activity
20132026
most citedSingular Stochastic Allen-Cahn equations with dynamic boundary conditions

16 citations · 49 across the 16 of their papers we have counts for

collaborators

20 papers

math-ph2026

Variational derivation of the homogeneous Boltzmann equation

Giada Basile, Dario Benedetto, Carlo Orrieri

We introduce a variational formulation of the homogeneous Boltzmann equation, with hard-sphere cross section, which selects the unique energy conserving solution. We prove that thi…

math.PR2025

Pathwise uniqueness by noise for singular stochastic PDEs

Davide Addona, Davide Bignamini, Carlo Orrieri +1

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-co…

math.PR2025

Weak stability by noise for approximations of doubly nonlinear evolution equations

Carlo Orrieri, Luca Scarpa, Ulisse Stefanelli

Doubly nonlinear stochastic evolution equations are considered. Upon assuming the additive noise to be rough enough, we prove the existence of probabilistically weak solutions of F…

math.PR2023

Weak uniqueness by noise for singular stochastic PDEs

Federico Bertacco, Carlo Orrieri, Luca Scarpa

We prove weak uniqueness of mild solutions for general classes of SPDEs on a Hilbert space. The main novelty is that the drift is only defined on a Sobolev-type subspace and no Höl…

math.PR2023

A note on regularity and separation for the stochastic Allen-Cahn equation with logarithmic potential

Carlo Orrieri, Luca Scarpa

We prove refined space-time regularity for the classical stochastic Allen-Cahn equation with logarithmic potential. This allows to establish a random separation property, i.e. that…

math.PR2021

Random separation property for stochastic Allen-Cahn-type equations

Federico Bertacco, Carlo Orrieri, Luca Scarpa

We study a large class of stochastic -Laplace Allen-Cahn equations with singular potential. Under suitable assumptions on the (multiplicative-type) noise we first prove existenc…

math.PR2021★ 10 cited

Large deviations for Kac-like walks

Giada Basile, Dario Benedetto, Lorenzo Bertini +1

We introduce a Kac's type walk whose rate of binary collisions preserves the total momentum but not the kinetic energy. In the limit of large number of particles we describe the dy…

math.OC2020★ 3 cited

Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: Equivalence and Gamma-convergence

Giulia Cavagnari, Stefano Lisini, Carlo Orrieri +1

This paper is devoted to the study of multi-agent deterministic optimal control problems. We initially provide a thorough analysis of the Lagrangian, Eulerian and Kantorovich formu…

math.PR2019

Semilinear Kolmogorov equations on the space of continuous functions via BSDEs

Federica Masiero, Carlo Orrieri, Gianmario Tessitore +1

We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifti…

math.AP2019

Wasserstein stability of porous medium-type equations on manifolds with Ricci curvature bounded below

Nicolò De Ponti, Matteo Muratori, Carlo Orrieri

Given a complete, connected Riemannian manifold with Ricci curvature bounded from below, we discuss the stability of the solutions of a porous medium-type equation…

math.AP2019★ 16 cited

Optimal control of stochastic phase-field models related to tumor growth

Carlo Orrieri, Elisabetta Rocca, Luca Scarpa

We study a stochastic phase-field model for tumor growth dynamics coupling a stochastic Cahn-Hilliard equation for the tumor phase parameter with a stochastic reaction-diffusion eq…

math.PR2018

Large deviations for interacting particle systems: joint mean-field and small-noise limit

Carlo Orrieri

We consider a system of stochastic interacting particles in and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a la…

math.AP2018★ 4 cited

A variational approach to the mean field planning problem

Carlo Orrieri, Alessio Porretta, Giuseppe Savaré

We investigate a first-order mean field planning problem of the form \begin{equation} \left\lbrace\begin{aligned} -\partial_t u + H(x,Du) &= f(x,m) &&\text{in } (0,T)\times \mathbb…

math.AP2018

Mean-field optimal control as Gamma-limit of finite agent controls

Massimo Fornasier, Stefano Lisini, Carlo Orrieri +1

This paper focuses on the role of a government of a large population of interacting agents as a mean field optimal control problem derived from deterministic finite agent dynamics.…

math.AP2017★ 16 cited

Singular Stochastic Allen-Cahn equations with dynamic boundary conditions

Carlo Orrieri, Luca Scarpa

We prove a well-posedness result for stochastic Allen-Cahn type equations in a bounded domain coupled with generic boundary conditions. The (nonlinear) flux at the boundary aims at…

math.PR2016

Ergodic maximum principle for stochastic systems

Carlo Orrieri, Gianmario Tessitore, Petr Veverka

We present a version of the stochastic maximum principle (SMP) for ergodic control problems. In particular we give necessary (and sufficient) conditions for optimality for controll…

math.PR2016

Stochastic maximum principle for SPDEs with delay

Giuseppina Guatteri, Federica Masiero, Carlo Orrieri

In this paper we develop necessary conditions for optimality, in the form of the Pontryagin maximum principle, for the optimal control problem of a class of infinite dimensional ev…

math.PR2015

Necessary stochastic maximum principle for dissipative systems on infinite time horizon

Carlo Orrieri, Petr Veverka

We develop a necessary stochastic maximum principle for a finite-dimensional stochastic control problem in infinite horizon under a polynomial growth and joint monotonicity assumpt…

math.PR2015

Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift

Marco Fuhrman, Carlo Orrieri

We prove a version of the stochastic maximum principle, in the sense of Pontryagin, for the finite horizon optimal control of a stochastic partial differential equation driven by a…

math.OC2013

A stochastic maximum principle with dissipativity conditions

Carlo Orrieri

In this paper we prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a finite dimensional stochastic differential equation, driven by a…