相关论文: On Non-degenerate Chaos Processes

We devise an analytical method to deal with a class of nonlinear Schr\"odinger lattices with random potential and subquadratic power nonlinearity. An iteration algorithm is proposed based on multinomial theorem, using Diophantine equations…

We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…

We study It\^o SDE systems driven by oscillating functions of a single It\^o diffusion process. In the limit when oscillations become fast, we show that the solution process converges in law to the process defined by an SDE system driven by…

The scalar nonlinear Schrodinger (NLS) equation and a suitable discretization are well known integrable systems which exhibit the phenomena of ``effective'' chaos. Vector generalizations of both the continuous and discrete system are…

A stochastic differential equation for the plasma density dynamics is derived, consistent with the experimentally measured distribution and the theoretical quadratic nonlinearity. The plasma density is driven by a multiplicative Wiener…

This paper focuses on estimating the invariant density function $f_X$ of the strongly mixing stationary process $X_t$ in the multiplicative measurement errors model $Y_t = X_t U_t$, where $U_t$ is also a strongly mixing stationary process.…

We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with…

Improving the efficiency of discrete time scale invariant (DSI) processes, we consider some flexible sampling of a continuous time DSI process ${X(t), t\in{R^+}}$ with scale $l>1$, which is in correspondence to some multi-dimensional…

We study existence and regularity of the density for the solution $u(t,x)$ (with fixed $t > 0$ and $x \in D$) of the heat equation in a bounded domain $D \subset \mathbb R^d$ driven by a stochastic inhomogeneous Neumann boundary condition…

After a general introduction about the regularization by noise phenomenon in the degenerate setting, the first part of this PhD thesis focuses at establishing the Schauder estimates, a useful analytical tool to prove also the well-posedness…

The recently introduced basis adaptation method for Homogeneous (Wiener) Chaos expansions is explored in a new context where the rotation/projection matrices are computed by discovering the active subspace where the random input exhibits…

We provide sufficient density condition for a set of nonuniform samples to give rise to a set of sampling for multivariate bandlimited functions when the measurements consist of pointwise evaluations of a function and its first $k$…

In this article, we study systems of $n \geq 1$, not necessarily linear, discrete differential equations (DDEs) of order $k \geq 1$ with one catalytic variable. We provide a constructive and elementary proof of algebraicity of the solutions…

In this work, we analytically investigate a degenerating PDE system for phase separation and complete damage processes considered on a nonsmooth time-dependent domain with mixed boundary conditions. The evolution of the system is described…

One of the main problem in prediction theory of discrete-time second-order stationary processes $X(t)$ is to describe the asymptotic behavior of the best linear mean squared prediction error in predicting $X(0)$ given $ X(t),$ $-n\le…

We establish global-in-time decay estimates for the multi-phase Muskat problem in the case where the density takes exactly n+1 distinct constant values. We first linearize the system around a flat stable configuration, followed by the study…

We consider delay differential equations (DDE) that are on the verge of an instability, i.e. the characteristic equation for the linearized equation has one root as zero and all other roots have negative real parts. In presence of small…

Let $X$ be a variety over $\mathbb Q$. We introduce a geometric non-degenerate criterion for $X$ using moduli spaces $M$ over $\mathbb Q$ of abelian varieties. If $X$ is non-degenerate, then we construct via $M$ an open dense moduli space…

We consider the problem of density estimation in the context of multiscale Langevin diffusion processes, where a single-scale homogenized surrogate model can be derived. In particular, our aim is to learn the density of the invariant…

In this paper we analyze a chemostat model with wall growth where the input flow is affected by two different stochastic processes: the well-known standard Wiener process, which leads into several drawbacks from the biological point of…