Related papers: Quasilinear parabolic stochastic partial different…
We consider analytically weak solutions to semilinear stochastic partial differential equations with non-anticipating coefficients driven by cylindrical Brownian motion. The solutions are allowed to take values in general separable Banach…
We study a two-point free boundary problem in a sector for a quasilinear parabolic equation. The boundary conditions are assumed to be spatially and temporally "self-similar" in a special way. We prove the existence, uniqueness and…
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…
We establish a consistency result by comparing two independent notions of generalised solutions to a large class of linear hyperbolic first order PDE systems with constant coefficients, showing that they eventually coincide. The first is…
Stochastic differential equations with Levy motion arise the mathematical models for various phenomenon in geophysical and biochemical sciences. The Fokker Planck equation for such a stochastic differential equations is a nonlocal partial…
We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term which can only be understood in a weak sense. A probabilistic…
Pathwise non-uniqueness is established for non-negative solutions of the parabolic stochastic pde $$\frac{\partial X}{\partial t}=\frac{\Delta}{2}X+X^p\dot W+\psi,\ X_0\equiv 0$$ where $\dot W$ is a white noise, $\psi\ge 0$ is smooth,…
We study linear backward stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the terminal time is replaced by a condition that holds almost surely and mixes…
We prove the existence and uniqueness of weak solution of a Neumann boundary problem for an elliptic partial differential equation (PDE for short) with a singular divergence term which can only be understood in a weak sense. A probabilistic…
This paper studies the existence, nonexistence and uniqueness of positive solutions for a class of quasilinear equations. We also analyze the behavior of this solutions with respect to two parameters $\kappa$ and $\lambda$ that appears in…
We consider existence and stability of an almost periodic solution of the quasilinear system of differential equations with piecewise constant argument of generalized type. The associated linear homogeneous system satisfies exponential…
We prove the existence of strong and weak solutions to the semilinear wave equation with coefficients depending both on time and space variables, with continuous nonlinearity satisfying the sign condition. The uniqueness is proven under…
The focus of this paper is a non-local singular non-linear Fokker-Planck partial differential equation (PDE). The peculiarity of this PDE feature is in its divergence coefficient, which presents a product between a Besov distribution and a…
We prove some existence (and sometimes also uniqueness) of weak solutions to some stationary equations associated to the complex Schr\''{o}dinger operator under the presence of a singular nonlinear term. Among other new facts, with respect…
Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…
We prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on $\mathbb{R}^d$ using the variational approach. This includes well-posedness of (possibly degenerate) linear rough PDE's in…
We study semi-dynamical systems associated to delay differential equations. We give a simple criteria to obtain weak and strong persistence and provide sufficient conditions to guarantee uniform persistence. Moreover, we show the existence…
Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…
In this paper we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone…
This paper provides a dynamical frame to study non-autonomous parabolic partial differential equations with finite delay. Assuming monotonicity of the linearized semiflow, conditions for the existence of a continuous separation of type II…