Related papers: Integrability Conditions for SDEs and Semi-Linear …
We consider the one-dimensional heat and wave equations but -- instead of boundary conditions-- we impose on the solution certain non-local, integral constraints. An appropriate Hilbert setting leads to an integration-by-parts formula in…
We study the long time behavior of small solutions of semi-linear dispersive Hamiltonian partial differential equations on confined domains. Provided that the system enjoys a new non-resonance condition and a strong enough energy estimate,…
The pole condition approach for deriving transparent boundary conditions is extended to the time-dependent, two-dimensional case. Non-physical modes of the solution are identified by the position of poles of the solution's spatial Laplace…
We consider the quadractic NLS posed on a bidimensional compact Riemannian manifold $(M, g)$ with $ \partial M \neq \emptyset$. Using bilinear and gradient bilinear Strichartz estimates for Schr\"odinger operators in two-dimensional compact…
We consider boundary conditions compatible with discrete holomorphicity for the dilute O(n) and C_2^(1) loop models. In each model, for a general set of boundary plaquettes, multiple types of loops can appear. A generalisation of Smirnov's…
A logarithmic type Harnack inequality is established for the semigroup of solutions to a stochastic differential equation in Hilbert spaces with non-additive noise. As applications, the strong Feller property as well as the entropy-cost…
We prove invariant Harnack inequalities for certain classes of non-divergence form equations of Kolmogorov type. The operators we consider exhibit invariance properties with respect to a homogeneous Lie group structure. The coefficient…
By using a classical truncated argument and introducing the local Wasserstein distance, the global existence and uniqueness are proved for the distribution dependent SDEs with local Lipschitz coefficients. Due to the measure dependence, the…
In this work we consider viscosity solutions to second order parabolic PDEs $u_{t}+F(t,x,u,du,d^{2}u)=0$ defined on compact Riemannian manifolds with boundary conditions. We prove comparison, uniqueness and existence results for the…
Stochastic incompleteness of a Riemannian manifold $M$ amounts to the nonconservation of probability for the heat semigroup on $M$. We show that this property is equivalent to the existence of nonnegative, nontrivial, bounded (sub)solutions…
In this paper we study parabolic stochastic partial differential equations defined on arbitrary bounded domain $\cO \subset \bR^d$ allowing Hardy inequality: $$ \int_{\cO}|\rho^{-1}g|^2\,dx\leq C\int_{\cO}|g_x|^2 dx, \quad \forall g\in…
We prove the scale invariant Harnack inequality and regularity properties for harmonic functions with respect to an isotropic unimodal L\'{e}vy process with the characteristic exponent $\psi$ satisfying some scaling condition. We show sharp…
The stability analysis of possibly time varying positive semigroups on non necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. These crucial questions arise in a variety…
Olver and Rosenau studied group-invariant solutions of (generally nonlinear) partial differential equations through the imposition of a side condition. We apply a similar idea to the special case of finite-dimensional Hamiltonian systems,…
We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…
We prove a number of results on integrability and extendability of Lie algebras of unbounded skew-symmetric operators with common dense domain in Hilbert space. By integrability for a Lie algebra $\mathfrak{g}$, we mean that there is an…
In this work we prove convergence of renormalised models in the framework of regularity structures [Hai14] for a wide class of variable coefficient singular SPDEs in their full subcritical regimes. In particular, we provide for the first…
The paper is dedicated to studying the problem of existence and uniqueness of solutions as well as existence of and exponential convergence to invariant measures for McKean-Vlasov stochastic differential equations with Markovian switching.…
The main goal of this dissertation is to find conditions which will guarantee the existence of solutions in the Hilbert space $H$ of semilinear equation \[ L u+N(u)=h \] where $L$ is a linear and self-adjoint operator, $N$ a non-linear…
A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…