Related papers: A Schauder estimate for stochastic PDEs
We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…
The parabolic integro-differential Cauchy problem with spatially dependent coefficients is considered in generalized Bessel potential spaces where smoothness is defined by L\'evy measures with O-regularly varying profile. The coefficients…
We prove energy estimates for linear $p$-evolution equations in weighted Sobolev spaces under suitable assumptions on the behavior at infinity of the coefficients with respect to the space variables. As a consequence we obtain well…
We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…
This note deals with existence and uniqueness of (variational) solutions to the following type of stochastic partial differential equations on a Hilbert space H dX(t) = A(t,X(t))dt + B(t,X(t))dW(t) + h(t) dG(t) where A and B are random…
We consider stochastic versions of the Cauchy exponential functional equation and give a martingale characterization of the general solution.
We review different properties related to the Cauchy problem for the (nonlinear) Schrodinger equation with a smooth potential. For energy-subcritical nonlinearities and at most quadratic potentials, we investigate the necessary decay in…
This work considers the problem of numerically approximating statistical moments of a Quantity of Interest (QoI) that depends on the solution of a linear parabolic partial differential equation. The geometry is assumed to be random and is…
We prove an existence and uniqueness result for the obstacle problem of quasilinear parabolic stochastic PDEs. The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic differential…
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is…
Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and…
In this paper, the existence, uniqueness and regularity properties, Strichartz type estimates for solution of multipoint Cauchy problem for linear and nonlinear Schr\"odinger equations with general elliptic leading part is obtained.
This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation…
These notes provide a self-contained introduction to Schauder theory on manifolds. First, we derive Schauder estimates for a fourth-order parabolic linear problem with a first- and third-order boundary condition on a smooth compact manifold…
We consider a class of possibly degenerate second order elliptic operators $\cal A$ on $\R^n$. This class includes hypoelliptic Ornstein-Uhlenbeck type operators having an additional first order term with unbounded coefficients. We…
We obtain Schauder estimates for a general class of linear integro-differential equations. The estimates are applied to a scalar non-local Burgers equation and complete the global well-posedness results obtained in \cite{ISV}.
We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…
We obtain precise large time asymptotics for the Cauchy problem for Burgers type equations satisfying shock profile condition. The proofs are based on the exact a priori estimates for (local) solutions of these equations and a recent result…
The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on continuous time observations which are localised in space.…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…