Related papers: Smooth Solutions of Non-linear Stochastic Partial …
We establish elliptic regularity for nonlinear inhomogeneous Cauchy-Riemann equations under minimal assumptions, and give a counterexample in a borderline case. In some cases where the inhomogeneous term has a separable factorization, the…
In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…
We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
We study smoothness of generalized solutions of nonlocal elliptic problems in plane bounded domains with piecewise smooth boundary. The case where the support of nonlocal terms can intersect the boundary is considered. We find conditions…
In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…
We show the global existence of smooth solutions of a nonlinear partial differential equation modeling the dynamics of spinodal decomposition in diffusive materials
We propose a probabilistic definition of solutions of semilinear elliptic equations with (possibly nonlocal) operators associated with regular Dirichlet forms and with measure data. Using the theory of backward stochastic differential…
We study the two-dimensional surface quasi-geostrophic equation on a bounded domain with a smooth boundary. Motivated by the three-dimensional incompressible Navier-Stokes equations and previous results in the entire space $\mathbb R^2$, we…
In this paper we study the existence of stationary solutions for stochastic partial differential equations. We establish a new connection between $L_{\rho}^2({\mathbb{R}^{d}};{\mathbb{R}^{1}}) \otimes…
We study a generalized 1d periodic SPDE of Burgers type: $$ \partial_t u =- A^\theta u + \partial_x u^2 + A^{\theta/2} \xi $$ where $\theta > 1/2$, $-A$ is the 1d Laplacian, $\xi$ is a space-time white noise and the initial condition $u_0$…
$H^2$-spatial regularity of stationary and non-stationary problems for Bingham fluids formulated with the pseudo-stress tensor is discussed. The problem is mathematically described by an elliptic or parabolic variational inequality of the…
We determine a considerable class of nonlinear partial differential equation systems which have global regular solutions. Uniqueness is not a direct general consequence of this method. The scheme can be applied to the incompressible Navier…
We establish the regularity results for solutions of nonlocal Venttsel' problems in polygonal and piecewise smooth two-dimensional domains.
In the paper, a new {\it slightly supercritical} condition, providing {\it local} regularity of axially symmetric solutions to the non-stationary 3D Navier-Stokes equations, is discussed. It generalises almost all known results in the local…
We study existence and stability of steady solutions of the isentropic compressible Navier-Stokes equations on a finite interval with non characteristic boundary conditions, for general not necessarily small-amplitude data. We show that…
We prove the existence of non-smooth solutions to fully nonlinear uniformly elliptic equations.
In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for…
The construction of stochastic solutions for nonlinear partial differential equations is a powerful method to obtain new exact results and to develop efficient numerical algorithms, in particular when domain decomposition techniques are…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…