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Motivated by the work of T.E. Govindan in [5,8,9], this paper is concerned with a more general semilinear stochastic evolution equation. The difference between the equations considered in this paper and the previous one is that it makes…

Probability · Mathematics 2021-03-08 Xia Zhang , Lingfei Dai , Ming Liu

In this paper we prove a derivative formula of Bismut-Elworthy-Li's type as well as gradient estimate for stochastic differential equations driven by $\alpha$-stable noises, where $\alpha\in(0,2)$. As an application, the strong Feller…

Probability · Mathematics 2012-04-24 Xicheng Zhang

In this paper we use key elements of the Olver's approach to Hamiltonian evolution equations in partial derivatives and propose an algebraic construction appropriate for Hamiltonian evolution systems with constraints.

Mathematical Physics · Physics 2018-03-13 Victor Zharinov

We study a reaction-diffusion evolution equation perturbed by a space-time L\'evy noise. The associated Kolmogorov operator is the sum of the infinitesimal generator of a $C_0$-semigroup of strictly negative type acting in a Hilbert space…

Probability · Mathematics 2012-12-27 Sergio Albeverio , Elisa Mastrogiacomo , Boubaker Smii

In this paper we study a class of semilinear wave type equations with viscoelastic damping and delay feedback with time variable coefficient. By combining semigroup arguments, careful energy estimates and an iterative approach we are able…

Analysis of PDEs · Mathematics 2020-09-17 Alessandro Paolucci , Cristina Pignotti

In this article, we study properties of the exponential Hilbert series of a $G$-equivariant projective variety, where $G$ is a semisimple, simply-connected complex linear algebraic group. We prove a relationship between the exponential…

Representation Theory · Mathematics 2018-04-16 Wayne A. Johnson

We present an abstract framework for parabolic type equations which possibly degenerate on certain spatial regions. The degeneracies are such that the equations under investigation may admit a type change ranging from parabolic to elliptic…

Analysis of PDEs · Mathematics 2020-08-17 Dirk Pauly , Rainer Picard , Sascha Trostorff , Marcus Waurick

This paper presents a mathematical foundation for physical models in nonlinear optics through the lens of evolutionary equations. It focuses on two key concepts: well-posedness and exponential stability of Maxwell equations, with models…

Analysis of PDEs · Mathematics 2024-12-10 Nils Margenberg , Markus Bause

This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are…

Statistics Theory · Mathematics 2013-08-14 Hiroki Masuda

A periodic connection is constructed for a double well potential defined in the plane. This solution violates Modica's estimate as well as the corresponding Liouville Theorem for general phase transition potentials. Gradient estimates are…

Analysis of PDEs · Mathematics 2014-11-19 Panayotis Smyrnelis

Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…

Probability · Mathematics 2018-01-09 Huijie Qiao , Jinqiao Duan

For affine processes on finite-dimensional cones, we give criteria for geometric ergodicity - that is exponentially fast convergence to a unique stationary distribution. Ergodic results include both the existence of exponential moments of…

Probability · Mathematics 2021-01-12 Eberhard Mayerhofer , Robert Stelzer , Johanna Vestweber

In this paper we derive analytically the evolution equation of the interface for a model of surface growth with relaxation to the minimum (SRM) in complex networks. We were inspired by the disagreement between the scaling results of the…

Statistical Mechanics · Physics 2009-11-13 C. E. La Rocca , L. A. Braunstein , P. A. Macri

We study the "periodic homogenization" for a class of nonlocal partial differential equations of parabolic-type with rapidly oscillating coefficients, related to stochastic differential equations driven by multiplicative isotropic…

Analysis of PDEs · Mathematics 2021-04-29 Qiao Huang , Jinqiao Duan , Renming Song

We establish sharp geometric $C^{1+\alpha}$ regularity estimates for bounded weak solutions of evolution equations of $p$-Laplacian type. Our approach is based on geometric tangential methods, and makes use of a systematic oscillation…

Analysis of PDEs · Mathematics 2018-05-01 Marcelo D. Amaral , João Vítor da Silva , Gleydson C. Ricarte , Rafayel Teymurazyan

This is the first of a series of papers devoted to a thorough analysis of the class of gradient flows in a metric space $(X,\mathsf{d})$ that can be characterized by Evolution Variational Inequalities. We present new results concerning the…

Functional Analysis · Mathematics 2018-10-10 Matteo Muratori , Giuseppe Savaré

We study the wellposedness and pathwise regularity of semilinear non-autonomous parabolic evolution equations with boundary and interior noise in an $L^p$ setting. We obtain existence and uniqueness of mild and weak solutions. The boundary…

Probability · Mathematics 2010-01-14 Roland Schnaubelt , Mark Veraar

For general (1+1)-affine Markov processes, we prove the ergodicity and exponential ergodicity in total variation distances. Our methods follow the arguments of ergodic properties for L\'{e}vy-driven OU-processes and a coupling of…

Probability · Mathematics 2021-04-27 Shukai Chen , Zenghu Li

We investigate the stationary diffusion equation with a coefficient given by a (transformed) L\'evy random field. L\'evy random fields are constructed by smoothing L\'evy noise fields with kernels from the Mat\'ern class. We show that…

Analysis of PDEs · Mathematics 2021-11-19 Oliver G. Ernst , Hanno Gottschalk , Thomas Kalmes , Toni Kowalewitz , Marco Reese

We study inference for the driving L\'evy noise of an ergodic stochastic differential equation (SDE) model, when the process is observed at high-frequency and long time and when the drift and scale coefficients contain finite-dimensional…

Methodology · Statistics 2022-03-22 Hiroki Masuda , Lorenzo Mercuri , Yuma Uehara