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

We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an…

Wave propagation problems governed by the Helmholtz equation remain among the most challenging in scientific computing, due to their indefinite nature. Domain decomposition methods with spectral coarse spaces have emerged as some of the…

We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifting of path-dependent SDEs. We investigate existence of…

We consider a semigroup of operators in the Banach space $C_b(H)$ of uniformly continuous and bounded functions on a separable Hilbert space $H$. In particular, we deal with semigroups that are related to solution of stochastic PDEs in $H$…

We consider Hamiltonian PDEs that can be split into a linear unbounded operator and a regular non linear part. We consider abstract splitting methods associated with this decomposition where no discretization in space is made. We prove a…

We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential…

In this paper we prove an abstract result of almost global existence for small and smooth solutions of some semilinear PDEs on Riemannian manifolds with globally integrable geodesic flow. Some examples of such manifolds are Lie groups…

We give two results about Harnack type inequalities. First, on compact smooth Riemannian surface without boundary, we have an estimate of the type $\sup +\inf$. The second result concerns the solutions of prescribed scalar curvature…

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\sL u + \sigma(u)\dot w$, where $\dot w$ denotes space-time white noise, $\sigma:\R\to\R$ is [globally] Lipschitz continuous, and $\sL$ is the $L^2$-generator of a L\'evy…

We present a brief overview of integrability of nonlinear ordinary and partial differential equations with a focus on the Painleve property: an ODE of second order has the Painleve property if the only movable singularities connected to…

Physical processes evolving in both time and space are often modeled using Partial Differential Equations (PDEs). Recently, it has been shown how stability analysis and control of coupled PDEs in a single spatial variable can be more…

We identify necessary and sufficient conditions on $k$th order differential operators $\mathbb{A}$ in terms of a fixed halfspace $H^+\subset\mathbb{R}^n$ such that the Gagliardo--Nirenberg--Sobolev inequality $$…

In this paper we discuss the stability of stochastic differential equations and the interplay between the moment stability of a SDE and the topology of the underlying manifold. Sufficient and necessary conditions are given for the moment…

We show existence of an infinitesimally invariant measure $m$ for a large class of divergence and non-divergence form elliptic second order partial differential operators with locally Sobolev regular diffusion coefficient and drift of some…

We show that the Harnack inequality for a class of degenerate parabolic quasilinear PDE $$\p_t u=-X_i^* A_i(x,t,u,Xu)+ B(x,t,u,Xu),$$ associated to a system of Lipschitz continuous vector fields $X=(X_1,...,X_m)$ in in $\Om\times (0,T)$…

Evolution PDEs for dispersive waves are considered in both linear and nonlinear integrable cases, and initial-boundary value problems associated with them are formulated in spectral space. A method of solution is presented, which is based…

We study inverse boundary problems for semilinear Schr\"odinger equations on smooth compact Riemannian manifolds of dimensions $\ge 2$ with smooth boundary, at a large fixed frequency. We show that certain classes of cubic nonlinearities…

We obtain some results of existence and continuity of physical measures through equilibrium states and apply these to non-uniformly expanding transformations on compact manifolds with non-flat critical sets, obtaining sufficient conditions…

Many models in mathematical physics are given as non-linear partial differential equation of hydrodynamic type; the incompressible Euler, KdV, and Camassa--Holm equations are well-studied examples.A beautiful approach to well-posedness is…

Existence, uniqueness, and $L_p$-approximation results are presented for scalar stochastic differential equations (SDEs) by considering the case where, the drift coefficient has finitely many spatial discontinuities while both coefficients…