1 citations · 1 across the 7 of their papers we have counts for
8 papers
The Burgers' Equation in the Hermite-Sobolev Spaces
Suprio Bhar, Rajeev Bhaskaran, Barun Sarkar
In this paper, we show existence and uniqueness of solutions to the viscous Burgers' equation in , when the initial condition is in Hermite-Sobolev space of ind…
Products and Convolutions in Hermite-Sobolev spaces
Suprio Bhar, Rajeev Bhaskaran
In this paper, we show that the product, or equivalently the convolutions of two functions in the Hermite-Sobolev spaces is again in the same space, f…
A note on invariant manifolds for stochastic partial differential equations in the framework of the variational approach
Rajeev Bhaskaran, Stefan Tappe
In this note we provide conditions for local invariance of finite dimensional submanifolds for solutions to stochastic partial differential equations (SPDEs) in the framework of th…
Existence and Uniqueness of Stochastic PDEs associated with the Forward Equations: An Approach using Alternate Norms
Suprio Bhar, Rajeev Bhaskaran, Arvind Kumar Nath
We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, and are c…
Stochastic model for barrier crossings and fluctuations in local timescale
Rajeev Bhaskaran, Vijay Ganesh Sadhasivam
The problem of computing the rate of diffusion-aided activated barrier crossings between metastable states is one of broad relevance in physical sciences. The transition path forma…
Asymptotic Distribution of Brownian Excursions into an Interval
Rajeev Bhaskaran
In this paper, following earlier results in [2] we derive the asymptotic distribution as , of the excursion of Brownian motion straddling , into an interval $(a,b)…
Stochastic PDEs in for SDEs driven by Lévy noise
Suprio Bhar, Rajeev Bhaskaran, Barun Sarkar
In this article we show that a finite dimensional stochastic differential equation driven by a Lévy process can be formulated as a stochastic partial differential equation. We prov…
Solutions of SPDE's associated with a stochastic flow
Suprio Bhar, Rajeev Bhaskaran, Barun Sarkar
We consider the following stochastic partial differential equation, \begin{align*} &dY_t=L^\ast Y_tdt+A^\ast Y_t\cdot dB_t\\ &Y_0=ψ, \end{align*} associated with a stochastic flow…