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We study the smoothness of the upper and lower value functions of stochastic differential games in the framework of time-homogeneous (possibly degenerate) diffusion processes in a domain, under the assumption that the diffusion, drift and…

Analysis of PDEs · Mathematics 2013-11-26 Wei Zhou

We consider linear, time-dependent and skew-adjoint perturbations of periodic transport equations on the one-dimensional torus. We describe the long-time behavior of solutions for all non-degenerate perturbations in resonant regime, proving…

Analysis of PDEs · Mathematics 2025-11-25 Maria Teresa Rotolo

This paper shows how the theory of dynamic risk measures provides viscosity solutions to a family of second-order parabolic partial differential equations, even in the degenerate case. First, motivated by the martingale problem approach of…

Probability · Mathematics 2012-07-10 Jocelyne Bion-Nadal

Relying on the analysis of characteristics, we prove the uniqueness of conservative solutions to the variational wave equation $u_{tt}-c(u) (c(u)u_x)_x=0$. Given a solution $u(t,x)$, even if the wave speed $c(u)$ is only H\"older continuous…

Analysis of PDEs · Mathematics 2015-06-23 Alberto Bressan , Geng Chen , Qingtian Zhang

This paper investigates the Cauchy problem of the time-space fractional Keller-Segel-Navier- Stokes model, which can describe both memory effect and L\'evy process of the system. The local existence and global existence in Lebesgue space…

Analysis of PDEs · Mathematics 2022-10-07 Z. Jiang , L. Wang

We consider the hypodissipative Navier-Stokes equations on $[0,T]\times\mathbb{T}^{d}$ and seek to construct non-unique, H\"older-continuous solutions with epochs of regularity (smooth almost everywhere outside a small singular set in…

Analysis of PDEs · Mathematics 2022-01-17 Aynur Bulut , Manh Khang Huynh , Stan Palasek

We consider the stationary (time-independent) Navier-Stokes equations in the whole threedimensional space, under the action of a source term and with the fractional Laplacian operator (--$\Delta$) $\alpha$/2 in the diffusion term. In the…

Analysis of PDEs · Mathematics 2024-05-16 Oscar Jarrín , Gastón Vergara-Hermosilla

Consider the Cauchy problem of incompressible Navier-Stokes equations in $\mathbb{R}^3$ with uniformly locally square integrable initial data. If the square integral of the initial datum on a ball vanishes as the ball goes to infinity, the…

Analysis of PDEs · Mathematics 2019-12-18 Hyunju Kwon , Tai-Peng Tsai

We consider the discrete time stopping problem \[ V(t,x) = \sup_{\tau}E_{(t,x)}[g(\tau, X_\tau)],\] where $X$ is a random walk. It is well known that the value function $V$ is in general not smooth on the boundary of the continuation set…

Probability · Mathematics 2019-11-14 Simon Fischer , Sören Christensen

We study the strong approximation of stochastic differential equations with discontinuous drift coefficients and (possibly) degenerate diffusion coefficients. To account for the discontinuity of the drift coefficient we construct an…

Numerical Analysis · Mathematics 2019-04-25 Andreas Neuenkirch , Michaela Szölgyenyi , Lukasz Szpruch

In this paper, we examine the averaging effect of a highly oscillating external force on the solutions of the Navier-Stokes equations. We show that, as long as the force time-average decays over time, if the frequency and amplitude of the…

Analysis of PDEs · Mathematics 2026-03-03 Anirban Dutta

We study the Stokes problem in a bounded planar domain $\Omega$ with a friction type boundary condition that switches between a slip and no-slip stage. Unlike our previous work [6], in the present paper the threshold value may depend on the…

Analysis of PDEs · Mathematics 2016-01-22 Jaroslav Haslinger , Jan Stebel

We study the motion of a particle in a random time-dependent vector field defined by the 2D Navier-Stokes system with a noise. Under suitable non-degeneracy hypotheses we prove that the empirical measures of the trajectories of the pair…

Mathematical Physics · Physics 2019-02-12 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

We study the Cauchy problem for a system of cubic nonlinear Klein-Gordon equations in one space dimension. Under a suitable structural condition on the nonlinearity, we will show that the solution exists globally and decays of the order…

Analysis of PDEs · Mathematics 2016-02-11 Donghyun Kim

This work explores Navier-Stokes equation with no gravitational forces. In short, it shows that any smooth solution that decays quickly must take the form $$ \textbf{u}(x,t)- \dfrac{1}{4\pi}\textbf{Curl}\Biggl(…

General Mathematics · Mathematics 2024-01-22 Roy Burson

We consider solutions of the Cauchy problem for semilinear equations with (possibly) different L\'evy operators. We provide various results on their convergence under the assumption that symbols of the involved operators converge to the…

Analysis of PDEs · Mathematics 2026-02-05 Andrzej Rozkosz , Leszek Słomiński

Stochastic Stokes' drift and hypersensitive transport driven by dichotomous noise are theoretically investigated. Explicit mathematical expressions for the asymptotic probability density and drift velocity are derived including the…

Statistical Mechanics · Physics 2007-05-23 I. Bena , R. Kawai , C. Van den Broeck , Katja Lindenberg

In this paper, the Cauchy problem for the three-dimensional (3-D) isentropic compressible Navier-Stokes equations is considered. When viscosity coefficients are given as a constant multiple of the density's power ($\rho^\delta$ with…

Analysis of PDEs · Mathematics 2019-04-08 Zhouping Xin , Shengguo Zhu

This paper introduces a randomized tamed Euler scheme tailored for L\'evy-driven stochastic differential equations (SDEs) with superlinear random coefficients and Carath\'eodory-type drift. Under assumptions that allow for time-irregular…

Numerical Analysis · Mathematics 2025-10-22 Sani Biswas , Joaquin Fontbona

The Degasperis-Procesi (DP) equation \begin{align} &u_t-u_{txx}+3\kappa u_x+4uu_x=3u_x u_{xx}+uu_{xxx}, \nonumber \end{align} serving as a model delineating the propagation of shallow water waves, stands as a completely integrable system…

Mathematical Physics · Physics 2024-08-28 Xuan Zhou , Zhaoyu Wang , Engui Fan