arXiv subjects

Evelina Shamarova

Publications and source records attributed to Evelina Shamarova.

At least 19 recordsLinked to original sources

arXiv2025

Singular SPDEs with the Cauchy-Riemann operator on a torus

We prove the existence of solution to the following $\mathbb{C}^3$-valued singular SPDE on the 2D torus $\mathbb{T}^2$: \begin{align} \label{CR} \partial_{\bar z} r = r \times \overline{r} + i \, γ\, {\mathscr W}, \tag{CR} \end{align} where $\partial_{\bar z}: = \frac12(\partial_x + i \partial_y)$ is the Cauchy-Riemann operator on $\mathbb{T}^2$, ${\mathscr W} = ({\scriptstyle {\mathscr W}_1}, {\scriptstyle {\mathscr W}_2}, {\scriptstyle {\mathscr W}_3})$ is a real 3D white noise on $\mathbb{T}^2$ whose component ${\scriptstyle {\mathscr W}_3}$ has zero mean over $\mathbb{T}^2$, $γ: = (γ_1,γ_2,γ_3)$ is an $\mathbb{R}^3$-vector and $γ\, {\mathscr W}: = (γ_1 {\scriptstyle {\mathscr W}_1}, γ_2 {\scriptstyle {\mathscr W}_2}, γ_3 {\scriptstyle {\mathscr W}_3})$.

math.PR↗

arXiv2025

Steady states of FitzHugh-Nagumo-type systems with sign-changing coefficients

We establish existence and multiplicity results for steady-state solutions of spatially heterogeneous FitzHugh-Nagumo-type systems, extending the existing theory from constant to variable coefficients that may change sign. Specifically, we study the system Specifically, we study the system \begin{align*} -Δu + a(x)v &= f(x,u) && \text{in } \mathbb{R}^N, \\ -Δv + b(x)v &= c(x)u && \text{in } \mathbb{R}^N. \end{align*} where $N \geqslant 3$, the coefficients $a,b,c : \mathbb{R}^N \to \mathbb{R}$ are $L^\infty_{\mathrm{loc}}$-functions bounded from below, and $f:\mathbb{R}^N \times \mathbb{R} \to \mathbb{R}$ is a Carathéodory function with subcritical growth. For assumptions permitting sign changes and non-coercivity of the coefficients, we prove the existence of a mountain pass solution. In the case where $a,b,c$ do not change sign, still allowing non-coercive behavior, we additionally establish the existence of componentwise positive and negative solutions.

math.AP↗

arXiv2023

Solutions with positive components to quasilinear parabolic systems

We obtain sufficient conditions for the existence and uniqueness of solutions with non-negative components to general quasilinear parabolic problems \begin{equation*} \partial_t u^k = \sum_{i,j=1}^n a_{ij} (t,x,u)\partial^2_{x_i x_j}\!u^k + \sum_{i=1}^n b_i (t,x,u, \partial_x u) \partial_{x_i} u^k +\, c^k(t,x,u,\partial_x u), \\ u^k(0,x) = φ^k(x), \\ u^k(t,\,\cdot\,) = 0, \quad \text{on } \partial \mathbb F, k=1,2, \dots, m, \quad x\in\mathbb F, \;\; t>0. \end{equation*} Here, $\mathbb F$ is either a bounded domain or $\mathbb R^n$; in the latter case, we disregard the boundary condition. We apply our results to study the existence and asymptotic behavior of componentwise non-negative solutions to the Lotka-Volterra competition model with diffusion. In particular, we show the convergence, as $t\to+\infty$, of the solution for a 2-species Lotka-Volterra model, whose coefficients vary in space and time, to a solution of the associated elliptic problem.

