Related papers: Stochastic transport equation in bounded domains
We establish local well-posedness for the higher-order nonlinear Schr\"odinger equation, formulated on the half-line. We consider the scenario of associated coefficients such that only one boundary condition is required, which is assumed to…
We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…
The paper considers a boundary value problem for the high-order Lavrent'ev-Bitsadze equation. Necessary and sufficient conditions for the uniqueness of the solution are found. When substantiating the existence, the problem of "small…
We put forward a new method for proving weak uniqueness of stochastic equations with singular drifts driven by a non-Markov or infinite-dimensional noise. We apply our method to study stochastic heat equation (SHE) driven by Gaussian…
We address convergence of the unique weak solutions of the 2D stochastic Navier-Stokes equations with Navier boundary conditions, as the boundary friction is taken uniformly to infinity, to the unique weak solution under the no-slip…
We consider the stochastic electrokinetic flow in a smooth bounded domain $\mathcal{D}$, modelled by a Nernst-Planck-Navier-Stokes system with a blocking boundary conditions for ionic species concentrations, perturbed by multiplicative…
This article is concerned with the existence and uniqueness of solutions to some fractional order boundary value problems. Our results are based on some fixed point theorems. For the applicability of our results, we provide an example.
We prove well-posedness and regularity results for elliptic boundary value problems on certain domains with a smooth set of singular points. Our class of domains contains the class of domains with isolated oscillating conical singularities,…
We review the first and second boundary value problems for the Stokes system posed in a bounded Lipschitz domain in $\mathbb{R}^n.$ Particular attention is given to the mixed boundary condition: a Dirichlet condition is imposed for the…
We study a nonlinear transport equation defined on an oriented network where the velocity field depends not only on the state variable, but also on the solution itself. We prove existence, uniqueness and continuous dependence results for…
We study the existence of weak martingale solutions to a stochastic moving boundary problem arising from the interaction between an isentropic compressible fluid and a viscoelastic structure. In the model, we consider a three-dimensional…
We study the existence, uniqueness and approximation of solutions of stochastic differential equations with constraints driven by processes with bounded p-variation. Our main tool are new estimates showing Lipschitz continuity of the…
In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…
We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions…
In this paper, we study the sufficient conditions for the existence of solutions of first-order Hamiltonian stochastic impulsive differential equations under Dirichlet boundary value conditions. By using the variational method, we first…
We face the well-posedness of linear transport Cauchy problems $$\begin{cases}\dfrac{\partial u}{\partial t} + b\cdot\nabla u + c\,u = f&(0,T)\times{\mathbb R}^n\\u(0,\cdot)=u_0\in L^\infty&{\mathbb R}^n\end{cases}$$ under borderline…
In this paper we consider the resolvent Stokes problem in the case there is a small perturbation of the domain caused by a perturbed boundary. Firstly, we prove that the solution of Stokes problem is continuous due to this small…
This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables, and…
We study the problem of existence, uniqueness and approximation of solutions of finite dimensional Stratonovich stochastic differential equations with reflecting boundary condition driven by semimartingales with jumps. As an application we…
In this paper we analyse a boundary value problem for the Laplace equation with a nonlinear non-autonomous transmission conditions on the boundary of a small inclusion of size $\epsilon$. We show that the problem has solutions for…