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We consider the $L_2$-regularity of solutions to backward stochastic differential equations (BSDEs) with Lipschitz generators driven by a Brownian motion and a Poisson random measure associated with a L\'{e}vy process $(X_t)_{t\in[0,T]}$.…

Probability · Mathematics 2016-02-16 Christel Geiss , Alexander Steinicke

We consider a class of abstract quasilinear parabolic problems with lower--order terms exhibiting a prescribed singular structure. We prove well--posedness and Lipschitz continuity of associated semiflows. Moreover, we investigate global…

Analysis of PDEs · Mathematics 2018-08-06 Jeremy LeCrone , Gieri Simonett

In this paper, we consider a Stochastic Delay Differential Equation with constant delay $r>0$ and, under the same conditions on the coefficients needed to ensure the smoothness of the density plus an ellipticity condition on the diffusion…

Probability · Mathematics 2024-10-22 Òscar Burés , Carles Rovira

We study positive solutions to the problem $-\Delta_p u + \vartheta |\nabla u|^q = \frac{1}{u^\gamma} + f(u)$ in $\mathbb{R}^N_+$ with the zero Dirichlet boundary condition, where $p>1$, $\gamma>0$, $0<q\le p$, $\vartheta\ge0$ and…

Analysis of PDEs · Mathematics 2025-08-13 Phuong Le

The semi-analytical wall boundary conditions present a mathematically rigorous framework to prescribe the influence of solid walls in SPH for fluid flows. In this paper they are investigated with respect to the skew-adjoint property which…

Fluid Dynamics · Physics 2015-06-15 Arno Mayrhofer , Benedict D. Rogers , Damien Violeau , Martin Ferrand

We study some already introduced and some new strong and weak topologies of integral type to provide continuous dependence on continuous initial data for the solutions of non-autonomous Carath\'eodory delay differential equations. As a…

Dynamical Systems · Mathematics 2021-10-25 Iacopo P. Longo , Sylvia Novo , Rafael Obaya

We consider the Cauchy problem for the nonlinear Schr\"odinger equation $iu_t+ \Delta u+ \lambda |u|^\alpha u=0$ in $\R^N $, in the $H^s$-subcritical and critical cases $0<\alpha \le 4/(N-2s)$, where $0<s<N/2$. Local existence of solutions…

Analysis of PDEs · Mathematics 2013-01-24 Thierry Cazenave , Daoyuan Fang , Zheng Han

In this paper, we investigate new sufficient conditions to ensure the existence of a unique global strong solution of stochastic differential equations with jumps. By using Euler approximation and by utilising a new test function…

Probability · Mathematics 2014-04-15 Guangqiang Lan , Jiang-Lun Wu

For the class of stochastic partial differential equations studied in [Conus-Dalang,2008], we prove the existence of density of the probability law of the solution at a given point $(t,x)$, and that the density belongs to some Besov space.…

Probability · Mathematics 2015-03-25 Marta Sanz-Solé , André Süß

This work is concerned with the finiteness problem for static, spherically symmetric perfect fluids in both Newtonian Gravity and General Relativity. We derive criteria on the barotropic equation of state guaranteeing that the corresponding…

General Relativity and Quantum Cosmology · Physics 2009-11-07 J. Mark Heinzle

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

Machine Learning · Statistics 2026-05-12 Anan Saha , Arnab Ganguly

In this article, a special static spherically symmetric perfect fluid solution of Einstein's equations is provided. Though pressure and density both diverge at the origin, their ratio remains constant. The solution presented here fails to…

General Physics · Physics 2009-09-29 F. Rahaman , M. Kalam , S. Chakraborty , K. Maity , B. Raychaudhuri

We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear growth and satisfying a dissipativity condition. We prove…

Analysis of PDEs · Mathematics 2009-03-12 Abdelhadi Es--Sarhir , Onno van Gaans , Michael Scheutzow

Consider the focussing cubic nonlinear Schr\"odinger equation in $R^3$: $$ i\psi_t+\Delta\psi = -|\psi|^2 \psi. $$ It admits special solutions of the form $e^{it\alpha}\phi$, where $\phi$ is a Schwartz function and a positive ($\phi>0$)…

Analysis of PDEs · Mathematics 2009-11-13 Marius Beceanu

We consider a smooth semiflow strongly focusing monotone with respect to a cone of rank k on a Banach space. We obtain its generic dynamics, that is, semiorbits with initial data from an open and dense subset of any bounded open set are…

Dynamical Systems · Mathematics 2023-04-07 Lirui Feng

We present two criteria to conclude that a stochastic partial differential equation (SPDE) posseses a unique maximal strong solution. This paper provides the full details of the abstract well-posedness results first given in…

Analysis of PDEs · Mathematics 2022-09-20 Daniel Goodair , Dan Crisan , Oana Lang

We report a novel algorithm of constructing linear and nonlinear potentials in the two-dimensional Gross-Pitaevskii equation subject to given boundary conditions, which allow for exact analytic solutions. The obtained solutions represent…

Exactly Solvable and Integrable Systems · Physics 2015-06-03 Zhenya Yan , V. V. Konotop , A. V. Yulin , W. M. Liu

Two flows on a finite-dimensional normed space $X$ are Lipschitz equivalent if some homeomorphism $h$ of $X$ that is bi-Lipschitz near the origin preserves all orbits, i.e., $h$ maps each orbit onto an orbit. A complete classification by…

Dynamical Systems · Mathematics 2026-02-17 Arno Berger , Anthony Wynne

In this paper we study strong approximation of the solution of a scalar stochastic differential equation (SDE) at the final time in the case when the drift coefficient may have discontinuities in space. Recently it has been shown in…

Probability · Mathematics 2019-04-22 Thomas Müller-Gronbach , Larisa Yaroslavtseva

Motivated by applications to a manifold of semilinear and quasilinear stochastic partial differential equations (SPDEs) we establish the existence and uniqueness of strong solutions to coercive and locally monotone SPDEs driven by L\'{e}vy…

Analysis of PDEs · Mathematics 2013-05-22 Zdzisław Brzeźniak , Wei Liu , Jiahui Zhu