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Related papers: Dense blowup for parabolic SPDEs

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In this paper, we obtain lower and upper bounds for the blow-up times to a system of semilinear stochastic partial differential equations. Under suitable assumptions, lower and upper bounds of explosion times are obtained by using explicit…

Analysis of PDEs · Mathematics 2024-02-13 S. Sankar , Manil T. Mohan , S. Karthikeyan

This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…

Probability · Mathematics 2025-01-06 Yujia Guo , Xiaojie Wang , Yue Wu

We consider It\^o SDE $\d X_t=\sum_{j=1}^m A_j(X_t) \d w_t^j + A_0(X_t) \d t$ on $\R^d$. The diffusion coefficients $A_1,..., A_m$ are supposed to be in the Sobolev space $W_\text{loc}^{1,p} (\R^d)$ with $p>d$, and to have linear growth;…

Probability · Mathematics 2010-01-19 Shizan Fang , Dejun Luo , Anto Thalmaier

Existence of specific \emph{eternal solutions} in exponential self-similar form to the following quasilinear diffusion equation with strong absorption$$\partial_t u=\Delta u^m-|x|^{\sigma}u^q,$$posed for…

Analysis of PDEs · Mathematics 2023-10-12 Razvan Gabriel Iagar , Philippe Laurençot

In this paper, we are considering the Cauchy problem of the nonlinear heat equation $u\_t -\Delta u= u^{3 },\ u(0,x)=u\_0$. After extending Y. Meyer's result establishing the existence of global solutions, under a smallness condition of the…

Analysis of PDEs · Mathematics 2015-07-06 Fernando Cortez

We consider nonlinear parabolic stochastic PDEs on a bounded Lipschitz domain driven by a Gaussian noise that is white in time and colored in space, with Dirichlet or Neumann boundary condition. We establish existence, uniqueness and moment…

Probability · Mathematics 2023-08-07 David Candil , Le Chen , Cheuk Yin Lee

We study the two-dimensional stochastic nonlinear heat equation (SNLH) and stochastic damped nonlinear wave equation (SdNLW) with an exponential nonlinearity $\lambda\beta e^{\beta u }$, forced by an additive space-time white noise. We…

Analysis of PDEs · Mathematics 2021-10-04 Tadahiro Oh , Tristan Robert , Yuzhao Wang

The purpose of this paper is to give a necessary and sufficient condition for the existence and non-existence of global solutions of the following semilinear parabolic equations \[ u_{t}=\Delta u+\psi(t)f(u),\,\,\mbox{ in }\Omega\times…

Analysis of PDEs · Mathematics 2022-09-28 Soon-Yeong Chung , Jaeho Hwang

The main aim of the current work is the study of the conditions under which (finite-time) blow-up of a non-local stochastic parabolic problem occurs. We first establish the existence and uniqueness of the local-in-time weak solution for…

Analysis of PDEs · Mathematics 2020-07-09 Nikos I. Kavallaris , Yubin Yan

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

Probability · Mathematics 2021-01-06 Jae-Hwan Choi , Beom-Seok Han

In this article we consider existence and uniqueness of the solutions to a large class of stochastic partial differential of form $\partial_t u = L_x u + b(t,u)+\sigma(t,u)\dot{W}$, driven by a Gaussian noise $\dot{W}$, white in time and…

Probability · Mathematics 2021-04-16 Benny Avelin , Lauri Viitasaari

We study fractional parabolic equations with indefinite nonlinearities $$ \frac{\partial u} {\partial t}(x,t) +(-\Delta)^s u(x,t)= x_1 u^p(x, t),\,\, (x, t) \in \mathbb{R}^n \times \mathbb{R}, $$ where $0<s<1$ and $1<p<\infty$. We first…

Analysis of PDEs · Mathematics 2021-08-06 Wenxiong Chen , Leyun Wu , Pengyan Wang

We consider the focusing nonlinear Schr\"odinger equations $i\partial_t u+\Delta u +u|u|^{p-1}=0$ in dimension $1\leq N\leq 5$ and for slightly $L^2$ supercritical nonlinearities $p_c<p<(1+\e)p_c$ with $p_c=1+\frac{4}{N}$ and $0<\e\ll 1$.…

Analysis of PDEs · Mathematics 2009-07-24 Frank Merle , Pierre Raphael , Jeremie Szeftel

In this paper, we study the finite-time blow up of solutions to the following semilinear wave equation with time-dependent damping \[ \partial_t^2u-\Delta u+\frac{\mu}{1+t}\partial_tu=|u|^p \] in $\mathbb{R}_{+}\times\mathbb{R}^n$. More…

Analysis of PDEs · Mathematics 2018-02-28 Zijin Li , Xinghong Pan

This paper is a continuation of our previous work [21], where we have established that, for the second-order degenerate hyperbolic equation (\p_t^2-t^m\Delta_x)u=f(t,x,u), locally bounded, piecewise smooth solutions u(t,x) exist when the…

Analysis of PDEs · Mathematics 2013-07-16 Zhuoping Ruan , Ingo Witt , Huicheng Yin

In this article we introduce several kinds of easily implementable explicit schemes, which are amenable to Khasminski's techniques and are particularly suitable for highly nonlinear stochastic differential equations (SDEs). We show that…

Numerical Analysis · Mathematics 2020-02-18 Xiaoyue Li , Xuerong Mao , Hongfu Yang

We study the following equation \begin{equation*} \frac{\partial u(t,\,x)}{\partial t}= \Delta u(t,\,x)+b(u(t,\,x))+\sigma \dot{W}(t,\,x),\quad t>0, \end{equation*} where $\sigma$ is a positive constant and $\dot{W}$ is a space-time white…

Probability · Mathematics 2020-04-29 Mohammud Foondun , Eulalia Nualart

We study Malliavin differentiability of solutions to sub-critical singular parabolic stochastic partial differential equations (SPDEs) and we prove the existence of densities for a class of singular SPDEs. Both of these results are…

Probability · Mathematics 2018-09-12 Philipp Schönbauer

In this paper we consider the Cauchy problem for $2m$-order stochastic partial differential equations of parabolic type in a class of stochastic Hoelder spaces. The Hoelder estimates of solutions and their spatial derivatives up to order…

Probability · Mathematics 2019-05-23 Yuxing Wang , Kai Du

We consider a one-dimensional nonlocal nonlinear equation of the form: $\partial_t u = (\Lambda^{-\alpha} u)\partial_x u - \nu \Lambda^{\beta}u$ where $\Lambda =(-\partial_{xx})^{\frac 12}$ is the fractional Laplacian and $\nu\ge 0$ is the…

Analysis of PDEs · Mathematics 2012-07-05 Hongjie Dong , Dong Li
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