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This paper investigates the nonlinear Schr\"{o}dinger equation with a singular convolution potential. It demonstrates the local well-posedness of this equation in a modified Sobolev space linked to the energy. Additionally, we derive…

Analysis of PDEs · Mathematics 2024-04-05 Amin Esfahani , Achenef Tesfahun

We study necessary conditions and sufficient conditions for the existence of local-in-time solutions of the Cauchy problem for superlinear fractional parabolic equations. Our conditions are sharp and clarify the relationship between the…

Analysis of PDEs · Mathematics 2022-04-19 Yohei Fujishima , Kotaro Hisa , Kazuhiro Ishige , Robert Laister

A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…

Probability · Mathematics 2022-10-27 Erfan Salavati

In this paper we give an explicit solution of Dzherbashyan-Caputo-fractional Cauchy problems related to equations with derivatives of order $\nu k$, for $k$ non-negative integer and $\nu>0$. The solution is obtained by connecting the…

Probability · Mathematics 2023-09-12 Fabrizio Cinque , Enzo Orsingher

After recalling basic features of the theory of symmetric quasi regular Dirichlet forms we show how by applying it to the stochastic quantization equation, with Gaussian space-time noise, one obtains weak solutions in a large invariant set.…

Probability · Mathematics 2018-06-18 Sergio Albeverio , Zhi Ming Ma , Michael Röckner

In this paper, we establish a sharp $C^{2+\alpha}$-theory for stochastic partial differential equations of parabolic type in the whole space.

Analysis of PDEs · Mathematics 2017-06-07 Kai Du , Jiakun Liu

We study the Dirichlet problem for semilinear equations on general open sets with measure data on the right-hand side and irregular boundary data. For this purpose we develop the classical method of orthogonal projection. We treat in a…

Analysis of PDEs · Mathematics 2024-11-26 Tomasz Klimsiak , Andrzej Rozkosz

We consider a non-linear parabolic partial differential equation (PDE) on $\mathbb R^d$ with a distributional coefficient in the non-linear term. The distribution is an element of a Besov space with negative regularity and the non-linearity…

Analysis of PDEs · Mathematics 2022-09-21 Elena Issoglio

We study Cauchy problems associated to elliptic operators acting on vector-valued functions and coupled up to the first-order. We prove pointwise estimates for the spatial derivatives of the semigroup associated to these problems in the…

Analysis of PDEs · Mathematics 2024-12-31 Luciana Angluli , Simone Ferrari , Luca Lorenzi

The existence and uniqueness in fractional Sobolev spaces of the Cauchy problem to a stochastic parabolic integro-differential equation is investigated. A model problem with coefficients independent of space variable is considered. The…

Probability · Mathematics 2013-04-17 R. Mikulevicius , H. Pragarauskas

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the…

Probability · Mathematics 2009-10-24 Kai Du , Shanjian Tang

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

Numerical Analysis · Mathematics 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori…

Probability · Mathematics 2017-05-26 R. Mikulevicius , C. Phonsom

In this paper we establish the optimal regularity estimates for the Cauchy problem of stochastic kinetic equations with random coefficients in anisotropic Besov spaces. As applications, we study the nonlinear filtering problem for a…

Probability · Mathematics 2021-03-04 Xiaolong Zhang , Xicheng Zhang

We establish the existence and uniqueness, in bounded as well as unbounded Lipschitz type cylinders of the forms $U_X\times V_{Y,t}$ and $\Omega\times \mathbb R^{m}\times \mathbb R$, of weak solutions to Cauchy-Dirichlet problems for the…

Analysis of PDEs · Mathematics 2021-12-03 M. Litsgård , K. Nyström

We consider the Cauchy problem for a system of fully nonlinear parabolic equations. In this paper, we shall show the existence of global-in-time solutions to the problem. Our condition to ensure the global existence is specific to the fully…

Analysis of PDEs · Mathematics 2022-02-11 Takahiro Kosugi , Ryuichi Sato

We prove an existence and uniqueness result for two-obstacle problem for quasilinear Stochastic PDEs (DOSPDEs for short). The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic…

Probability · Mathematics 2020-12-08 Laurent Denis , Anis Matoussi , Jing Zhang

Problem for the first order differential equation with an unbounded operator coefficient in Banach space and nonlinear nonlocal condition is considered. A numerical method is proposed and justified for the solution of this problem under…

Numerical Analysis · Mathematics 2024-08-27 Volodymyr Makarov , Dmytro Sytnyk , Vitalii Vasylyk

In this paper we revisit the classical Cauchy problem for Laplace's equation as well as two further related problems in the light of regularisation of this highly ill-conditioned problem by replacing integer derivatives with fractional…

Numerical Analysis · Mathematics 2023-09-26 Barbara Kaltenbacher an William Rundell

We consider the following quasi-linear parabolic system of backward partial differential equations on a Banach space $E$: $(\partial_t+L)u+f(\cdot,\cdot,u, A^{1/2}\nabla u)=0$ on $[0,T]\times E,\qquad u_T=\phi$, where $L$ is a possibly…

Probability · Mathematics 2012-01-17 Rongchan Zhu
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