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We present benchmark computations of dynamic poroelasticity modeling fluid flow in deformable porous media by a coupled hyperbolic-parabolic system of partial differential equations. A challenging benchmark setting and goal quantities of…

Numerical Analysis · Mathematics 2023-07-06 Mathias Anselmann , Markus Bause , Nils Margenberg , Pavel Shamko

Several integrate-to-threshold models with differing temporal integration mechanisms have been proposed to describe the accumulation of sensory evidence to a prescribed level prior to motor response in perceptual decision-making tasks. An…

Neurons and Cognition · Quantitative Biology 2009-01-16 Xiang Zhou , KongFatt Wong-Lin , Philip Holmes

We consider the temporal periodic solutions to general nonhomogeneous quasilinear hyperbolic equations with a kind of weak diagonal dominant structure. Under the temporal periodic boundary conditions, the existence, stability and uniqueness…

Analysis of PDEs · Mathematics 2023-06-21 Xixi Fang , Peng Qu , Huimin Yu

We consider the Cauchy problem for inhomogeneous linear moment differential equations with holomorphic time dependent coefficients. Using such tools as the formal norms, theory of majorants and the properties of the Newton polygon, we…

Analysis of PDEs · Mathematics 2019-11-28 Sławomir Michalik , Maria Suwińska

We use spin-coherent states as a time-dependent variational ansatz for a semiclassical description of a large family of Heisenberg models. In addition to common approaches we also evaluate the square variance of the Hamiltonian in terms of…

Condensed Matter · Physics 2009-10-31 John Schliemann , Franz G. Mertens

We define a new class of partial differential equations of first order (complex covariantly equipped systems of equations), which are invariant with respect to (pseudo)orthogonal changes of cartesian coordinates of (pseudo)euclidian space.…

Mathematical Physics · Physics 2020-12-10 Nikolay Marchuk

In this project we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman-Kac…

Probability · Mathematics 2017-09-21 Peter Lewis , David Nualart

We prove H\"ormander's type hypoellipticity theorem for stochastic partial differential equations when the coefficients are only measurable with respect to the time variable. The need for such kind of results comes from filtering theory of…

Probability · Mathematics 2014-03-12 N. V. Krylov

While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a…

Methodology · Statistics 2019-05-20 Michele Nguyen , Almut E. D. Veraart

In this paper we consider the Cauchy problem for $2m$-order stochastic partial differential equations of parabolic type in a class of stochastic Hoelder spaces. The Hoelder estimates of solutions and their spatial derivatives up to order…

Probability · Mathematics 2019-05-23 Yuxing Wang , Kai Du

Some of the guiding problems in partially hyperbolic systems are the following: (1) Examples, (2) Properties of invariant foliations, (3) Accessibility, (4) Ergodicity, (5) Lyapunov exponents, (6) Integrability of central foliations, (7)…

Dynamical Systems · Mathematics 2007-05-23 F. Rodriguez Hertz , M. A. Rodriguez Hertz , R. Ures

In this paper, we introduce the concept of hyperbolic valued random variables, their expectation and moments. We develop the hyperbolic analogue of Binomial and Poisson distributions. We study some of the properties of expectation on the…

Probability · Mathematics 2017-03-28 Romesh Kumar , Kailash Sharma

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

We give a geometric formulation of the Fokker-Planck-Kramer equations for a particle moving on a Lie algebra under the influence of a dissipative and a random force. Special cases of interest are fluid mechanics, the Stochastic Loewner…

Mathematical Physics · Physics 2009-07-17 S. G. Rajeev

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

Hyperbolic systems of the first and higher-order partial differential equations appear in many multiphysics problems. We will be dealing with a wave propagation problem in a piece-wise homogeneous medium. Mathematically, the problem is…

Analysis of PDEs · Mathematics 2025-03-28 Kayyunnapara Divya Joseph

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…

Functional Analysis · Mathematics 2021-10-26 Georgy Chargaziya , Alexei Daletskii

In this paper we study the singularity formation for two nonlocal 1D active scalar equations, focusing on the hyperbolic flow scenario. Those 1D equations can be regarded as simplified models of some 2D fluid equations.

Analysis of PDEs · Mathematics 2016-04-25 Tam Do , Vu Hoang , Maria Radosz , Xiaoqian Xu

In this paper, we discuss some of the important qualitative properties of solutions of second-order hyperbolic equations, whose coefficients of the terms involving the second-order derivatives are independent of the desired function and its…

Analysis of PDEs · Mathematics 2024-07-26 V. I. Korzyuk , J. V. Rudzko

We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…

Probability · Mathematics 2022-06-16 Alessia Ascanelli , Sandro Coriasco , André Suß
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