相关论文: Global flows for stochastic differential equations…
We consider the ordinary differential equation (ODE) $dx_{t} =b(t,x_{t} ) dt+ dw_{t}$ where $w$ is a continuous driving function and $b$ is a time-dependent vector field which possibly is only a distribution in the space variable. We…
This paper establishes the global in time existence of classical solutions to the 2D anisotropic Boussinesq equations with vertical dissipation. When only the vertical dissipation is present, there is no direct control on the horizontal…
We study the minimization of convex, variational integrals of linear growth among all functions in the Sobolev space $W^{1,1}$ with prescribed boundary values (or its equivalent formulation as a boundary value problem for a degenerately…
Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differential equations (SDEs).…
We consider the Navier-Stokes equations in a bounded domain with periodic boundary conditions. Let $V=V(x,t)$ be the velocity of the fluid. The aim of this paper is to prove the bound $\|V(t)\|_{H^1}\le c$ for any $t\in\mathbb{R}_+$, where…
We establish the first existence and uniqueness result for mild solutions of abstract stochastic evolution equations driven by arbitrary cylindrical L\'evy processes in Hilbert spaces. The coefficients are assumed to satisfy global…
Whereas in a coordinate-dependent setting the Euler-Lagrange equations establish necessary conditions for solving variational problems in which both the integrands of functionals and the resulting paths are assumed to be sufficiently…
This paper derives several formulae for the probability that a Wiener process, which has a stochastic drift and random variance, crosses a one-sided stochastic boundary within a finite time interval. A non-explicit formula is first obtained…
In this work we present a condition for the regularity, in both space and Malliavin sense, of strong solutions to SDEs driven by Brownian motion. We conjecture that this condition is optimal. As a consequence, we are able to improve the…
This paper is concerned with strong convergence and almost sure convergence for neutral stochastic differential delay equations under non-globally Lipschitz continuous coefficients. Convergence rates of $\theta$-EM schemes are given for…
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…
This paper is the first part of a series of papers on filtering for partially observed jump diffusions satisfying a stochastic differential equation driven by Wiener processes and Poisson martingale measures. The coefficients of the…
An explicit first-order drift-randomized Milstein scheme for a regime switching stochastic differential equation is proposed and its bi-stability and rate of strong convergence are investigated for a non-differentiable drift coefficient.…
In this paper, we are interested in the propagation of convexity by the strong solution to a one-dimensional Brownian stochastic differential equation with coefficients Lipschitz in the spatial variable uniformly in the time variable and in…
Equations of the Loewner class subject to non-constant boundary conditions along the real axis, are formulated and solved giving the geodesic paths of slits growing in the upper half complex plane. The problem is motivated by Laplacian…
We study the systems of Euler equations which arise from agent-based dynamics driven by velocity \emph{alignment}. It is known that smooth solutions of such systems must flock, namely -- the large time behavior of the velocity field…
The sliced-Wasserstein flow is an evolution equation where a probability density evolves in time, advected by a velocity field computed as the average among directions in the unit sphere of the optimal transport displacements from its 1D…
Stochastic normalizing flows are a class of deep generative models that combine normalizing flows with Monte Carlo updates and can be used in lattice field theory to sample from Boltzmann distributions. In this proceeding, we outline the…
We present a discretization-free scalable framework for solving a large class of mass-conserving partial differential equations (PDEs), including the time-dependent Fokker-Planck equation and the Wasserstein gradient flow. The main…
We formulate the stochastic differential equations for non-linear hydrodynamic fluctuations. The equations incorporate the random forces through a random stress tensor and random heat flux as in the Landau and Lifshitz theory. However, the…