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We consider the class of partially hyperbolic diffeomorphisms $f:M\to M$ obtained as the discretization of topological Anosov flows. We show uniqueness of minimal unstable lamination for these systems provided that the underlying Anosov…

Dynamical Systems · Mathematics 2020-07-07 Nancy Guelman , Santiago Martinchich

We prove existence, uniqueness and Sobolev regularity of weak solution of the Cauchy problem of the stochastic transport equation with drift in a large class of singular vector fields containing, in particular, the $L^d$ class, the weak…

Probability · Mathematics 2021-02-23 Damir Kinzebulatov , Yuliy A. Semenov , Renming Song

We continue the development of the theory of pathwise stochastic entropy solutions for scalar conservation laws in $\R^N$ with quasilinear multiplicative ''rough path'' dependence by considering inhomogeneous fluxes and a single rough path…

Analysis of PDEs · Mathematics 2014-04-07 Pierre-Louis Lions , Benoit Perthame , Panagiotis E. Souganidis

We consider parabolic PDEs associated with fractional type operators drifted by non-linear singular first order terms. When the drift enjoys some boundedness properties in appropriate Lebesgue and Besov spaces, we establish by exploiting a…

Analysis of PDEs · Mathematics 2022-06-16 Diego Chamorro , Stéphane Menozzi

The results established by Flandoli, Gubinelli and Priola ({\it Invent. Math.} {\bf 180} (2010) 1--53) for stochastic transport equation with bounded and H\"{o}lder continuous drift are generalized to bounded and Dini continuous drift. The…

Probability · Mathematics 2021-07-29 Jinlong Wei , Guangying Lv , Wei Wang

Consider the following distribution dependent SDE: $$ {\mathrm d} X_t=\sigma_t(X_t,\mu_{X_t}){\mathrm d} W_t+b_t(X_t,\mu_{X_t}){\mathrm d} t, $$ where $\mu_{X_t}$ stands for the distribution of $X_t$. In this paper for non-degenerate…

Probability · Mathematics 2019-10-30 Michael Röckner , Xicheng Zhang

We establish a novel uniqueness result for an instationary drift-diffusion model for perovskite solar cells. This model for vacancy-assisted charge transport uses Fermi--Dirac statistics for electrons and holes and Blakemore statistics for…

Analysis of PDEs · Mathematics 2024-11-28 Annegret Glitzky , Matthias Liero

Stability of retarded differential equations is closely related to the existence of Lyapunov-Krasovskii functionals. Even if a number of converse results have been reported regarding the existence of such functionals, there is a lack of…

Optimization and Control · Mathematics 2021-01-01 Hugo Lhachemi , Robert Shorten

The goal of this paper is to prove a uniqueness result for a stochastic heat equation with a randomly perturbed potential, which can be considered as a variant of Hardy's uncertainty principle for stochastic heat evolutions.

Analysis of PDEs · Mathematics 2016-05-06 Aingeru Fernández-Bertolin , Jie Zhong

We study the degenerated It\^o SDE on $\mathbb R^d$ whose drift coefficient only fulfills a mixed Osgood and Sobolev regularity. Under suitable assumptions on the gradient of the diffusion coefficient and on the divergence of the drift…

Probability · Mathematics 2018-09-03 Dejun Luo

We study strong existence and pathwise uniqueness for a class of infinite-dimensional singular stochastic differential equations (SDE), with state space as the cone $\{x \in \mathbb{R}^{\mathbb{N}}: -\infty < x_1 \leq x_2 \leq \cdots\}$,…

Probability · Mathematics 2025-01-15 Sayan Banerjee , Amarjit Budhiraja , Peter Rudzis

A result of A.M. Davie [Int. Math. Res. Not. 2007] states that a multidimensional stochastic equation $dX_t = b(t, X_t)\,dt + dW_t$, $X_0=x$, driven by a Wiener process $W= (W_t)$ with a coefficient $b$ which is only bounded and measurable…

Probability · Mathematics 2016-12-19 Enrico Priola

We consider the Cauchy problem for the KdV hierarchy -- a family of integrable PDEs with a Lax pair representation involving one-dimensional Schr\"odinger operators -- under a local in time boundedness assumption on the solution. For…

Spectral Theory · Mathematics 2020-07-06 Milivoje Lukić , Giorgio Young

Asymptotic stability is with no doubts an essential property to be studied for any system. This analysis often becomes very difficult for coupled systems and even harder when different timescales appear. The singular perturbation method…

Analysis of PDEs · Mathematics 2022-12-07 Swann Marx , Eduardo Cerpa

The first part of the paper is devoted to studying the continuous dependence of the solutions of Carath\'eodory constant delay differential equations where the vector fields satisfy classical cooperative conditions. As a consequence, when…

Dynamical Systems · Mathematics 2021-10-25 Iacopo P. Longo , Sylvia Novo , Rafael Obaya

Partial differential equations with discrete (concentrated) state-dependent delays are studied. The existence and uniqueness of solutions with initial data from a wider linear space is proven first and then a subset of the space of…

Analysis of PDEs · Mathematics 2010-11-11 Alexander V. Rezounenko , Petr Zagalak

Let P2(Rd) be the space of probability measures on Rd with finite second moment. The path independence of additive functionals of McKean-Vlasov SDEs is characterized by PDEs on the product space Rd*P2(Rd) equipped with the usual derivative…

Probability · Mathematics 2018-06-07 Panpan Ren , Feng-Yu Wang

We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…

Probability · Mathematics 2018-12-27 Jie Xiong , Jiayu Zheng , Xiaowen Zhou

In this paper we propose a notion of viscosity solutions for path dependent semi-linear parabolic PDEs. This can also be viewed as viscosity solutions of non-Markovian backward SDEs, and thus extends the well-known nonlinear Feynman-Kac…

Analysis of PDEs · Mathematics 2014-01-15 Ibrahim Ekren , Christian Keller , Nizar Touzi , Jianfeng Zhang

Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…

Probability · Mathematics 2016-11-08 Oleg Butkovsky , Leonid Mytnik
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