Related papers: A Local time correspondence for stochastic partial…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…
For a number of nonlocal nonlinear equations such as nonlocal, nonlinear Schr\"odinger equation (NLSE), nonlocal Ablowitz-Ladik (AL), nonlocal, saturable discrete NLSE (DNLSE), coupled nonlocal NLSE, coupled nonlocal AL and coupled…
We consider non-linear time-fractional stochastic heat type equation $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0, \beta\in (0,1)$,…
We consider the nonlinear Schroedinger equation in higher dimension with Dirichlet boundary conditions and with a non-local smoothing nonlinearity. We prove the existence of small amplitude periodic solutions. In the fully resonant case we…
We study local existence and uniqueness for a surface growth model with space-time white noise in 2D. Unfortunately, the direct fixed-point argument for mild solutions fails here, as we do not have sufficient regularity for the stochastic…
The present work provides a systematic approach for the design of sampled-data observers to a wide class of 1-D, parabolic PDEs with non-local outputs. The studied class of parabolic PDEs allows the presence of globally Lipschitz nonlinear…
We consider a non-linear parabolic partial differential equation (PDE) on $\mathbb R^d$ with a distributional coefficient in the non-linear term. The distribution is an element of a Besov space with negative regularity and the non-linearity…
We prove the existence of global-in-time regular solutions to a system of stochastic quadratic reaction-diffusion equations. Global-in-time existence is based on a $L^\infty$-estimate obtained by an approach {\`a} la De Giorgi, as in…
The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…
We study numerical schemes for Stochastic Partial Differential Equations (SPDEs). We introduce a general method of proof of non-asymptotic uniform in time error bounds on numerical integrators for SPDEs, ensuring the schemes capture both…
In this paper we establish local and global existence and uniqueness of solutions for general nonlinear evolution equations with coefficients satisfying some local monotonicity and generalized coercivity conditions. An analogous result is…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…
This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two blocks: the core matter (Chapters 1 to 6) and the appendices…
In this article, we study the space-time SPDE $$ \partial_t^\beta u=-(-\Delta)^{\alpha/2} u+I_t^{1-\beta}[b(u)+\sigma(u)\dot{W}],$$ where $u=u(t,x)$ is defined for $(t,x)\in\mathbb{R}_+\times \mathbb{R},$ $\beta\in(0,1), \alpha\in(0,2)$ and…
This article investigates the existence, uniqueness, and regularity of solutions to nonlinear stochastic reaction-diffusion-advection equations (SRDAEs) with spatially homogeneous colored noises and infinitesimal generators of subordinate…
We develop a solution theory in H\"older spaces for a quasilinear stochastic PDE driven by an additive noise. The key ingredients are two deterministic PDE Lemmas which establish a priori H\"older bounds for an equation with irregular right…
In this paper, we present a methodology for establishing constructive proofs of existence of smooth, stationary, non-radial localized patterns in the planar Swift-Hohenberg equation. Specifically, given an approximate solution $u_0$, we…
In this paper we prove a parabolic version of the Littlewood-Paley inequality for a class of time-dependent local and non-local operators of arbitrary order, and as an application we show this inequality gives a fundamental estimate for the…
Elliptic stochastic differential equations (SDE) make sense when the coefficients are only continuous. We study the corresponding linearized SDE whose coefficients are not assumed to be locally bounded. This leads to existence of…
Consider the approximation of stochastic Allen-Cahn-type equations (i.e. $1+1$-dimensional space-time white noise-driven stochastic PDEs with polynomial nonlinearities $F$ such that $F(\pm \infty)=\mp \infty$) by a fully discrete space-time…