(u)\dot w$ on the interval $(0, L)$, where $\dot w$ denotes space-time white noise, $\sigma$ is Lipschitz continuous. Under Dirichlet boundary…

Given a complex, elliptic coefficient function we investigate for which values of $p$ the corresponding second-order divergence form operator, complemented with Dirichlet, Neumann or mixed boundary conditions, generates a strongly…

Second-order optimization methods exhibit fast convergence to critical points, however, in nonconvex optimization, these methods often require restrictive step-sizes to ensure a monotonically decreasing objective function. In the presence…