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Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the…

Probability · Mathematics 2009-10-24 Kai Du , Shanjian Tang

We consider singular quasilinear stochastic partial differential equations (SPDEs) studied in \cite{FHSX}, which are defined in paracontrolled sense. The main aim of the present article is to establish the global-in-time solvability for a…

Probability · Mathematics 2021-06-03 Tadahisa Funaki , Bin Xie

We derive stability criteria for saddle points of a class of nonsmooth optimization problems in Hilbert spaces arising in PDE-constrained optimization, using metric regularity of infinite-dimensional set-valued mappings. A main ingredient…

Optimization and Control · Mathematics 2017-02-13 Christian Clason , Tuomo Valkonen

The aim of this paper is to prove the existence and smoothness of stable and unstable invariant manifolds for a stochastic delayed partial differential equation of parabolic type. The stochastic delayed partial differential equation is…

Dynamical Systems · Mathematics 2023-06-13 Wenjie Hu , Quanxin Zhu , Tomás Caraballo

We study a model elliptic pseudo-differential equation and simplest boundary value problems for a half-space and a special cone in Sobolev--Slobodetskii spaces which have different smoothness with respect to separate variables. Sufficient…

Analysis of PDEs · Mathematics 2023-02-21 Vladimir Vasilyev , Victor Polunin , Igor Shmal

We provide a proof of global regularity of solutions of coupled Navier-Stokes equations and Fokker-Planck equations, in two spatial dimensions, in the absence of boundaries. The proof yields a priori estimates for the growth of spatial…

Analysis of PDEs · Mathematics 2009-01-29 Peter Constantin , Gregory Seregin

A new explicit stochastic scheme of order 1 is proposed for solving commutative stochastic differential equations (SDEs) with non-globally Lipschitz continuous coefficients. The proposed method is a semi-tamed version of Milstein scheme to…

Numerical Analysis · Mathematics 2021-10-13 Yulong Liu , Yuanling Niu , Xiujun Cheng

We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…

Probability · Mathematics 2017-05-16 Ennio Fedrizzi , Franco Flandoli , Enrico Priola , Julien Vovelle

We consider nonlinear Schr\"odinger equations on flat tori satisfying a simple and explicit Diophantine non-degeneracy condition. Provided that the nonlinearity contains a cubic term, we prove the almost global existence and stability of…

Analysis of PDEs · Mathematics 2025-06-25 Joackim Bernier , Nicolas Camps

In this article we study the existence and uniqueness of solutions of stochastic continuity equation with irregular coefficients.

Analysis of PDEs · Mathematics 2017-02-06 David A. C. , Christian Olivera

This paper gives out the solution of divergent Navier-Stokes equations, and shows that in this case, under a physicalacceptable condition, the solution would be smooth .

Mathematical Physics · Physics 2011-08-23 Yimin Yan

This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…

Probability · Mathematics 2015-09-21 Achref Bachouch , Mohamed Anis Ben Lasmar , Anis Matoussi , Mohamed Mnif

In the paper stochastic Volterra equations of nonscalar type in Hilbert space are studied. The aim of the paper is to provide some results on stochastic convolution and mild solutions to those Volterra equations. The motivation of the paper…

Probability · Mathematics 2007-05-23 Anna Karczewska

We present fast, spatially dispersionless and unconditionally stable high-order solvers for Partial Differential Equations (PDEs) with variable coefficients in general smooth domains. Our solvers, which are based on (i) A certain "Fourier…

Numerical Analysis · Mathematics 2012-09-05 O. P. Bruno , A. Prieto

This article is devoted to a regularity criteria for solutions of the Navier-Stokes equations in terms of regularity along the stream lines. More precisely, we prove that a suitable weak solution for the Navier-Stokes equations is regular…

Analysis of PDEs · Mathematics 2007-12-03 Chi Hin Chan

Forward self-similar and discretely self-similar weak solutions of the Navier-Stokes equations are known to exist globally in time for large self-similar and discretely self-similar initial data and are known to be regular outside of a…

Analysis of PDEs · Mathematics 2023-06-28 Zachary Bradshaw , Patrick Phelps

The problem of finding roots or solutions of a nonlinear partial differential equation may be formulated as the problem of minimizing a sum of squared residuals. One then defines an evolution equation so that in the asymptotic limit a…

Analysis of PDEs · Mathematics 2011-12-15 Parimah Kazemi , Robert Renka

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

Probability · Mathematics 2018-12-12 Zhao Dong , Rangrang Zhang

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 lifting of path-dependent SDEs. We investigate existence of…

Probability · Mathematics 2019-10-14 Federica Masiero , Carlo Orrieri , Gianmario Tessitore , Giovanni Zanco

This article proposes and analyzes explicit and easily implementable temporal numerical approximation schemes for additive noise-driven stochastic partial differential equations (SPDEs) with polynomial nonlinearities such as, e.g.,…

Probability · Mathematics 2021-11-02 Sebastian Becker , Arnulf Jentzen