Related papers: Non-linear Rough Heat Equations

By combining the formalism of \cite{RHE} with a discrete approach close to the considerations of \cite{Davie}, we interpret and solve the rough partial differential equation $dy_t=A y_t \, dt+\sum_{i=1}^m f_i(y_t) \, dx^i_t$ ($t\in [0,T]$)…

We first study the so-called Heat equation with two families of elliptic operators whichare fully nonlinear, and depend on some eigenvalues of the Hessian matrix. The equationwith operators including the "large" eigenvalues has strong…

In this paper, we consider the linear evolution equation $dy(t)=Ay(t)dt+Gy(t)dx(t)$, where $A$ is a closed operator, associated to a semigroup, with good smoothing effects in a Banach space $E$, $x$ is a nonsmooth path, which is…

In this paper we consider the Laplace operator with Dirichlet boundary conditions on a smooth domain. We prove that it has a bounded $H^\infty$-calculus on weighted $L^p$-spaces for power weights which fall outside the classical class of…

In this note, we study the non-linear evolution problem $dY_t = -A Y_t dt + B(Y_t) dX_t$, where $X$ is a $\gamma$-H\"older continuous function of the time parameter, with values in a distribution space, and $-A$ the generator of an…

We study a nonlinear evolutionary partial differential equation that can be viewed as a generalization of the heat equation where the temperature gradient is a~priori bounded but the heat flux provides merely \mbox{$L^1$-coercivity}.…

In this note we consider differential equations driven by a signal $x$ which is $\gamma$-H\"older with $\gamma>1/3$, and is assumed to possess a lift as a rough path. Our main point is to obtain existence of solutions when the coefficients…

We propose a Hilbert space solution theory for a nonhomogeneous heat equation with delay in the highest order derivatives with nonhomogeneous Dirichlet boundary conditions in a bounded domain. Under rather weak regularity assumptions on the…

Large time behavior of solutions to abstract differential equations is studied. The corresponding evolution problem is: $$\dot{u}=A(t)u+F(t,u)+b(t), \quad t\ge 0; \quad u(0)=u_0. \qquad (*)$$ Here $\dot{u}:=\frac {du}{dt}$, $u=u(t)\in H$,…

Considering a linear parabolic stochastic partial differential equation driven by impulsive space time noise, dX_t+AX_t dt= Q^{1/2}dZ_t, X_0=x_0\in H, t\in [0,T], we approximate the distribution of X_T. (Z_t)_{t\in[0,T]} is an impulsive…

In this paper we provide sufficient conditions which ensure that the non-linear equation $dy(t)=Ay(t)dt+\sigma(y(t))dx(t)$, $t\in(0,T]$, with $y(0)=\psi$ and $A$ being an unbounded operator, admits a unique mild solution which is classical,…

This paper deals with the heat equation posed in a bounded regular domain coupled with a dynamical boundary condition of reactive-diffusive type, involving the Laplace-Beltrami operator. We prove well-posedness of the problem together with…

We study existence, uniqueness and regularity of solutions for linear equations in infinitely many derivatives. We develop a natural framework based on Laplace transform as a correspondence between appropriate $L^p$ and Hardy spaces: this…

We consider a rough differential equation with a non-linear damping drift term: \begin{align*} dY(t) = - |Y|^{m-1} Y(t) dt + \sigma(Y(t)) dX(t), \end{align*} where $X$ is a branched rough path of arbitrary regularity $\alpha >0$, $m>1$ and…

We consider the rough differential equation $dY=f(Y)d\bm \om$ where $\bm \om=(\omega,\bbomega)$ is a rough path defined by a Brownian motion $\omega$ on $\RR^m$. Under the usual regularity assumption on $f$, namely $f\in C^3_b (\RR^d,…

In this paper we study the parabolic evolution equation $\partial_t u=(|Du|^{2}+2|\det Du|)^{-1} \Delta u$, where $u : M\times[0,\infty) \to N$ is an evolving map between compact flat surfaces. We use a tensor maximum principle for the…

We study a linear quadratic problem for a system governed by the heat equation on a halfline with Dirichlet boundary control and Dirichlet boundary noise. We show that this problem can be reformulated as a stochastic evolution equation in a…

Consider the heat equation with a nonlinear boundary condition $$ \partial_t u=\Delta u,\quad x\in{\bf R}^N_+,\,\,\,t>0,\qquad \partial_\nu u=u^p, \quad x\in\partial{\bf R}^N_+,\,\,\,t>0,\qquad u(x,0)=\kappa\psi(x),\quad x\in…

This paper is devoted to the study of the one dimensional non homogeneous heat equation coupled to Dirichlet Boundary Conditions. We obtain the explicit expression of the solution of the linear equation by means of a direct integral in an…

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,…