Related papers: Dense blowup for parabolic SPDEs
In this paper, we are concerned with regularity of nonlocal stochastic partial differential equations of parabolic type. By using Companato estimates and Sobolev embedding theorem, we first show the H\"{o}lder continuity (locally in the…
We study the surface quasi-geostrophic equation with an irregular spatial perturbation $$ \partial_{t }\theta+ u\cdot\nabla\theta = -\nu(-\Delta)^{\gamma/2}\theta+ \zeta,\qquad u=\nabla^{\perp}(-\Delta)^{-1}\theta, $$ on…
The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…
Stochastic partial differential equations (SPDEs) have become a crucial ingredient in a number of models from economics and the natural sciences. Many SPDEs that appear in such applications include non-globally monotone nonlinearities.…
This paper investigates the blow-up of solutions to scale-invariant semilinear wave equations featuring the damping term $\frac{\mu}{1+t} \partial_t u$, the mass term $\frac{\nu^2}{(1+t)^2} u$, and a time-derivative nonlinearity $|…
We prove the unique weak solvability of stochastic differential equations with time-inhomogeneous drift in essentially the largest (scaling-invariant) Morrey class, i.e.\,with integrability parameter $q>1$ close to $1$. The constructed weak…
Using purely probabilistic methods, we prove the existence and the uniqueness of solutions fora system of coupled forward-backward stochastic differential equations (FBSDEs) with measurable, possibly discontinuous coefficients. As a…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…
The purpose of this work is to analyze the wellposedness and the blow-up of solutions of the higher-order parabolic semilinear equation \[ u_t+(-\Delta)^{d}u=|x|^{\alpha}|u|^{p}+\zeta(t){\mathbf w}(x) \ \quad\mbox{for }…
The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…
The finite time blowup in the almost sure sense of a class of space-time fractional stochastic partial differential equations is discussed. Both the cases of white noise and colored noise are considered. The sufficient and necessary…
By using the local dimension-free Harnack inequality established on incomplete Riemannian manifolds, integrability conditions on the coefficients are presented for SDEs to imply the non-explosion of solutions as well as the existence,…
In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space $E$ with type 2, {equation}\label{eq:SEab}\tag{SE} {{aligned} dU(t) & = (A(t)U(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), \quad t\in [0,T],…
We study the stochastic heat equation (SHE) $\partial_t u = \frac12 \Delta u + \beta u \xi$ driven by a multiplicative L\'evy noise $\xi$ with positive jumps and amplitude $\beta>0$, in arbitrary dimension $d\geq 1$. We prove the existence…
We study multidimensional backward stochastic differential equations (BSDEs) which cover the logarithmic nonlinearity u log u. More precisely, we establish the existence and uniqueness as well as the stability of p-integrable solutions (p >…
In this paper we consider Schr\"odinger equations with sublinear dispersion relation on the one-dimensional torus $\T := \R /(2 \pi \Z)$. More precisely, we deal with equations of the form $\partial_t u = \ii {\cal V}(\omega t)[u]$ where…
Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…
We consider the semilinear wave equation $$\partial_t^2 u -\Delta u =f(u), \quad (x,t)\in \mathbb R^N\times [0,T),\qquad (1)$$ with $f(u)=|u|^{p-1}u\log^a (2+u^2)$, where $p>1$ and $a\in \mathbb R$, with subconformal power nonlinearity. We…
We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…
The distribution-dependent stochastic differential equations (DDSDEs) describe stochastic systems whose evolution is determined by both the microcosmic site and the macrocosmic distribution of the particle. The density function associated…