English
Related papers

Related papers: Integrability Conditions for SDEs and Semi-Linear …

200 papers

We establish conditions for nonexistence of global solutions for a class of quasilinear parabolic problems with a potential on complete, non-compact Riemannian manifolds, including the Porous Medium Equation and the p-Laplacian with a…

Analysis of PDEs · Mathematics 2025-11-21 Dorothea-Enrica von Criegern , Gabriele Grillo , Dario Monticelli

Consider in a real Hilbert space $H$ the differential equation (inclusion) $(E)$: $p(t)u^{\prime \prime}(t)+q(t)u^{\prime}(t)\in Au(t)+f(t)$ for a.a. $t>0$, with the condition $(B)$: $u(0)=x \in \overline{D(A)}$, where $A\colon D(A)\subset…

Functional Analysis · Mathematics 2014-02-07 Gheorghe Morosanu

By constructing a new coupling, the log-Harnack inequality is established for the functional solution of a delay stochastic differential equation with multiplicative noise. As applications, the strong Feller property and heat kernel…

Probability · Mathematics 2011-03-16 Feng-Yu Wang , Chenggui Yuan

This paper contains an analysis of rank-k solutions in terms of Riemann invariants, obtained from interrelations between two concepts, that of the symmetry reduction method and of the generalized method of characteristics for first order…

Mathematical Physics · Physics 2007-05-23 Alfred Michel Grundland , Benoit Huard

We consider general symmetric systems of first order linear partial differential operators on domains $\Omega \subset \mathbb{R}^d$, and we seek sufficient conditions on the coefficients which ensure essential self-adjointness. The…

Mathematical Physics · Physics 2018-03-23 Gheorghe Nenciu , Irina Nenciu

We study higher-order compact Sobolev embeddings on a domain $\Omega \subseteq \mathbb R^n$ endowed with a probability measure $\nu$ and satisfying certain isoperimetric inequality. Given $m\in \mathbb N$, we present a condition on a pair…

Functional Analysis · Mathematics 2013-11-04 Lenka Slavíková

It is shown that most of the well-known basic results for Sobolev-Slobodeckii and Bessel potential spaces, known to hold on bounded smooth domains in $\mathbb{R}^n$, continue to be valid on a wide class of Riemannian manifolds with…

Functional Analysis · Mathematics 2013-04-02 Herbert Amann

Poincar\'{e}'s classical results [H. Poincar\'{e}, Sur l'int\'{e}gration des \'{e}quations diff\'{e}rentielles du premier order et du premier degr\'{e} I and II, Rend. Circ. Mat. Palermo 5 (1891) 161-191; 11 (1897) 193-239] first provide a…

Differential Geometry · Mathematics 2024-03-15 Kaiyin Huang , Wenlei Li , Shaoyun Shi , Zhiguo Xu

We study properties of continuous semi-homogeneous operators of degree $k$ via various functions (e.g. measures of noncompactness) on all bounded subsets of a Banach space. We prove necessary and sufficient conditions for these functions to…

Functional Analysis · Mathematics 2015-08-19 Nina A. Erzakova

We consider parabolic PDEs associated with fractional type operators drifted by non-linear singular first order terms. When the drift enjoys some boundedness properties in appropriate Lebesgue and Besov spaces, we establish by exploiting a…

Analysis of PDEs · Mathematics 2022-06-16 Diego Chamorro , Stéphane Menozzi

This paper investigates solution strategies for nonlinear problems in Hilbert spaces, such as nonlinear partial differential equations (PDEs) in Sobolev spaces, when only finite measurements are available. We formulate this as a nonlinear…

Numerical Analysis · Mathematics 2025-06-06 Daozhe Lin , Qiang Du

Ensuring that a PDE model is well-posed is a necessary precursor to any form of analysis, control, or numerical simulation. Although the Lumer-Phillips theorem provides necessary and sufficient conditions for well-posedness of dissipative…

Analysis of PDEs · Mathematics 2026-04-06 Declan S. Jagt , Matthew M. Peet

This paper concerns positive solutions to the boundary value problems of the scalar field equation in the half space with a Sobolev supercritical nonlinearity and an inhomogeneous Dirichlet boundary condition, admitting a nontrivial…

Analysis of PDEs · Mathematics 2023-10-27 Sho Katayama

The celebrated H\"{o}rmander condition is a sufficient (and nearly necessary) condition for a second-order linear Kolmogorov partial differential equation (PDE) with smooth coefficients to be hypoelliptic. As a consequence, the solutions of…

Analysis of PDEs · Mathematics 2015-03-09 Martin Hairer , Martin Hutzenthaler , Arnulf Jentzen

We study a family of Li\'enard--type equations. Such equations are used for the description of various processes in physics, mechanics and biology and also appear as traveling--wave reductions of some nonlinear partial differential…

Exactly Solvable and Integrable Systems · Physics 2017-01-31 Nikolai A. Kudryashov , Dmitry I. Sinelshchikov

In this paper, we consider the continuous dependence on initial values and parameters of solutions as well as invariant measures for McKean-Vlasov SDEs under distribution-dependent Lyapunov conditions. In contrast to the classical SDEs, the…

Dynamical Systems · Mathematics 2024-10-04 Jun Ma , Zhenxin Liu

The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…

Probability · Mathematics 2021-10-05 Gunther Leobacher , Michaela Szölgyenyi , Stefan Thonhauser

We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This…

Probability · Mathematics 2016-06-28 G. Da Prato , F. Flandoli , M. Röckner , A. Yu. Veretennikov

We show that first order semilinear PDEs by stochastic perturbation are well-posedness for globally Holder continuous and bounded vector field, with an integrability condition on the divergence. This result extends the liner case presented…

Analysis of PDEs · Mathematics 2013-10-29 Christian Olivera

We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…

Probability · Mathematics 2025-01-17 Wei Sun , Ethan Wong