Regularity and Pathwise bounds for probabilistic solutions of PDEs
Mouhamadou Sy

TL;DR
This paper introduces a new method to derive individual, pathwise bounds for solutions of PDEs from ensemble bounds, enhancing understanding of long-term behavior, with applications to nonlinear Schrödinger equations.
Contribution
It develops a flexible estimation procedure that transforms ensemble bounds into pathwise controls, differing from Bourgain's local wellposedness approach.
Findings
Provides new pathwise bounds for NLS solutions
Transforms ensemble bounds into individual solution controls
Enhances understanding of long-time solution behavior
Abstract
In this paper, we build a procedure that allows to establish regularity and controls in time for probabilistic solutions to PDEs. Probabilistic approaches to global wellposedness problems usually provide ensemble bounds on the solutions. These bounds are the main tools to ensure convergence procedures yielding the existence and uniqueness of global solutions. A question of interest consists in transforming such ensemble bounds into individual controls on the flow ; this, among other uses, gives valuable information on the long-time behavior of the solutions. Toward such question of bounds transformation, Bourgain initiated a successful procedure that exploited the local wellposedness of the PDE, with an estimate of the time of size-doubling. In this note, we construct an estimation procedure which relies on a different local requirement. It turns out that this substitute is flexible…
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Taxonomy
TopicsStochastic processes and financial applications · Mathematical and Theoretical Analysis · Risk and Portfolio Optimization
