Related papers: A Free Stochastic Partial Differential Equation
In this paper we shall establish an existence and uniqueness result for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst…
In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…
We establish local interior Lipschitz continuity of the solutions of a class of free boundary elliptic problems assuming the coefficients of the equation of Dini mean oscillation in at least one direction. The novelty in this regularity…
Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of…
This paper investigates a non-autonomous slow-fast system, which is generalized by stochastic differential equations (SDEs) with locally Lipschitz coefficients, subjected to standard Brownian motion (Bm) and fractional Brownian motion (fBm)…
We present a general numerical scheme for the practical implementation of statistical moment closures suitable for modeling complex, large-scale, nonlinear systems. Building on recently developed equation-free methods, this approach…
An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…
We consider existence of periodic boundary value problems of nonlinear second order ordinary differential equations. Under certain half Lipschitzian type conditions several existence results are obtained. As applications positive periodic…
In this paper, we use a unified framework to study Poisson stable (including stationary, periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent, almost recurrent in the sense of Bebutov, Levitan almost periodic,…
We study the Ginzburg-Landau stochastic models in infinite domains with some special geometry and prove that without the help of external forces there are stationary measures with non zero current in three or more dimensions.
We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.
We consider stochastic differential equations on $\mathbb R^d$ with coefficients depending on the path and distribution for the whole history. Under a local integrability condition on the time-spatial singular drift, the well-posedness and…
We establish a free analogue of Obata's rigidity theorem. More precisely, Cheng and Zhou (2017) proved that on a weighted Riemannian manifold, the sharp spectral gap (Poincar\'e constant) is achieved only when the space splits isometrically…
For various classes of Lipschitz functions we provide dimension free concentration inequalities for infinitely divisible random vectors with independent components and finite exponential moments.
Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…
In this contribution, we provide convergence rates for a finite volume scheme of a stochastic non-linear parabolic equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions. More precisely, we give an error…
In this paper, we study the existence of random periodic solutions for semilinear stochastic partial differential equations with multiplicative linear noise on a bounded open domain ${\cal O}\subset {\mathbb R}^d$ with smooth boundary. We…
Stochastic Einstein equations are considered when 3D space metric $\gamma_{ij}$ are stochastic functions. The probability density for the stochastic quantities is connected with the Perelman's entropy functional. As an example, the Friedman…
In the paper, we consider the no-explosion condition and pathwise uniqueness for SDEs driven by a Poisson random measure with coefficients that are super-linear and non-Lipschitz. We give a comparison theorem in the one-dimensional case…
This article considers the stochastic partial differential equation \[ \left\{ \begin{array}{l} u_t = \frac{1}{2} u_{xx} + u^\gamma \xi u(0,.) = u_0 \end{array}\right. \] \noindent where $\xi$ is a space / time white noise Gaussian random…