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We consider a class of space-time coupled evolution equations (CEEs), obtained by a subordination of the heat operator. Our CEEs reformulate and extend known governing equations of non-Markovian processes arising as scaling limits of…

Analysis of PDEs · Mathematics 2019-03-12 John Herman , Ifan Johnston , Lorenzo Toniazzi

This paper considers a general framework for the study of the existence of quasi-variational and variational solutions to a class of nonlinear evolution systems in convex sets of Banach spaces describing constraints on a linear combination…

Analysis of PDEs · Mathematics 2018-09-07 Fernando Miranda , José Francisco Rodrigues , Lisa Santos

We consider an initial value problem for time-fractional evolution equation in Banach space $X$: $$ \pppa (u(t)-a) = Au(t) + F(t), \quad 0<t<T. \eqno{(*)} $$ Here $u: (0,T) \rrrr X$ is an $X$-valued function defined in $(0,T)$, and $a \in…

Analysis of PDEs · Mathematics 2025-02-11 Giuseppe Floridia , Fikret Golgeleyen , Masahiro Yamamoto

Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…

Analysis of PDEs · Mathematics 2018-09-03 Lorenzo Toniazzi

This paper is a continuation of [13], where new variational principles were introduced based on the concept of anti-selfdual (ASD) Lagrangians. We continue here the program of using these Lagrangians to provide variational formulations and…

Analysis of PDEs · Mathematics 2007-05-23 Nassif Ghoussoub , Leo Tzou

In this paper we consider a class of time-dependent neutral stochastic functional differential equations with finite delay driven by a fractional Brownian motion in a Hilbert space. We prove an existence and uniqueness result for the mild…

Probability · Mathematics 2016-10-31 B. Boufoussi , S. Hajji , E. Lakhel

We study the long-time behavior of solutions of the $k$-Hessian evolution equation $u_t=S_{k}(D^2 u)$, posed on a bounded domain of the $n$-dimensional space with homogeneous boundary conditions. To this end, we construct a separable…

Analysis of PDEs · Mathematics 2018-12-11 Justino Sánchez

We get stationary solutions of a free stochastic partial differential equation. As an application, we prove equality of non-microstate and microstate free entropy dimensions under a Lipschitz like condition on conjugate variables, assuming…

Operator Algebras · Mathematics 2013-03-11 Yoann Dabrowski

We consider evolution equations of the form \begin{equation*}\label{Abstract equation} \dot u(t)+ A(t)u(t)=0,\ \ t\in[0,T],\ \ u(0)=u_0, \end{equation*} where $A(t),\ t\in [0,T],$ are associated with a non-autonomous sesquilinear form…

Functional Analysis · Mathematics 2018-07-10 El-Mennaoui Omar , Hafida Laasri

We present new local and global dynamic bifurcation results for nonlinear evolution equations of the form $u_t+A u=f_\lambda(u)$ on a Banach space $X$, where $A$ is a sectorial operator, and $\lambda\in R$ is the bifurcation parameter.…

Dynamical Systems · Mathematics 2016-12-28 Desheng Li , Zhi-Qiang Wang

Convergence of a full discretization of a second order stochastic evolution equation with nonlinear damping is shown and thus existence of a solution is established. The discretization scheme combines an implicit time stepping scheme with…

Probability · Mathematics 2016-10-12 Etienne Emmrich , David Šiška

Optimal control and the associated second-order path-dependent Hamilton-Jacobi-Bellman (PHJB) equation are studied for unbounded functional stochastic evolution systems in Hilbert spaces. The notion of viscosity solution without…

Optimization and Control · Mathematics 2024-02-27 Shanjian Tang , Jianjun Zhou

In this paper, we discuss the well-posedness of the Cauchy problem associated with the third-order evolution equation in time $$ u_{ttt} +A u + \eta A^{\frac13} u_{tt} +\eta A^{\frac23} u_t=f(u) $$ where $\eta>0$, $X$ is a separable Hilbert…

Analysis of PDEs · Mathematics 2021-06-08 Flank D. M. Bezerra , Alexandre N. Carvalho , Lucas A. Santos

We generalize the Beurling--Deny--Ouhabaz criterion for parabolic evolution equations governed by forms to the non-autonomous, non-homogeneous and semilinear case. Let $V, H$ are Hilbert spaces such that $V$ is continuously and densely…

Analysis of PDEs · Mathematics 2016-09-14 Dominik Dier

We investigate existence, uniqueness and regularity for local solutions of rough parabolic equations with subcritical noise of the form $du_t- L_tu_tdt= N(u_t)dt + \sum_{i = 1}^dF_i(u_t)d\mathbf X^i_t$ where $(L_t)_{t\in[0,T]}$ is a…

Analysis of PDEs · Mathematics 2021-08-24 Andris Gerasimovics , Antoine Hocquet , Torstein Nilssen

In this paper, we develop a new general approach to the existence and uniqueness theory of infinite dimensional stochastic equations of the form dX+A(t)Xdt = XdW in (0;T)xH, where A(t) is a nonlinear monotone and demicontinuous operator…

Probability · Mathematics 2018-06-18 Viorel Barbu , Michael Röckner

We consider evolution differential equations in Fr\'echet spaces that possess unconditional Schauder basis and construct a version of the majorant functions method to obtain existence theorems for Cauchy problems. Applications to PDE and…

Analysis of PDEs · Mathematics 2015-03-12 Oleg Zubelevich

We study a class of stochastic evolution equations in a Banach space $E$ driven by cylindrical Wiener process. Three different concept of solutions: generalised strong, weak and mild are defined and the conditions under which they are…

Functional Analysis · Mathematics 2014-02-27 Mariusz Górajski

This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…

Probability · Mathematics 2015-09-28 Le Chen , Yaozhong Hu , David Nualart

This work deals with a Skorokhod problem driven by a maximal operator: \begin{aligned} &du(t)+Au(t)(dt)\ni f(t)dt+dM(t), \; 0<t<T,\\ &u(0)=u_{0}, \end{aligned} which is a multivalued deterministic differential equation with a singular…

Dynamical Systems · Mathematics 2014-02-05 Aurel Rascanu