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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

We study the equilibrium problem on general Riemannian manifolds. The results on existence of solutions and on the convex structure of the solution set are established. Our approach consists in relating the equilibrium problem to a suitable…

Optimization and Control · Mathematics 2018-01-10 Chong Li , Xiangmei Wang , Genaro LÓpez , Jen-Chih Yao

Continuum equations are ubiquitous in physical modelling of elastic, viscous, and viscoelastic systems. The equations of continuum mechanics take nontrivial forms on curved surfaces. Although the curved surface formulation of the continuum…

Classical Physics · Physics 2024-07-30 Sujit Kumar Nath

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

The past decades have seen increasing interest in modelling uncertainty by heterogeneous methods, combining probability and interval analysis, especially for assessing parameter uncertainty in engineering models. A unifying mathematical…

Probability · Mathematics 2022-08-15 Jelena Karakašević , Michael Oberguggenberger

This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…

Probability · Mathematics 2025-10-24 Ioana Ciotir , Dan Goreac , Jonas M. Tölle

We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…

Probability · Mathematics 2025-11-21 Rajeev Bhaskaran , Stefan Tappe

In this paper, we introduce the concept of Developmental Partial Differential Equation (DPDE), which consists of a Partial Differential Equation (PDE) on a time-varying manifold with complete coupling between the PDE and the manifold's…

Optimization and Control · Mathematics 2015-09-23 Nastassia Pouradier Duteil , Francesco Rossi , Ugo Boscain , Benedetto Piccoli

Stochastic invariant manifolds are crucial in modelling the dynamical behavior of dynamical systems under uncertainty. Under the assumption of exponential trichotomy, existence and smoothness of center manifolds for a class of stochastic…

Dynamical Systems · Mathematics 2015-03-13 Xiaopeng Chen , A. J. Roberts , Jinqiao Duan

We study mathematically a system of partial differential equations arising in the modelling of an aging fluid, a particular class of non Newtonian fluids. We prove well-posedness of the equations in appropriate functional spaces and…

Analysis of PDEs · Mathematics 2012-03-06 David Benoit , Lingbing He , Claude Le Bris , Tony Lelièvre

This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular…

Probability · Mathematics 2016-11-15 Ton Viet Ta

The accurate numerical solution of partial differential equations is a central task in numerical analysis allowing to model a wide range of natural phenomena by employing specialized solvers depending on the scenario of application. Here,…

Numerical Analysis · Mathematics 2022-12-13 Moritz Reh , Martin Gärttner

Stochastic process models for spatiotemporal data underlying random fields find substantial utility in a range of scientific disciplines. Subsequent to predictive inference on the values of the random field (or spatial surface indexed…

Methodology · Statistics 2024-07-26 Aritra Halder , Didong Li , Sudipto Banerjee

The existence and uniqueness of weak solutions to dynamical low-rank evolution problems for parabolic partial differential equations in two spatial dimensions is shown, covering also non-diagonal diffusion in the elliptic part. The proof is…

Numerical Analysis · Mathematics 2020-12-08 Markus Bachmayr , Henrik Eisenmann , Emil Kieri , André Uschmajew

A family of nonlinear partial differential equations of divergence form is considered. Each one is the Euler-Lagrange equation of a natural Riemaniann variational problem of geometric interest. New uniqueness results for the entire…

Differential Geometry · Mathematics 2020-04-14 Alfonso Romero , Rafael M. Rubio , Juan J. Salamanca

A multi-cube method is developed for solving systems of elliptic and hyperbolic partial differential equations numerically on manifolds with arbitrary spatial topologies. It is shown that any three-dimensional manifold can be represented as…

Computational Physics · Physics 2015-06-11 Lee Lindblom , Bela Szilagyi

Noncommutative Euclidean spaces -- otherwise known as Moyal spaces or quantum Euclidean spaces -- are a standard example of a non-compact noncommutative geometry. Recent progress in the harmonic analysis of these spaces gives us the…

Functional Analysis · Mathematics 2023-01-25 Edward McDonald

This article is focused on two related topics within the study of partial differential equations (PDEs) that illustrate a beautiful connection between dynamics, topology, and analysis: stability and spatial dynamics. The first is a property…

Dynamical Systems · Mathematics 2019-10-18 Margaret Beck

We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…

Machine Learning · Statistics 2014-02-13 Philipp Hennig , Søren Hauberg

In this paper, we propose simple numerical algorithms for partial differential equations (PDEs) defined on closed, smooth surfaces (or curves). In particular, we consider PDEs that originate from variational principles defined on the…

Numerical Analysis · Mathematics 2017-12-27 Jay Chu , Richard Tsai