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We introduce a stochastic partial differential equation (SPDE) with elliptic operator in divergence form, with measurable and bounded coefficients and driven by space-time white noise. Such SPDEs could be used in mathematical modelling of…
The present study concerns the numerical homogenization of second order hyperbolic equations in non-divergence form, where the model problem includes a rapidly oscillating coefficient function. These small scales influence the large scale…
Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…
We construct an unbiased estimator for function value evaluated at the solution of a partial differential equation with random coefficients. We show that the variance and expected computational cost of our estimator are finite and our…
We consider the Stokes phenomenon for the solutions of some partial differential equations with variable coefficients in two complex variables, where initial data are holomorphic. We use the theory of (moment) summability and the theory of…
We show that nontrivial solutions to higher and fractional order equations with certain nonlinearity are radially symmetric and nonincreasing on geodesic balls in the hyperbolic space $\mathbb{H}^n$ as well as on the entire space…
Time-periodic weak solutions for a coupled hyperbolic-parabolic system are obtained. A linear heat and wave equation are considered on two respective $d$-dimensional spatial domains that share a common $(d-1)$-dimensional interface…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…
Dispersive and Strichartz estimates for solutions to general strictly hyperbolic partial differential equations with constant coefficients are considered. The global time decay estimates of $L^p-L^q$ norms of propagators are obtained, and…
This paper is interested in semilinear stochastic equations having unbounded nonlinear perturbations in the deterministic part and/or in the random part. Moreover, the linear part of these equations is governed by a not necessarily analytic…
Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…
We present a construction of a large class of Laplace invariants for linear hyperbolic partial differential operators of fairly general form and arbitrary order.
This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…
We investigate a large class of linear boundary value problems for the general first-order one-dimensional hyperbolic systems in the strip $[0,1]\times\R$. We state rather broad natural conditions on the data under which the operators of…
We consider parametric estimation for a parabolic linear second order stochastic partial differential equation (SPDE) from high frequency data which are observed in time and space. By using thinned data obtained from the high frequency…
We are concerned with the homogenization of second-order linear elliptic equations with random coefficient fields. For symmetric coefficient fields with only short-range correlations, quantified through a logarithmic Sobolev inequality for…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
These notes are based on a series of lectures given first at the University of Warwick in spring 2008 and then at the Courant Institute, Imperial College London, and EPFL. It is an attempt to give a reasonably self-contained presentation of…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…