187 citations · 727 across the 42 of their papers we have counts for
12 papers · 1 filter
The Kinetic Fokker-planck Equation With Mean Field Interaction
Arnaud Guillin, Wei Liu, Liming Wu +1
We study the long time behaviour of the kinetic Fokker-Planck equation with mean field interaction, whose limit is often called Vlasov-Fkker-Planck equation. We prove a uniform (in…
Well-posedness of Backward Stochastic Partial Differential Equations with Lyapunov Condition
Wei Liu, Rongchan Zhu
In this paper we show the existence and uniqueness of strong solutions for a large class of backward SPDE where the coefficients satisfy a specific type Lyapunov condition instead…
Small Time Asymptotics for SPDEs with Locally Monotone Coefficients
Shihu Li, Wei Liu, Yingchao Xie
This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in genera…
Uniform Poincar{é} and logarithmic Sobolev inequalities for mean field particles systems
Arnaud Guillin, Wei Liu, Liming Wu +1
In this paper we establish some explicit and sharp estimates of the spectral gap and the log-Sobolev constant for mean field particles system, uniform in the number of particles, w…
Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
Wei Liu, Michael Röckner, José Luís da Silva
In this paper strong dissipativity of generalized time-fractional derivatives on Gelfand triples of properly in time weighted -path spaces is proved. In particular, the classi…
Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods
Zhenyu Bao, Jingwen Tang, Yan Shen +1
In this paper, a general theorem on the equivalence of pth moment stability between stochastic differential delay equations (SDDEs) and their numerical methods is proved under the…
-solutions for stochastic Navier-Stokes equations with jump noise
Jiahui Zhu, Zdzisław Brzeźniak, Wei Liu
We study the existence and uniqueness of solutions of 2D Stochastic Navier-Stokes equation with space irregular jump noise for initial data in certain Sobolev spaces of negative or…
Vector-valued -variational inequalities for averaging operators and Hilbert transform
Guixiang Hong, Wei Liu, Tao Ma
Recently, in \cite{GXHTM}, the authors established -boundedness of vector-valued -variational inequalities for averaging operators which take values in the Banach space sat…
Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations
Chang-Song Deng, Wei Liu
The semi-implicit Euler-Maruyama (EM) method is investigated to approximate a class of time-changed stochastic differential equations, whose drift coefficient can grow super-linear…
Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients
Wei Liu, Michael Röckner, Xiaobin Sun +1
This paper is devoted to proving the strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients, where the slow component…
Global injectivity of differentiable maps via W-condition in R^2
Wei Liu
In this paper, we study the intrinsic relation between the global injectivity of differentiable local homeomorphisms and the rate that tends to zero of in $\mathbb{R}…
A minimax principle to the injectivity of the Jacobian conjecture
Wei Liu, Quan Xu
The main result of this paper is to prove some type of Real Jacobian Conjecture. It is proved by the Minimax Principle and asserts if the eigenvalues of are bounded from ze…