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Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…

Probability · Mathematics 2019-09-25 Neelima , David Šiška

Nonlinear and nonlinear evolution equations of the form $u_t=\L u \pm|\nabla u|^q$, where $\L$ is a pseudodifferential operator representing the infinitesimal generator of a L\'evy stochastic process, have been derived as models for growing…

Analysis of PDEs · Mathematics 2007-05-23 Grzegorz Karch , Wojbor A. Woyczynski

In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator $A$ is the generator of a strongly…

Numerical Analysis · Mathematics 2024-12-19 Katharina Klioba , Mark Veraar

We present a maximal $L_{q}(L_{p})$-regularity theory with Muckenhoupt weights for the equation \begin{equation}\label{eqn 01.26.16:00} \partial^{\alpha}_{t}u(t,x)=a^{ij}(t,x)u_{x^{i}x^{j}}(t,x)+f(t,x),\quad t>0,x\in\mathbb{R}^{d}.…

Analysis of PDEs · Mathematics 2022-11-23 Daehan Park

We establish an explicit maximum principle for the Dirichlet problem associated with the $p$-Laplacian ($p>1$), where the constant depends on both $p$ and the geometry of the domain. From this result we derive two main applications. First,…

Analysis of PDEs · Mathematics 2026-05-19 Kevin Carrillo-Reina , Jean C. Cortissoz

Let $Z=(Z_t)_{t\geq0}$ be an additive process with a bounded triplet $(0,0,\Lambda_t)_{t\geq0}$. Suppose that for any Schwartz function $\varphi$ on $\mathbb{R}^d$ whose Fourier transform is in $C_c^{\infty}(B_{c_s} \setminus B_{c_s^{-1}}…

Probability · Mathematics 2023-02-06 Jae-Hwan Choi , Ildoo Kim

We study the existence, uniqueness, and regularity of the solution to the stochastic reaction-diffusion equation (SRDE) with colored noise $\dot{F}$: $$ \partial_t u = a^{ij}u_{x^ix^j} + b^i u_{x^i} + cu - \bar{b} u^{1+\beta} + \xi…

Probability · Mathematics 2023-04-25 Beom-Seok Han , Jaeyun Yi

We establish the maximal regularity for nonautonomous Ornstein-Uhlenbeck operators in $L^p$-spaces with respect to a family of invariant measures, where $p\in (1,+\infty)$. This result follows from the maximal $L^p$-regularity for a class…

Analysis of PDEs · Mathematics 2009-03-19 Matthias Geissert , Luca Lorenzi , Roland Schnaubelt

This work contributes in two areas, with sharp results, to the current investigation of regularity of solutions of heat equations (*) $Pu+\partial_tu=f$ on $\Omega\times I $, where $P$ is a nonlocal operator, and $\Omega \subset R^n$,…

Analysis of PDEs · Mathematics 2018-01-03 Gerd Grubb

We study an unbounded operator arising naturally after linearizing the system modelling the motion of a rigid body in a viscous incompressible fluid. We show that this operator is $\mathcal{R}$ sectorial in $L^q$ for every $q\in…

Analysis of PDEs · Mathematics 2017-12-04 Debayan Maity , Marius Tucsnak

Consider the Navier-Stokes flow past a rotating obstacle with a general time-dependent angular velocity and a time-dependent outflow condition at infinity. After rewriting the problem on a fixed domain, one obtains a non-autonomous system…

Analysis of PDEs · Mathematics 2011-07-05 Matthias Geissert , Tobias Hansel

Optimal control and the associated second-order path-dependent Hamilton-Jacobi-Bellman (PHJB) equation are studied for unbounded functional stochastic evolution systems in Hilbert spaces. The notion of viscosity solution without…

Optimization and Control · Mathematics 2024-02-27 Shanjian Tang , Jianjun Zhou

Let $u_\e$ be a solution to the system $$ \mathrm{div}(A_\e(x) \nabla u_{\e}(x))=0 \text{\ in} D, \qquad u_{\e}(x)=g(x,x/\e) \text{\ on}\partial D, $$ where $D \subset \R^d $ ($d \geq 2$), is a smooth uniformly convex domain, and $g$ is…

Analysis of PDEs · Mathematics 2013-10-22 Hayk Aleksanyan , Per Sjölin , Henrik Shahgholian

We prove $L^p$ boundedness results, $p > 2$, for local maximal averaging operators over a smooth 2D hypersurface $S$ with either a $C^1$ density function or a density function with a singularity that grows as $|(x,y)|^{-\beta}$ for $\beta <…

Classical Analysis and ODEs · Mathematics 2018-10-24 Michael Greenblatt

Let $T$ be a finite tree graph, $T^N$ be the Cartesian power graph of $T$, and $d^N$ be the graph distance metric on $T^N$. Also let \[ \mathbb S_r^N(x) := \{v \in T^N: d^N(x,v) = r\} \] be the sphere of radius $r$ centered at $x$ and $M$…

Combinatorics · Mathematics 2015-09-10 Jordan Greenblatt

We investigate the pathwise well-posedness of stochastic evolution equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $H\in(1/3,1/2]$. Combining the controlled rough path approach with the…

Probability · Mathematics 2023-10-17 Alexandra Neamtu , Tim Seitz

The aim of this paper is to propose weak assumptions to prove maximal L^q regularity for Cauchy problem: du/dt - Lu(t)=f(t). Mainly we only require "off-diagonal" estimates on the real semigroup (e^{tL})_{t>0} to obtain maximal L^q…

Classical Analysis and ODEs · Mathematics 2009-02-17 Frédéric Bernicot , Jiman Zhao

In this paper we discuss the obstacle problem for the $p$-Laplace operator. We prove optimal growth results for the solution. Of particular interest is the point-wise regularity of the solution at free boundary points. The most surprising…

Analysis of PDEs · Mathematics 2015-03-19 John Andersson , Erik Lindgren , Henrik Shahgholian

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…

Probability · Mathematics 2009-01-20 Istvan Gyöngy , Annie Millet

In this paper we give Navier-Stokes system associated with the Weinstein operator $(NSW)$ (see Eq.\eqref{11}), We study the existence and uniqueness of solutions to equations (NSW) in $L_{\alpha}^{p}\left(\mathbb{R}_{+}^{d+1}\right), 2…

Analysis of PDEs · Mathematics 2021-01-13 Youssef Bettaibi