math.AP↗

arXiv2022

Touchdown solutions in general MEMS models

We study general equations modeling electrostatic MEMS devices \begin{equation} \begin{cases} \label{P} φ\big(r,- u'(r)\big)=λ\int_0^r\frac{f(s)}{g(u(s))}\,\mathrm{d}s, & r\in(0,1), \\ 0 < u(r) < 1, & r\in(0,1), \\ u(1) = 0, \tag{$P_λ$} \end{cases} \end{equation} where $φ$, $g$, $f$ are some functions on $[0,1]$ and $λ>0$ is a parameter. We obtain results on the existence and regularity of a touchdown solution to \eqref{P} and find upper and lower bounds on the respective pull-in voltage. In the particular case, when $φ(r,v) = r^α|v|^βv$, i.e., when the associated differential equation involves the operator $r^{-γ}(r^α|u'|^βu')'$, we obtain an exact asymptotic behavior of the touchdown solution in a neighborhood of the origin.

math.AP↗

arXiv2022

Existence, multiplicity and classification results for solutions to $k$-Hessian equations with general weights

The aim of this paper is to study negative classical solutions to a $k$-Hessian equation involving a nonlinearity with a general weight \begin{equation} \label{Eq:Ma:0} \tag{$P$} \begin{cases} S_k(D^2u)= λρ(|x|) (1-u)^q &\mbox{in }\;\; B,\\ u=0 &\mbox{on }\partial B. \end{cases} \end{equation} Here, $B$ denotes the unit ball in $\mathbb R^n\!$, $n>2k$, $λ$ is a positive parameter and $q>k$ with $k\in \mathbb N$. The function $rρ'(r)/ρ(r)$ satisfies very general conditions in the radial direction $r=|x|$. We show the existence, nonexistence, and multiplicity of solutions to Problem \eqref{Eq:Ma:0}. The main technique used for the proofs is a phase-plane analysis related to a non-autonomous dynamical system associated to the equation in \eqref{Eq:Ma:0}. Further, using the aforementioned non-autonomous system, we give a comprehensive characterization of $P_2$-, $P_3^+$-, $P_4^+$-solutions to the related problem \begin{equation*} \begin{cases} S_k(D^2 w)= ρ(|x|) (-w)^q, \\ w<0, \end{cases} \end{equation*} given on the entire space $\mathbb R^n\!$. In particular, we describe new classes of solutions: fast decay $P^+_3$-solutions and $P_4^+$-solutions.

math.AP↗

arXiv2022

Gaussian-type density bounds for solutions to multidimensional backward SDEs and application to gene expression

We obtain upper and lower Gaussian-type bounds on the density of each component $Y^i_t$ of the solution $Y_t$ to a multidimensional non-Markovian backward SDE. Our approach is based on the Nourdin-Viens formula and a stochastic version of Wazewski's theorem on the positivity of the components of a solution to an ODE. Furthermore, we apply our results to stochastic gene expression; namely, we estimate the density of the law of the amount of protein generated by a gene in a gene regulatory network.

math.PR↗

arXiv2022

Singular solutions to $k$-Hessian equations with fast-growing nonlinearities

We study a class of elliptic problems, involving a $k$-Hessian and a very fast-growing nonlinearity, on a unit ball. We prove the existence of a radial singular solution and obtain its exact asymptotic behavior in a neighborhood of the origin. Furthermore, we study the multiplicity of regular solutions and bifurcation diagrams. An essential ingredient of this study is analyzing the number of intersection points between the singular and regular solutions for rescaled problems. In the particular case of the exponential nonlinearity, we obtain the convergence of regular solutions to the singular and analyze the intersection number depending on the parameter $k$ and the dimension $d$.

math.AP↗

arXiv2021

Smoothness of densities for path-dependent SDEs under Hörmander's condition

We establish the existence of smooth densities for solutions to a broad class of path-dependent SDEs under a Hörmander-type condition. The classical scheme based on the reduced Malliavin matrix turns out to be unavailable in the path-dependent context. We approach the problem by lifting the given $n$-dimensional path-dependent SDE into a suitable $L_p$-type Banach space in such a way that the lifted Banach-space-valued equation becomes a state-dependent reformulation of the original SDE. We then formulate Hörmander's bracket condition in $\mathbb R^n$ for non-anticipative SDE coefficients defining the Lie brackets in terms of vertical derivatives in the sense of the functional Itô calculus. Our pathway to the main result engages an interplay between the analysis of SDEs in Banach spaces, Malliavin calculus, and rough path techniques.

