Related papers: Quasilinear SPDEs via rough paths
We obtain existence results for the solution u of nonlocal semilinear parabolic PDEs on $\mathbb{R}^d$ with polynomial nonlinearities in $(u, \nabla u)$, using a tree-based probabilistic representation. This probabilistic representation…
Partial differential equations (PDEs) that fit scientific data can represent physical laws with explainable mechanisms for various mathematically-oriented subjects, such as physics and finance. The data-driven discovery of PDEs from…
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…
We consider a family of singular surface quasi-geostrophic equations $$ \partial_{t}\theta+u\cdot\nabla\theta=-\nu (-\Delta)^{\gamma/2}\theta+(-\Delta)^{\alpha/2}\xi,\qquad u=\nabla^{\perp}(-\Delta)^{-1/2}\theta, $$ on…
In this paper we review and improve pathwise uniqueness results for some types of one-dimensional stochastic differential equations (SDE) involving the local time of the unknown process. The diffusion coefficient of the SDEs we consider is…
We develop a solution theory in H\"older spaces for a quasilinear stochastic PDE driven by an additive noise. The key ingredients are two deterministic PDE Lemmas which establish a priori H\"older bounds for an equation with irregular right…
We investigate a class of elliptic and parabolic partial differential equations driven by p(u) laplacian. This dependence necessitates the use of variable exponent Sobolev spaces specifically tailored to the anisotropic framework. For the…
We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…
We continue the approach in Part I \cite{duchong19} to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part II deals with driving…
We study an inverse source problem for a semilinear parabolic equation in a bounded domain, where the nonlinearity depends on the unknown function and its gradient through a quadratic reaction term and a Burgers-type convection term. From…
Position based dynamics is a powerful technique for simulating a variety of materials. Its primary strength is its robustness when run with limited computational budget. We develop a novel approach to address problems with PBD for…
In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…
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…
In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…
Motivated by Girsanov's nonuniqueness examples for SDEs, we prove nonuniqueness for the parabolic stochastic partial differential equation (SPDE) \[\frac{\partial u}{\partial t}=\frac{\Delta}{2}u(t,x)…
We study the compact support property for solutions of the following stochastic partial differential equations: $$\partial_t u = a^{ij}u_{x^ix^j}(t,x)+b^{i}u_{x^i}(t,x)+cu+h(t,x,u(t,x))\dot{F}(t,x),\quad (t,x)\in…
We consider parameter estimation for a linear parabolic second-order stochastic partial differential equation (SPDE) in two space dimensions driven by two types $Q$-Wiener processes based on high frequency data in time and space. We first…
It is common practice to approximate a weakly nonlinear wave equation through a kinetic transport equation, thus raising the issue of controlling the validity of the kinetic limit for a suitable choice of the random initial data. While for…
We investigate existence, uniqueness and regularity for solutions of rough parabolic equations of the form $\partial _tu-A_tu-f=(\dot X_t(x) \cdot \nabla + \dot Y_t(x))u$ on $[0,T]\times\mathbb{R}^d.$ To do so, we introduce a concept of…
We construct fractional Sobolev spaces on arbitrary time scales, both in one dimension and on product time scales. In 1D, we define $W^{\alpha(\cdot),p}_{\mathrm{rd}}(\mathcal I)$ through a variable-order Gagliardo-type seminorm and prove…