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We consider nonlinear parabolic stochastic PDEs on a bounded Lipschitz domain driven by a Gaussian noise that is white in time and colored in space, with Dirichlet or Neumann boundary condition. We establish existence, uniqueness and moment…

Probability · Mathematics 2023-08-07 David Candil , Le Chen , Cheuk Yin Lee

In this paper, we investigate the existence and uniqueness of solutions for a fractional boundary value problem supplemented with nonlocal Riemann-Liouville fractional integral and Caputo fractional derivative boundary conditions. Our…

Classical Analysis and ODEs · Mathematics 2018-05-17 Faouzi Haddouchi

For elliptic systems with block structure in the upper half-space and t-independent coefficients, we settle the study of boundary value problems by proving compatible well-posedness of Dirichlet, regularity and Neumann problems in optimal…

Analysis of PDEs · Mathematics 2024-04-04 Pascal Auscher , Moritz Egert

Recent developments in quantum physics make heavy use of so-called "quantum trajectories." Mathematically, this theory gives rise to "stochastic Schr\"odinger equations", that is, perturbation of Schr\"odinger-type equations under the form…

Probability · Mathematics 2009-04-02 Clément Pellegrini

In this study, we investigate a mixed problem linked to a second-order parabolic equation, characterized by temporal dependencies and variable~coefficients, and constrained by non-local, non-self-adjoint boundary conditions. By defining…

Analysis of PDEs · Mathematics 2024-11-26 Yu. A. Mammadov , H. I. Ahmadov

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…

Analysis of PDEs · Mathematics 2007-05-23 Francois James , Simona Mancini , Francois Bouchut

In this paper, we used some theorems of fixed point for studying the results of Existence and Uniqueness For Hilfer-Hadamard-Type Fractional Differential Equations, \[_{H}D^{\alpha,\beta}x(t)+f(t,x(t))=0, ~~~~~~ on~~the~~ interval~~…

Analysis of PDEs · Mathematics 2018-03-13 Ahmad Y. A. Salamooni , D. D. Pawar

As the first step for approaching the uniqueness and blowup properties of the solutions of the stochastic wave equations with multiplicative noise, we analyze the conditions for the uniqueness and blowup properties of the solution…

Probability · Mathematics 2017-02-27 Alejandro Gomez , Jong Jun Lee , Carl Mueller , Eyal Neuman , Michael Salins

The aim of this paper is to establish the existence and uniqueness of the solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our system is Markovian in the sense…

Probability · Mathematics 2018-09-19 AbdulRahman Al-Hussein , Boulakhras Gherbal

This work is concerned with the existence and uniqueness of boundary value problems defined on semi-infinite intervals. These kinds of problems seldom admit exactly known solutions and, therefore, the theoretical information on their…

Numerical Analysis · Mathematics 2020-11-17 Riccardo Fazio

Two-point boundary value problems for a discrete Ermakov-Painlev\'e II equation are analysed by means of topological methods. In addition, an alternative variational approach is detailed. Existence of solutions is established for…

Classical Analysis and ODEs · Mathematics 2025-08-13 Pablo Amster , Colin Rogers

We consider the inhomogeneous Dirichlet problem on product domains. The main result is the asymptotic expansion of the solution in terms of increasing smoothness up to the boundary. In particular, we show the exact nature of the…

Analysis of PDEs · Mathematics 2009-03-24 Dariush Ehsani

In this article we introduce a new method for the construction of unique strong solutions of a larger class of stochastic delay equations driven by a discontinuous drift vector field and a Wiener process. The results obtained in this paper…

Probability · Mathematics 2017-09-22 D. Baños , H. H. Haferkorn , F. Proske

Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under moderate regularity conditions on the drift and diffusion coefficients. Both drift and diffusion depend on the marginal measure of the…

Probability · Mathematics 2023-01-02 Alexander Veretennikov

We develop a new theory for treating boundary problems for linear ordinary differential equations whose fundamental system may have a singularity at one of the two endpoints of the given interval. Our treatment follows an algebraic…

Classical Analysis and ODEs · Mathematics 2015-05-11 M. Rosenkranz , J. Liu , A. Maletzky , B. Buchberger

We develop a qualitative theory for real solutions of the equation $y''=6y^2 -x$. In this work a restriction $x\leq0$ is assumed. An important ingredient of our theory is the introduction of several new transcendental functions of one, two,…

Classical Analysis and ODEs · Mathematics 2007-05-23 N. Joshi , A. V. Kitaev

We prove existence and uniqueness of solutions to the initial-boundary value problem for the Lifshitz--Slyozov equation (a nonlinear transport equation on the half-line), focusing on the case of kinetic rates with unbounded derivative at…

Analysis of PDEs · Mathematics 2021-05-26 Juan Calvo , Erwan Hingant , Romain Yvinec

The long time behaviour of solutions to stochastic porous media equations on smooth bounded domains with Dirichlet boundary data is studied. Based on weighted $L^{1}$-estimates the existence and uniqueness of invariant measures with optimal…

Probability · Mathematics 2019-07-11 Konstantinos Dareiotis , Benjamin Gess , Pavlos Tsatsoulis

This work addresses an inverse reconstruction task for a time-fractional pseudo-parabolic model with a temporally varying coefficient. By imposing Dirichlet boundary conditions, we aim to recover the unknown initial state from observations…

Numerical Analysis · Mathematics 2026-03-17 Arshyn Altybay

We consider initial boundary value problems with the homogeneous Neumann boundary condition. Given an initial value, we establish the uniqueness in determining a spatially varying coefficient of zeroth-order term by a single measurement of…

Analysis of PDEs · Mathematics 2023-05-09 Oleg Y. Imanuvilov , M. Yamamoto