math.PR↗

arXiv2019

Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs

We obtain an existence and uniqueness theorem for fully coupled forward-backward SDEs (FBSDEs) with jumps via the classical solution to the associated quasilinear parabolic partial integro-differential equation (PIDE), and provide the explicit form of the FBSDE solution. Moreover, we embed the associated PIDE into a suitable class of non-local quasilinear parabolic PDEs which allows us to extend the methodology of Ladyzhenskaya et al (1968) to non-local PDEs of this class. Namely, we obtain the existence and uniqueness of a classical solution to both the Cauchy problem and the initial-boundary value problem for non-local quasilinear parabolic second-order PDEs.

math.PR↗

arXiv2019

Burgers equation in the adhesion model

We prove the existence and uniqueness of a classical solution to a multidimensional non-potential stochastic Burgers equation with Hölder continuous initial data. Our motivation is the adhesion model in the theory of formation of the large-scale structure of the universe. Importantly, we drop the assumption on the potentiality of the velocity flow that has been questioned in physics literature.

math.AP↗

arXiv2019

Classical solution to a multidimensional stochastic Burgers equation via forward-backward SDEs

In this paper, we address the problem of existence and uniqueness of a global classical solution to a multidimensional stochastic Burgers equation without gradient-type assumptions on the force or the initial condition. The equation is first transformed to a random PDE, and then solved via the associated forward-backward SDE. Additionally, we obtain a new a priori gradient estimate valid for a large class of second-order quasilinear parabolic PDEs which becomes an important tool in our approach. Also, we study the stochastic Burgers equation in the vanishing viscosity limit.

math.PR↗

arXiv2019

Gaussian density estimates for solutions of fully coupled forward-backward SDEs

We obtain upper and lower Gaussian density estimates for the law of each component of the solution to a one-dimensional fully coupled forward-backward SDE (FBSDE). Our approach relies on the link between FBSDEs and quasilinear parabolic PDEs, and is fully based on the use of classical results on PDEs rather than on manipulation of FBSDEs, compared to other papers on this topic. This essentially simplifies the analysis.

math.PR↗

arXiv2017

Improved residuals for linear regression models under heteroskedasticity of unknown form

In this work we introduce a new residual for normal linear models that are suitable for situations in which we are dealing with heteroskedasticity of unknown form, they are referred to by principal component analysis (PCA) residuals. These residuals are obtained through a linear transformation of the ordinary residuals, by means of a spectral analysis on a heteroskedasticity-consistent estimator of the covariance matrix. The resulting residuals are independent and normally distributed. These residuals provide a simple way to check several assumptions that underlie the normal linear regression model, as well as model adequacy. Since they are independent and normally distributed, one may apply several results on independent random variables directly to these residuals. Finally, we provide an application to real data to illustrate the usefulness of our residuals.

stat.ME↗

arXiv2017

Hedging in a market with jumps - an FBSDE approach

We propose a model for hedging in a market with jumps for a large investor. The dynamics of the stock prices and the value process is governed by forward-backward SDEs driven by Teugels martingales. Unlike known FBSDE market models, ours accounts for jumps in stock prices. Moreover, it allows to find an optimal hedging strategy.

q-fin.PR↗

arXiv2017

Backward stochastic differential equation approach to modeling of gene expression

