Related papers: On the Existence Theory of Hilbert Space valued Di…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…
In this work we study the long time behavior of nonlinear stochastic functional-differential equations in Hilbert spaces. In particular, we start with establishing the existence and uniqueness of mild solutions. We proceed with deriving a…
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…
Motivated by applications, we introduce a general and new framework for operator valued positive definite kernels. We further give applications both to operator theory and to stochastic processes. The first one yields several dilation…
In this paper, we aim to study a stochastic process from a macro point of view, and thus periodic solution of a stochastic process in distributional sense is introduced. We first give the definition and then establish the existence of…
By using the theory of analytic vectors and manifolds modelled on normed spaces, we provide a rigorous symplectic differential geometric approach to $t$-dependent Schr\"odinger equations on separable (possibly infinite-dimensional) Hilbert…
We prove the existence of infinitely many time-periodic solutions of nonlinear Schr\"odinger equations using pseudo-holomorphic curve methods from Hamiltonian Floer theory. For the generalization of the Gromov-Floer compactness theorem to…
We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…
Schr\"odinger equations with nonlinearities concentrated in some regions of space are good models of various physical situations and have interesting mathematical properties. We show that in the semiclassical limit it is possible to…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…
We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random…
We analyze infinite-dimensional non-linear degenerate stochastic differential equations with multiplicative noise. First, essential m-dissipativity of their associated Kolmogorov backward generators on $L^2(\mu^{\Phi})$ defined on smooth…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…
We propose a numerical solution for the solution of the Fokker-Planck-Kolmogorov (FPK) equations associated with stochastic partial differential equations in Hilbert spaces. The method is based on the spectral decomposition of the…
Here, the Morgan type uncertainty principle and unique continuation properties of abstract Schredinger equations with time dependent potentials are obtained in Hilbert space valued function classes. The equations include linear operator in…
We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…
Scattering for the mass-critical fractional Schr\"odinger equation with a cubic Hartree-type nonlinearity for initial data in a small ball in the scale-invariant space of three-dimensional radial and square-integrable initial data is…
In the paper, we establish the existence of steady boundary layer solution of Boltzmann equation with specular boundary condition in $L^2_{x,v}\cap L^\infty_{x,v}$ in half-space. The uniqueness, continuity and exponential decay of the…
We address the well-posedness of subelliptic Fokker-Planck equations arising from stochastic control problems, as well as the properties of the associated diffusion processes. Here, the main difficulty arises from the possible polynomial…