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Related papers: On L_p- theory for stochastic parabolic integro-di…

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In this article we present a $W^n_2$-theory of stochastic parabolic partial differential systems. In particular, we focus on non-divergent type. The space domains we consider are $\bR^d$, $\bR^d_+$ and eventually general bounded…

Probability · Mathematics 2011-03-07 Kyeong-Hun Kim , Kijung Lee

In this paper we consider Sobolev inequalities associated with singular problems for the fractional $p$-Laplacian operator in a bounded domain of $\mathbb{R}^{N}$, $N\geq 2$.

Analysis of PDEs · Mathematics 2018-08-14 Grey Ercole , Gilberto de Assis Pereira

We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…

Probability · Mathematics 2016-09-09 Konstantinos Dareiotis , James-Michael Leahy

Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric…

Analysis of PDEs · Mathematics 2019-03-14 Máté Gerencsér , István Gyöngy , Nicolai Krylov

We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…

Probability · Mathematics 2018-06-18 Vladimir Bogachev , Giuseppe Da Prato , Michael Röckner

In this article a class of additive invariant positive selfadjoint pseudodifferential unbounded operators on $L^{2}(\mathbb{A}_{f})$, where $\mathbb{A}_{f}$ is the ring of finite ad\'eles of the rational numbers, is considered to state a…

Analysis of PDEs · Mathematics 2018-05-31 V. A. Aguilar-Arteaga , S. Estala-Arias

In this paper we develop a Fefferman-Stein theorem, a Hardy-Littlewood theorem and sharp function estimations in weighted Sobolev spaces. We also provide uniqueness and existence results for second-order elliptic and parabolic partial…

Analysis of PDEs · Mathematics 2012-04-12 Kyeong-Hun Kim , Kijung Lee

We study linear stochastic partial differential equations of parabolic type with non-local in time or mixed in time boundary conditions. The standard Cauchy condition at the terminal time is replaced by a condition that mixes the random…

Probability · Mathematics 2013-08-01 Nikolai Dokuchaev

The Cauchy problem for the Schr\"odinger equations is studied with time-dependent potentials growing polynomially in the spatial direction. First the existence and the uniqueness of solutions are shown in the weighted Sobolev spaces. In…

Analysis of PDEs · Mathematics 2017-09-22 Wataru Ichinose

Various aspects of the Cauchy problem for the Einstein equations are surveyed, with the emphasis on local solutions of the evolution equations. Particular attention is payed to giving a clear explanation of conceptual issues which arise in…

General Relativity and Quantum Cosmology · Physics 2011-04-21 H. Friedrich , A. D. Rendall

In this paper we will study the Cauchy problem for strictly hyperbolic operators with low regularity coefficients in any space dimension $N\geq1$. We will suppose the coefficients to be log-Zygmund continuous in time and log-Lipschitz…

Analysis of PDEs · Mathematics 2013-09-19 Ferruccio Colombini , Daniele Del Santo , Francesco Fanelli , Guy Métivier

A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing…

Probability · Mathematics 2007-12-04 Francesco Russo , Gerald Trutnau

In this paper, we study the long-time behaviour of solutions of Cauchy problem for the parabolic $p$-Laplacian equation with variable coefficients. Under mild conditions on the coefficient of the principal part and without upper growth…

Analysis of PDEs · Mathematics 2012-04-11 Pelin Geredeli , Azer Khanmamedov

The Cauchy problem is studied for the self-adjoint and non-self-adjoint Schroedinger equations. We first prove the existence and uniqueness of solutions in the weighted Sobolev spaces. Secondly we prove that if potentials are depending…

Mathematical Physics · Physics 2019-03-14 W. Ichinose , T. Aoki

We prove existence and uniqueness of mild solutions to Sobolev type fractional nonlocal dynamic equations in Banach spaces. The Sobolev nonlocal condition is considered in terms of a Riemann-Liouville fractional derivative. A Lagrange…

Optimization and Control · Mathematics 2015-01-09 Amar Debbouche , Delfim F. M. Torres

We obtain the existence, uniqueness, and regularity estimates of the following Cauchy problem \begin{equation}\label{ab eqn} \begin{cases} \partial_t u(t,x)=\psi(t,-i\nabla)u(t,x)+f(t,x),\quad &(t,x)\in(0,T)\times\mathbb{R}^d,\\…

Analysis of PDEs · Mathematics 2023-06-19 Jae-Hwan Choi , Ildoo Kim

In this paper, our primary objective is to develop the peridynamic fractional Sobolev space and establish novel BBM-type results associated with it. We also address the peridynamic fractional anisotropic $p-$Laplacian. A secondary objective…

Analysis of PDEs · Mathematics 2024-08-20 Sabri Bahrouni , Julian Fernandez Bonder , Ignacio Ceresa Dussel , Olimpio Miyagaki

We obtain $L_p$ estimates for fractional parabolic equations with space-time non-local operators $$ \partial_t^\alpha u - Lu + \lambda u= f \quad \mathrm{in} \quad (0,T) \times \mathbb{R}^d,$$ where $\partial_t^\alpha u$ is the Caputo…

Analysis of PDEs · Mathematics 2021-12-30 Hongjie Dong , Yanze Liu

In this Note, we present a Calder\'on-type uniqueness theorem on the Cauchy problem of stochastic partial differential equations. To this aim, we introduce the concept of stochastic pseudo-differential operators, and establish their…

Probability · Mathematics 2010-11-30 Xu Liu , Xu Zhang

In this paper, we study the Cauchy-Dirichlet problem \begin{equation*} \left\{ \begin{array}{ll} \mbox{$\partial_t u - \operatorname{div} \left( D_\xi f(t, Du)\right) = 0$ } & \mbox{in $\Omega_T$}, \\[5pt] \mbox{$u = u_o$} & \mbox{on…

Analysis of PDEs · Mathematics 2022-09-09 Leah Schätzler , Jarkko Siltakoski