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Related papers: Convergence of invariant measures for singular sto…

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We consider, for $a,l\geq1,$ $b,s,\alpha>0,$ and $p>q\geq1,$ the homogeneous Dirichlet problem for the equation $-\Delta_{p}u=\lambda u^{q-1}+\beta u^{a-1}\left\vert \nabla u\right\vert ^{b}+mu^{l-1}e^{\alpha u^{s}}$ in a smooth bounded…

Analysis of PDEs · Mathematics 2023-05-04 Anderson L. A. de Araujo , Grey Ercole , Julio C. Lanazca Vargas

We generalize the respective ``double recurrence'' results of Bourgain and of the second author, which established for pairs of $L^{\infty}$ functions on a finite measure space the a.e. convergence of the discrete bilinear ergodic averages…

Classical Analysis and ODEs · Mathematics 2008-03-28 Earl Berkson , Ciprian Demeter

We establish the existence and uniqueness of the solution to the Dirichlet problem for the variable exponent $p$-Laplacian on a bounded, smooth domain $\Omega \subset {\mathbb R}^n$, where the boundary datum belongs to $W^{1,p}(\Omega)$.…

Analysis of PDEs · Mathematics 2023-10-26 M. A. Khamsi , Osvaldo Mendez

We investigate the well-posedness of a class of stochastic second-order in time damped evolution equations in Hilbert spaces, subject to the constraint that the solution lie within the unitary sphere. Then, we focus on a specific example,…

Probability · Mathematics 2025-07-01 Sandra Cerrai , Zdzislaw Brzeźniak

We study an anisotropic, possibly non-homogeneous version of the evolution $p$-Laplacian equation when fast diffusion holds in all directions. We develop the basic theory and prove symmetrization results from which we derive $L^1$ to…

Analysis of PDEs · Mathematics 2021-05-11 Filomena Feo , Juan Luis Vazquez , Bruno Volzone

We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…

Probability · Mathematics 2023-08-29 Theodore D. Drivas , Alexander Dunlap , Cole Graham , Joonhyun La , Lenya Ryzhik

In this note, we consider a Stochastic Differential Equation under a strong confluence and Lipschitz continuity assumption of the coefficients. For the unique stationary solution, we study the rate of convergence of its empirical measure…

Probability · Mathematics 2025-02-12 Jean-Francois Chassagneux , Gilles Pagès

We study a fractional $p$-Laplace equation involving a variable exponent singular nonlinearity in the framework of the Heisenberg group. We first establish the existence and regularity of weak solutions. In the case of a constant singular…

Analysis of PDEs · Mathematics 2025-08-28 Prashanta Garain

This paper presents different approaches, based on functional inequalities, to study the speed of convergence in total variation distance of ergodic diffusion processes with initial law satisfying a given integrability condition. To this…

Probability · Mathematics 2007-05-23 Patrick Cattiaux , Arnaud Guillin

In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…

Probability · Mathematics 2017-06-20 Jianhai Bao , Jinghai Shao , Chenggui Yuan

We study strong existence and pathwise uniqueness for stochastic differential equations in $\RR^d$ with rough coefficients, and without assuming uniform ellipticity for the diffusion matrix. Our approach relies on direct quantitative…

Probability · Mathematics 2013-03-12 Nicolas Champagnat , Pierre-Emmanuel Jabin

In our work we study non-variational, nonlinear singularly perturbed elliptic models enjoying a double degeneracy character with prescribed boundary value in a domain. In such a scenario, we establish the existence of solutions. We also…

Analysis of PDEs · Mathematics 2024-04-17 João V. Silva , Elzon C. Júnior , Gleydson C. Ricarte

We give a new, two-step approach to prove existence of finite invariant measures for a given Markovian semigroup. First, we identify a convenient auxiliary measure and then we prove conditions equivalent to the existence of an invariant…

Probability · Mathematics 2016-03-15 Lucian Beznea , Iulian Cîmpean , Michael Röckner

In this paper we prove the existence and uniqueness of very weak solutions to linear diffusion equations involving a singular absorption potential and/or an unbounded convective flow on a bounded open set of $\mathbb R^N$. In most of the…

Analysis of PDEs · Mathematics 2017-11-08 Jesús Ildefonso Díaz , David Gómez-Castro , Jean-Michel Rakotoson , Roger Temam

We obtain a probabilistic proof of the local Lipschitz continuity for the optimal stopping boundary of a class of problems with state space $[0,T]\times\mathbb{R}^d$, $d\ge 1$. To the best of our knowledge this is the only existing proof…

Optimization and Control · Mathematics 2018-12-11 Tiziano De Angelis , Gabriele Stabile

We consider the stochastic continuity equation associated to an It\^{o} diffusion with irregular drift and diffusion coefficients. We give regularity conditions under which weak solutions are renormalized in the sense of DiPerna/Lions, and…

Probability · Mathematics 2017-10-18 Samuel Punshon-Smith

We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

Probability · Mathematics 2025-08-04 Yi Han

The existence of positive strong solutions to a homogeneous Dirichlet $p$-Laplacian problem, with reaction sum of a both singular at zero and highly discontinuous nonlinearity and of a discontinuous convection term, is established. Locality…

Analysis of PDEs · Mathematics 2026-03-17 Umberto Guarnotta , Salvatore A. Marano

We study the stochastic $p$-Laplace system in a bounded domain. We propose two new space-time discretizations based on the approximation of time-averaged values. We establish linear convergence in space and $1/2$ convergence in time.…

Numerical Analysis · Mathematics 2023-05-19 Lars Diening , Martina Hofmanová , Jörn Wichmann

We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…

Analysis of PDEs · Mathematics 2016-01-20 Paola Mannucci , Claudio Marchi , Nicoletta Tchou