相关论文: Asymptotic Study for Stokes-Brinkman model with ju…

In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functional is the relative entropy with respect to a non-standard…

In this paper, we study ergodic backward stochastic differential equations (EBSDEs for short), for which the underlying diffusion is assumed to be multiplicative and of at most linear growth. The fact that the forward process has an…

We consider parameter estimation of stochastic differential equations driven by a Wiener process and a compound Poisson process as small noises. The goal is to give a threshold-type quasi-likelihood estimator and show its consistency and…

The outward propagation of asymmetries introduced to originally axisymmetric turbulent flows is investigated, where 3D Batchelor vortices at high Reynolds numbers and with arbitrary swirl numbers are chosen as test cases. It is well known…

The second Stokes problem with specular - diffusive boundary conditions of the kinetic theory is considered. The new method of the decision of the boundary problems of the kinetic theory is applied. The method allows to receive the decision…

We study multipoint Virasoro conformal blocks on the sphere in the comb channel. We arrive at the asymptotic expression for these blocks at large intermediate dimensions, applying WKB method for "classical BPZ equation", which is used to…

From the steady Stokes and Navier-Stokes models, a penalization method has been considered by several authors for approximating those fluid equations around obstacles. In this work, we present a justification for using fictitious domains to…

We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…

We study some spring mass models for a structure having a unilateral spring of small rigidity $\epsilon$. We obtain and justify an asymptotic expansion with the method of strained coordinates with new tools to handle such defects, including…

This paper is concerned about the stochastic convective Brinkman-Forchheimer (SCBF) equations subjected to multiplicative pure jump noise in bounded or periodic domains. Our first goal is to establish the existence of a pathwise unique…

We study a finite element computational model for solving the coupled problem arising in the interaction between a free fluid and a fluid in a poroelastic medium. The free fluid is governed by the Stokes equations, while the flow in the…

We propose a renormalization process of a two phase WKB solution, which is based on an appropriate surgery of local uniform asymptotic approximations of the Wigner transform of the WKB solution. We explain in details how this process…

Convective features, represented here as warm bubble-like patterns, reveal essential high-level information about how short-term weather dynamics evolve within a high-dimensional state space. In this paper, we introduce a data-driven…

We propose an extension of the Fokker-Planck model of the Boltzmann equation to get a correct Prandtl number in the Compressible Navier-Stokes asymptotics. This is obtained by replacing the diffusion coefficient (which is the equilibrium…

We study sufficient conditions for local asymptotic mixed normality. We weaken the sufficient conditions in Theorem 1 of Jeganathan (Sankhya Ser. A 1982) so that they can be applied to a wider class of statistical models including a…

We introduce a stochastic version of the optimal transport problem. We provide an analysis by means of the study of the associated Hamilton-Jacobi-Bellman equation, which is set on the set of probability measures. We introduce a new…

Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…

It is now established that under quite general circumstances, including in models with jumps, the existence of a solution to a reflected BSDE is guaranteed under mild conditions, whereas the existence of a solution to a doubly reflected…

This paper is devoted to a viscosity solution theory of the stochastic Hamilton-Jacobi-Bellman equation in the Wasserstein spaces for the mean-field type control problem which allows for random coefficients and may thus be non-Markovian.…

We summarise a selection of results on the inviscid limit of the stochastic Burgers equation emphasising geometric properties of the caustic, Maxwell set and Hamilton-Jacobi level surfaces and relating these results to a discussion of…