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We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…

Probability · Mathematics 2024-02-27 Nils Berglund , Rita Nader

We consider local weak solutions to the widely degenerate parabolic PDE \[ \partial_{t}u-\mathrm{div}\left((\vert Du\vert-\lambda)_{+}^{p-1}\frac{Du}{\vert Du\vert}\right)=f\qquad\mathrm{in}\ \ \Omega_{T}=\Omega\times(0,T), \] where…

Analysis of PDEs · Mathematics 2025-06-01 Pasquale Ambrosio

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

In this paper we deal with uniqueness of solutions to the following problem \[ \begin{cases} \begin{split} & u_t-\Delta_p u=H(t,x,\nabla u) &\quad \text{in}\quad Q_T,\\ & u (t,x) =0 &\quad \text{on}\quad(0,T)\times \partial \Omega,\\ &…

Analysis of PDEs · Mathematics 2025-01-23 Tommaso Leonori , Martina Magliocca

We carry on the investigation started in [2] about the regularity of weak solutions to the strongly degenerate parabolic equation \[ u_{t}-\mathrm{div}\left[(\vert Du\vert-1)_{+}^{p-1}\frac{Du}{\vert…

Analysis of PDEs · Mathematics 2023-11-10 Pasquale Ambrosio

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…

Probability · Mathematics 2025-03-19 Paweł Duch

In this article we present an $L_p$-theory ($p\geq 2$) for the time-fractional quasi-linear stochastic partial differential equations (SPDEs) of type $$ \partial^{\alpha}_tu=L(\omega,t,x)u+f(u)+\partial^{\beta}_t \sum_{k=1}^{\infty}\int^t_0…

Probability · Mathematics 2016-05-09 Ildoo Kim , Kyeong-Hun Kim , Sungbin Lim

Motivated by applications to gas filtration problems, we study the regularity of weak solutions to the strongly degenerate parabolic PDE $u_{t}-\mathrm{div}\left((\vert Du\vert-\nu)_{+}^{p-1}\frac{Du}{\vert Du\vert}\right)=f$ in…

Analysis of PDEs · Mathematics 2023-09-04 Pasquale Ambrosio , Antonia Passarelli di Napoli

Blow-up in second and fourth order semi-linear parabolic partial differential equations (PDEs) is considered in bounded regions of one, two and three spatial dimensions with uniform initial data. A phenomenon whereby singularities form at…

Analysis of PDEs · Mathematics 2013-12-04 A. E. Lindsay

We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…

Probability · Mathematics 2025-01-17 Wei Sun , Ethan Wong

We consider time fractional stochastic heat type equation $$\partial^\beta_tu(t,x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…

Probability · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

We consider divergence form uniformly parabolic SPDEs with bounded and measurable leading coefficients and possibly growing lower-order coefficients in the deterministic part of the equations. We look for solutions which are summable to the…

Probability · Mathematics 2009-08-13 N. V. Krylov

This paper is concerned with supersolutions to parabolic equations of the form \begin{equation} \partial_t U (x,t)-D(x)\Delta U(x,t)=0, \quad (x,t)\in \mathbb{R}^N \times (0,\infty), \end{equation} where $D\in C(\mathbb{R}^N)$ is positive.…

Analysis of PDEs · Mathematics 2021-12-14 Motohiro Sobajima , Yuta Wakasugi

In the present paper, we study an inhomogeneous pseudo-parabolic equation with nonlocal nonlinearity $$u_t-k\Delta u_t-\Delta u=I^\gamma_{0+}(|u|^{p})+\omega(x),\,\ (t,x)\in(0,\infty)\times\mathbb{R}^N,$$ where $p>1,\,k\geq 0$,…

Analysis of PDEs · Mathematics 2022-07-29 Meiirkhan B. Borikhanov , Berikbol T. Torebek

This work focuses on the numerical approximations of random periodic solutions of stochastic differential equations (SDEs). Under non-globally Lipschitz conditions, we prove the existence and uniqueness of random periodic solutions for the…

Numerical Analysis · Mathematics 2024-06-21 Ziheng Chen , Liangmin Cao , Lin Chen

We establish well-posedness and maximal regularity estimates for linear parabolic SPDE in divergence form involving random coefficients that are merely bounded and measurable in the time, space, and probability variables. To reach this…

Analysis of PDEs · Mathematics 2023-10-17 Pascal Auscher , Pierre Portal

Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B \sigma(u(t,x)) dL(t),\quad t>0; u(0,x) = x taking values in an Hilbert space $\HH$, where $L$ is a $\RR$ valued L\'evy process, $A:H\to…

Probability · Mathematics 2015-07-06 Erika Hausenblas , Paul Andre Razafimandimby

Consider the following $p$-dimensional system of It\^o type stochastic PDEs, \begin{align*}\left[\begin{aligned} &\partial_t u(t\,,x) = \partial^2_x u(t\,,x) + b(u(t\,,x)) + \sigma(u(t\,,x)) \xi(t\,,x)\\ &\text{for…

Probability · Mathematics 2025-11-10 Davar Khoshnevisan , Cheuk Yin Lee , Fei Pu , Yimin Xiao

This paper is devoted to the study of large time bounds for the Sobolev norms of the solutions of the following fractional cubic Schr{\"o}dinger equation on the torus :$$i \partial\_t u = |D|^\alpha u+|u|^2 u, \quad u(0, \cdot)=u\_0,$$where…

Analysis of PDEs · Mathematics 2015-10-08 Joseph Thirouin

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