Related papers: Lack of strong completeness for stochastic flows
We consider a one-dimensional aggregation-diffusion equation, which is the gradient flow in the Wasserstein space of a functional with competing attractive-repulsive interactions. We prove that the fully deterministic particle…
In this paper, we study the energy critical 1-equivariant Landau-Lifschitz flow mapping $\mathbb{R}^2$ to $\mathbb{S}^2$ with arbitrary given coefficients $\rho_1\in \mathbb{R}$, $\rho_2>0$. We prove that there exists a codimension one…
Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…
We provide sufficient conditions for the continuity of the free-boundary in a general class of finite-horizon optimal stopping problems arising for instance in finance and economics. The underlying process is a strong solution of one…
By a choice of new variables the pressure isotropy condition for spherically symmetric static perfect fluid spacetimes can be made a quadratic algebraic equation in one of the two functions appearing in it. Using the other variable as a…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…
A two-component-two-dimensional coupled with one-component-three-dimensional (2C2Dcw1C3D) flow may also be called a real Schur flow (RSF), as its velocity gradient is uniformly of real Schur form, the latter being the intrinsic local…
The two-dimensional free-boundary problem describing steady gravity waves with vorticity on water of finite depth is considered. Bounds for stream functions as well as free-surface profiles and the total head are obtained under the…
We consider the $L_2$-regularity of solutions to backward stochastic differential equations (BSDEs) with Lipschitz generators driven by a Brownian motion and a Poisson random measure associated with a L\'{e}vy process $(X_t)_{t\in[0,T]}$.…
We introduce and study Brownian motion on spaces of discrete regular curves in Euclidean space equipped with discrete Sobolev-type metrics. It has been established that these spaces of discrete regular curves are geodesically complete if…
A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an…
In a previous report, the second and third authors gave general theorems for unique strong solutions of infinite-dimensional stochastic differential equations (ISDEs) describing the dynamics of infinitely many interacting Brownian…
The Cauchy problem for a multidimensional linear transport equation with discontinuous coefficient is investigated. Provided the coefficient satisfies a one-sided Lipschitz condition, existence, uniqueness and weak stability of solutions…
We study the limit of the stochastic model for two dimensional second grade fluids subjected to the periodic boundary conditions as the stress modulus tends to zero. We show that under suitable conditions on the data the whole sequence of…
In the present paper we consider Schr\"odinger equations with variable coefficients and potentials, where the principal part is a long-range perturbation of the flat Laplacian and potentials have at most linear growth at spatial infinity.…
Given a smooth compact surface without focal points and of higher genus, it is shown that its geodesic flow is semi-conjugate to a continuous expansive flow with a local product structure such that the semi-conjugation preserves…
We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…
We study first- and second-order linear transport equations, as well as ODE and SDE flows, with velocity fields satisfying a one-sided Lipschitz condition. Depending on the time direction, the flows are either compressive or expansive. In…
This paper is concerned with a class of uncertain backward stochastic differential equations (UBSDEs) driven by both an $m$-dimensional Brownian motion and a $d$-dimensional canonical process with uniform Lipschitzian coefficients. Such…