Related papers: Elliptic stochastic partial differential equations…
We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…
This paper is devoted to the study of reflected Stochastic Differential Equations when the constraint is not on the paths of the solution but acts on the law of the solution. These reflected equations have been introduced recently by…
In a noise driving by a multivariate point process $\mu$ with predictable compensator $\nu$, we prove existence and uniqueness of the reflected backward stochastic differential equation's solution with a lower obstacle…
We study a class of nonlinear elliptic problems driven by a double-phase operator with variable exponents, arising in the modeling of heterogeneous materials undergoing phase transitions. The associated Poisson problem features a…
We establish a rate of convergence of the two scale expansion (in the sense of homogenization theory) of the solution to a highly oscillatory elliptic partial differential equation with random coefficients that are a perturbation of…
We prove existence and uniqueness of the solution of a one-dimensional rough differential equation driven by a step-2 rough path and reflected at zero. In order to deal with the lack of control of the reflection measure the proof uses some…
In this work, we deal with the stochastic counterpart of the nonlocal Cahn-Hilliard equation with regular potential in a smooth bounded one-, two- or three-dimensional domain. The problem is endowed with homogeneous Neumann boundary…
Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential…
We obtain a diagonal solution of the dual reflection equation for elliptic $A^{(1)}_{n-1}$ SOS model. The isomorphism between the solutions of the reflection equation and its dual is studied.
In this paper second-order elliptic and parabolic partial differential systems are considered on $C^1$ domains. Existence and uniqueness results are obtained in terms of Sobolev spaces with weights so that we allow the derivatives of the…
In this work we establish existence and multiplicity of solutions for elliptic problem with nonlinear boundary conditions under strong resonance conditions at infinity. The nonlinearity is resonance at infinity and the reso- nance phenomena…
We study the long time statistics of a two-dimensional Hamiltonian system in the presence of Gaussian white noise. While the original dynamics is known to exhibit finite time explosion, we demonstrate that under the impact of the stochastic…
In this paper, we prove that there exists a unique strong solution to reflecting stochastic differential equations with merely measurable drift giving an affirmative answer to the longstanding problem. This is done through Zvonkin…
Second Stokes problem about behaviour of rarefied gas filling half-space is analytically solved. A plane limiting half-space makes harmonious fluctuations in the plane. The kinetic equation with modelling integral collisions in form of…
This paper studies formulations of second-order elliptic partial differential equations in nondivergence form on convex domains as equivalent variational problems. The first formulation is that of Smears \& S\"uli [SIAM J.\ Numer.\ Anal.\…
We consider a stochastic partial differential equation with a logarithmic nonlinearity with singularities at $1$ and $-1$ and a constraint of conservation of the space average. The equation, driven by a trace-class space-time noise,…
In this paper, we investigate stochastic partial differential equations driven by multi-parameter anisotropic fractional Levy noises, including the stochastic Poisson equation, the linear heat equation, and the quasi-linear heat equation.…
This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $\left(\partial^\beta + \frac{\nu}{2} (-\Delta)^{\alpha/2} \right) u(t,x)= \lambda u(t,x) \dot{W}(t,x)$, where…
This paper deals with the following elliptic equation \begin{equation*} -2\sigma^{2}\Delta z+\left\| \nabla z\right\| ^{2}+4\alpha z=4\left\| x\right\| ^{2}\text{ for }x\in \mathbb{R}^{N}\text{, (}% N\geq 1\text{),} \end{equation*}% where…
In this paper we are concerned with the number of nonnegative solutions of the elliptic system $$ {array}{ll} -\Delta u = Q_u(u,v) + 1/2{2^*} H_u(u,v),& {in} \Omega,\vdois\ -\Delta v = Q_v(u,v) + 1/{2^*} H_v(u,v),& {in} \Omega,\vdois\…