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Assume that a stochastic process can be approximated, when some scale parameter gets large, by a fluid limit (also called mean field limit", or hydrodynamic limit"). A common practice, often called the ``fixed point approximation" consists in approxima ...
This work puts forward an extended definition of vector fractional Brownian motion (fBm) using a distribution theoretic formulation in the spirit of Gel′fand and Vilenkin's stochastic analysis. We introduce random vector fields that share the statistical i ...
The Uniformization Theorem due to Koebe and Poincaré implies that every compact Riemann surface of genus greater or equal to 2 can be endowed with a metric of constant curvature – 1. On the other hand, a compact Riemann surface is a complex algebraic curve ...
By means of an original approach, called 'method of the moving frame', we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path-dependent coefficients driven by an i ...
This work proposes and analyzes an anisotropic sparse grid stochastic collocation method for solving partial differential equations with random coefficients and forcing terms ( input data of the model). The method consists of a Galerkin approximation in th ...
Society for Industrial and Applied Mathematics2008
We investigate analytically, numerically, and experimentally the modulational instability in a layered, cubically nonlinear (Kerr) optical medium that consists of alternating layers of glass and air. We model this setting using a nonlinear Schrödinger (NLS ...
For the radial energy-supercritical nonlinear wave equation □u=−utt+△u=±u7 on R3+1, we prove the existence of a class of global in forward time C∞-smooth solutions with infinite critical Sobolev norm $\dot{H}^{\f ...
The bounded confidence model of opinion dynamics, introduced by Deffuant et al, is a stochastic model for the evolution of continuous-valued opinions within a finite group of peers. We prove that, as time goes to infinity, the opinions evolve globally into ...
In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical space and ...
In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical space and ...