Related papers: An asymptotic theory for randomly forced discrete …

We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We…

In this article, we study a class of stochastic partial differential equations with fractional differential operators subject to some time-independent multiplicative Gaussian noise. We derive sharp conditions, under which a unique global…

We establish both the existence and uniqueness of non-negative global solutions for the nonlinear heat equation $u_t-\Delta u=|x|^{-\gamma}\,u^q$, $0<q<1$, $\gamma>0$ in the whole space $\mathbb{R}^N$, and for non-negative initial data…

In this paper, we are considering the Cauchy problem of the nonlinear heat equation $u\_t -\Delta u= u^{3 },\ u(0,x)=u\_0$. After extending Y. Meyer's result establishing the existence of global solutions, under a smallness condition of the…

In this paper, enlightened by the asymptotic expansion methodology developed by Li(2013b) and Li and Chen (2016), we propose a Taylor-type approximation for the transition densities of the stochastic differential equations (SDEs) driven by…

This paper studies the large-time behavior of solutions to the quasilinear inhomogeneous parabolic equation with combined nonlinearities. This equation is a natural extension of the heat equations with combined nonlinearities considered by…

We use some tools from nonlinear analysis to study two examples of singular stochastic elliptic PDEs that cannot be solved by the contraction principle or the Schauder fixed point theorem. Let $\xi$ stand for a spatial white noise on a…

This article is focused on the asymptotic expansions, as time tends to infinity, of solutions of a system of ordinary differential equations with non-smooth nonlinear terms. The forcing function decays to zero in a very complicated but…

We prove that conservation of probability for the free heat semigroup on a Riemannian manifold $M$ (namely stochastic completeness), hence a linear property, is equivalent to uniqueness of positive, bounded solutions to nonlinear evolution…

We study the leading order behaviour of positive solutions of the equation -\Delta u +\varepsilon u-|u|^{p-2}u+|u|^{q-2}u=0,\qquad x\in\R^N, where $N\ge 3$, $q>p>2$ and when $\varepsilon>0$ is a small parameter. We give a complete…

Combining analytical and numerical methods, we study within the framework of the homogeneous non-linear Boltzmann equation, a broad class of models relevant for the dynamics of dissipative fluids, including granular gases. We use the new…

We study the problems of uniqueness for Hardy-H\'enon parabolic equations, which are semilinear heat equations with the singular potential (Hardy type) or the increasing potential (H\'enon type) in the nonlinear term. To deal with the…

We consider time-changed diffusions driven by generators with discontinuous coefficients. The PDE's connections are investigated and in particular some results on the asymptotic analysis according to the behaviour of the coefficients are…

Let $(X_i)_{i\geq 1}$ be a stationary mean-zero Gaussian process with covariances $\rho(k)=\PE(X_{1}X_{k+1})$ satisfying: $\rho(0)=1$ and $\rho(k)=k^{-D} L(k)$ where $D$ is in $(0,1)$ and $L$ is slowly varying at infinity. Consider the…

This paper develops further and systematically the asymptotic expansion theory that was initiated by Foias and Saut in [11]. We study the long-time dynamics of a large class of dissipative systems of nonlinear ordinary differential…

We present a well-posedness result for strong solutions of one-dimensional stochastic differential equations (SDEs) of the form $$\mathrm{d} X= u(\omega,t,X)\, \mathrm{d} t + \frac12 \sigma(\omega,t,X)\sigma'(\omega,t,X)\,\mathrm{d} t +…

Conditions for the existence and uniqueness of weak solutions for a class of nonlinear nonlocal degenerate parabolic equations are established. The asymptotic behaviour of the solutions as time tends to infinity are also studied. In…

The parabolic Anderson problem is the Cauchy problem for the heat equation $\partial_t u(t,z)=\Delta u(t,z)+\xi(z) u(t,z)$ on $(0,\infty)\times {\mathbb Z}^d$ with random potential $(\xi(z) \colon z\in {\mathbb Z}^d)$. We consider…

We consider the nonlinear damped Klein-Gordon equation \[ \partial_{tt}u+2\alpha\partial_{t}u-\Delta u+u-|u|^{p-1}u=0 \quad \text{on} \ \ [0,\infty)\times \mathbb{R}^N \] with $\alpha>0$, $2 \le N\le 5$ and energy subcritical exponents…

In this paper we study the approximation of the distribution of $X_t$ Hilbert--valued stochastic process solution of a linear parabolic stochastic partial differential equation written in an abstract form as $$ dX_t+AX_t dt = Q^{1/2} d W_t,…