Related papers: A Free Stochastic Partial Differential Equation

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Non-equilibrium stationary fluctuations may exhibit a special symmetry called fluctuation relations (FR). Here, we show that this property is always satisfied by the subtraction of two random and independent variables related by a…

We investigate the stationary measure $\pi$ of SDEs driven by additive fractional noise with any Hurst parameter and establish that $\pi$ admits a smooth Lebesgue density obeying both Gaussian-type lower and upper bounds. The proofs are…

In this paper, we prove the unique existence and investigate the $L^{p}$-regularity of solutions to stochastic partial differential equations in Hilbert spaces associated with pseudo-differential operators, driven by Hilbert space-valued…

We consider a one-phase free boundary problem governed by doubly degenerate fully non-linear elliptic PDEs with non-zero right hand side, which should be understood as an analog (non-variational) of certain double phase functionals in the…

We consider a parabolic stochastic partial differential equation (SPDE) on $[0\,,1]$ that is forced with multiplicative space-time white noise with a bounded and Lipschitz diffusion coefficient and a drift coefficient that is locally…

We establish new quantitative estimates for localized finite differences of solutions to the Poisson problem for the fractional Laplace operator with homogeneous Dirichlet conditions of solid type settled in bounded domains satisfying the…

By using the dimension-free Harnack inequality and the integration by parts formula for the associated diffusion semigroup, we prove the central limit theorem, the moderate deviation principle, and the logarithmic iteration law for the…

This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that…

We consider a stochastic wave equation in spatial dimension three, driven by a Gaussian noise, white in time and with a stationary spatial covariance. The free terms are nonlinear with Lipschitz continuous coefficients. Under suitable…

This paper establishes Lipschitz stability for the simultaneous recovery of a variable density coefficient and the initial displacement in a damped biharmonic wave equation. The data consist of the boundary Cauchy data for the Laplacian of…

This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

This paper is part of a series aiming at proving that the $\limsup$ and $\liminf$ variants of Voiculescu's free entropy coincide. This is based on a Laplace principle (implying a large deviation principle) for hermitian brownian motion on…

Stochastic differential equations in Hilbert space as random nonlinear modified Schroedinger equations have achieved great attention in recent years; of particular interest is the long time behavior of their solutions. In this note we…

Let $\Omega$ be a smooth bounded domain in $\mathbb{R}^2$. For $\epsilon>0$ small, we construct non-constant solutions to the Ginzburg-Landau equations $-\Delta u=\frac{1}{\epsilon^2}(1-|u|^2)u$ in $\Omega$ such that on $\partial \Omega$ u…

We obtain Lipschitz regularity results for a fairly general class of nonlinear first-order PDEs. These equations arise from the inner variation of certain energy integrals. Even in the simplest model case of the Dirichlet energy the…

The aim of this work is to prove existence and uniqueness of $L^{2}-$solutions of stochastic fractional partial differential equations in one spatial dimension. We prove also the equivalence between several notions of $L^{2}-$solutions. The…

A semi-classical non-Hamiltonian model of a spontaneous collapse of unstable quantum system is given. The time evolution of the system becomes non-Hamiltonian at random instants of transition of pure states to reduced ones, given by a…

A version of the fundamental mean-square convergence theorem is proved for stochastic differential equations (SDE) which coefficients are allowed to grow polynomially at infinity and which satisfy a one-sided Lipschitz condition. The…