Related papers: Localization errors in solving stochastic partial …

We consider the Cauchy problem for the nonlinear Schr\"odinger equation on $\mathbb{R}^d$, where the initial data is in $\dot{H}^1(\mathbb{R}^d)\cap L^p(\mathbb{R}^d)$. We prove local well-posedness for large ranges of $p$ and discuss some…

We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the eqution and mild conditions on the obstacle a unique continuous solution…

Fractional Cauchy problems replace the usual first-order time derivative by a fractional derivative. This paper develops classical solutions and stochastic analogues for fractional Cauchy problems in a bounded domain $D\subset\mathbb{R}^d$…

This paper presents a novel multi-scale method for elliptic partial differential equations with arbitrarily rough coefficients. In the spirit of numerical homogenization, the method constructs problem-adapted ansatz spaces with uniform…

In this paper, we study the Cauchy problem for backward stochastic partial differential equations (BSPDEs) involving fractional Laplacian operator. Firstly, by employing the martingale representation theorem and the fractional heat kernel,…

Partial differential equation (PDE) models with multiple temporal/spatial scales are prevalent in several disciplines such as physics, engineering, and many others. These models are of great practical importance but notoriously difficult to…

The Cauchy-problem for the generalized Kadomtsev-Petviashvili-II equation $$u_t + u_{xxx} + \partial_x^{-1}u_{yy}= (u^l)_x, \quad l \ge 3,$$ is shown to be locally well-posed in almost critical anisotropic Sobolev spaces. The proof combines…

We study the Cauchy problem for fully nonlinear (stochastic) parabolic partial differential equations. We provide both in deterministic and stochastic case the existence of a maximal defined solution for the problem and we provide suitable…

This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…

This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids. These…

This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An $L^p$-theory is given for the Cauchy problem of BSPDEs, separately for the case of $p\in (1,2]$ and…

It is shown that the Cauchy problem for the DNLS equation in the spatially periodic setting is locally well-posed in Sobolev spaces H^s(T) for s \geq 1/2. Moreover, global well-posedness is shown for s \geq 1 and data with small L^2 norm.

In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…

We study the long-time behavior of fully discretized semilinear SPDEs with additive space-time white noise, which admit a unique invariant probability measure $\mu$. We show that the average of regular enough test functions with respect to…

We show that the classical Cauchy problem for the incompressible 3d Navier-Stokes equations with $(-1)$-homogeneous initial data has a global scale-invariant solution which is smooth for positive times. Our main technical tools are…

We present a novel Galerkin method for solving partial differential equations on the sphere. The problem is discretized by a highly localized basis which is easily constructed. The stiffness matrix entries are computed by a recently…

In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev space $L^p(\Omega; C([0,T];W^{m,p}))$ with both $m\geq 1$ and…

A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…

The Cauchy problem for semi-linear Klein-Gordon equations is considered in Friedmann-Lema\^itre-Robertson-Walker spacetimes. The local and global well-posedness of the Cauchy problem is considered in Sobolev spaces. The non-existence of…

It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic partial differential equation (SPDE) can have random-field solutions only in spatial dimension one. Here we show that in many cases, where the…