In this article, we introduce a novel backward method to model stochastic gene expression and protein level dynamics. The protein amount is regarded as a diffusion process and is described by a backward stochastic differential equation (BSDE). Unlike many other SDE techniques proposed in the literature, the BSDE method is backward in time; that is, instead of initial conditions it requires the specification of endpoint ("final") conditions, in addition to the model parametrization. To validate our approach we employ Gillespie's stochastic simulation algorithm (SSA) to generate (forward) benchmark data, according to predefined gene network models. Numerical simulations show that the BSDE method is able to correctly infer the protein level distributions that preceded a known final condition, obtained originally from the forward SSA. This makes the BSDE method a powerful systems biology tool for time reversed simulations, allowing, for example, the assessment of the biological conditions (e.g. protein concentrations) that preceded an experimentally measured event of interest (e.g. mitosis, apoptosis, etc.).

physics.bio-ph↗

arXiv2017

Uniform approximation of the heat kernel on a manifold

We approximate the heat kernel $h(x,y,t)$ on a compact connected Riemannian manifold $M$ without boundary uniformly in $(x,y,t)\in M\times M\times [a,b]$, $a>0$, by $n$-fold integrals over $M^n$ of the densities of Brownian bridges. Moreover, we provide an estimate for the uniform convergence rate. As an immediate corollary, we get a uniform approximation of solutions of the Cauchy problem for the heat equation on $M$.

math.PR↗

arXiv2016

Solution to the Navier-Stokes equations with random initial data

We construct a solution to the spatially periodic $d$-dimensional Navier-Stokes equations with a given distribution of the initial data. The solution takes values in the Sobolev space $H^α$, where the index $α\in R$ is fixed arbitrary. The distribution of the initial value is a Gaussian measure on $H^α$ whose parameters depend on $α$. The Navier-Stokes solution is then a stochastic process verifying the Navier-Stokes equations almost surely. It is obtained as a limit in distribution of solutions to finite-dimensional ODEs which are Galerkin-type approximations for the Navier-Stokes equations. Moreover, the constructed Navier-Stokes solution $U(t,ω)$ possesses the property: $$E[f(U(t,ω))] = \int_{H^α} f(e^{tνΔ} u) γ(du)$$, where $f \in L_1(γ)$, $e^{t Δ}$ is the heat semigroup, $ν$ is the viscosity in the Navier-Stokes equations, and $γ$ is the distribution of the initial data.

math.AP↗

arXiv2015

Path-dependent Itô formulas under finite $(p,q)$-variation regularity

In this work, we establish pathwise functional Itô formulas for non-smooth functionals of real-valued continuous semimartingales. Under finite $(p,q)$-variation regularity assumptions in the sense of two-dimensional Young integration theory, we establish a pathwise local-time decomposition $$F_t(X_t) = F_0(X_0)+ \int_0^t\nabla^hF_s(X_s)ds + \int_0^t\nabla^wF_s(X_s)dX(s) - \frac{1}{2}\int_{-\infty}^{+\infty}\int_0^t(\nabla^w_xF_s)(^{x}X_s)d_{(s,x)}\ell^x(s).$$ Here, $X_t= \{X(s); 0\le s\le t\}$ is the continuous semimartingale path up to time $t\in [0,T]$, $\nabla^h$ is the horizontal derivative, $(\nabla^w_x F_s)(^{x}X_s)$ is a weak derivative of $F$ with respect to the terminal value $x$ of the modified path $^{x}X_s$ and $\nabla^w F_s(X_s) = (\nabla^w_x F_s)(^{x} X_s)|_{x=X(s)}$. The double integral is interpreted as a space-time 2D-Young integral with differential $d_{(s,x)}\ell^x(s)$, where $\ell$ is the local-time of $X$. Under less restrictive joint variation assumptions on $(\nabla^w_x F_t)(^{x} X_t)$, functional Itô formulas are established when $X$ is a stable symmetric process. Singular cases when $x\mapsto (\nabla^w_x F_t)(^{x}X_t)$ is smooth off random bounded variation curves are also discussed. The results of this paper extend previous change of variable formulas in Cont and Fournié and also Peskir, Feng and Zhao and Elworhty, Truman and Zhao in the context of path-dependent functionals. In particular, we provide a pathwise path-dependent version of the classical Föllmer-Protter-Shiryaev formula for continuous semimartingales.

math.PR↗