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Related papers: Random initial conditions for semi-linear PDEs

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In this paper we consider an initial boundary value problem for a semilinear parabolic equation with nonlinear nonlocal boundary condition. We prove comparison principle, the existence theorem of a local solution and study the problem of…

Analysis of PDEs · Mathematics 2014-12-17 Alexander Gladkov , Tatiana Kavitova

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

Computational Engineering, Finance, and Science · Computer Science 2022-08-24 Ajit Desai , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

We consider the well-posedness of a class of hyperbolic partial differential equations on a one dimensional spatial domain. This class includes in particular infinite-dimensional networks of transport, wave and beam equations, or even…

Functional Analysis · Mathematics 2018-11-16 Birgit Jacob , Julia T. Kaiser

We consider a problem of parameter estimation for the state space model described by linear stochastic differential equations. We assume that an unobservable Ornstein-Uhlenbeck process drives another observable process by the linear…

Statistics Theory · Mathematics 2022-03-25 Masahiro Kurisaki

We study a class of quasi-linear parabolic equations defined on a separable Hilbert space, depending on a small parameter in front of the second order term. Through the nonlinear semigroup associated with such equation, we introduce the…

Probability · Mathematics 2022-08-30 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

In this paper we prove local well-posedness for Quasi-linear Scrh\"odinger equations with initial data in unweighted Sobolev Spaces. For small initial data with minimal smoothness this has addressed by J. Marzuola, J. Metcalfe and D.…

Analysis of PDEs · Mathematics 2014-10-02 Nicholas P. Michalowski

We review $H^{1}$-well-posedness for initial value problems of ordinary differential equations with state-dependent right-hand side. We streamline known approaches to infer existence and uniqueness of solutions for small times given a…

Classical Analysis and ODEs · Mathematics 2024-10-29 Bernhard Aigner , Marcus Waurick

A construction of a quasi-random potential for cold atoms using dark states emerging in $\Lambda$ {level configuration} is proposed. Speckle laser fields are used as a source of randomness. Anderson localisation in such potentials is…

Quantum Gases · Physics 2025-07-31 Mateusz Łącki , Jakub Zakrzewski

We consider parabolic PDEs associated with fractional type operators drifted by non-linear singular first order terms. When the drift enjoys some boundedness properties in appropriate Lebesgue and Besov spaces, we establish by exploiting a…

Analysis of PDEs · Mathematics 2022-06-16 Diego Chamorro , Stéphane Menozzi

In this contribution, a stochastic nonlinear evolution system under Neumann boundary conditions is investigated. Precisely, we are interested in finding an existence and uniqueness result for a random heat equation coupled with a…

Analysis of PDEs · Mathematics 2019-12-23 Caroline Bauzet , Frédéric Lebon , Asghar Ali Maitlo , Aleksandra Zimmermann

In the study of partial differential equations (PDEs) with random initial data and singular stochastic PDEs with random forcing, we typically decompose a classically ill-defined solution map into two steps, where, in the first step, we use…

Analysis of PDEs · Mathematics 2024-09-12 Tadahiro Oh , Mamoru Okamoto , Oana Pocovnicu , Nikolay Tzvetkov

We investigate a scalar characteristic exponential polynomial with complex coefficients associated with a first order scalar differential-difference equation. Our analysis provides necessary and sufficient conditions for allocation of the…

Dynamical Systems · Mathematics 2022-10-25 Rafał Kapica , Radosław Zawiski

This paper aims at investigating necessary (and sufficient) conditions for quasilinear systems of first order PDEs to be Hamiltonian, with non-homogeneous operators of order 1 + 0, also with degenerate leading coefficient. As a byproduct,…

Mathematical Physics · Physics 2023-05-23 Pierandrea Vergallo

In this paper, we study a certain class of nonlocal partial differential equations (PDEs). The equations arise from a key problem in network science, i.e., network generation from local interaction rules, which result in a change of the…

Dynamical Systems · Mathematics 2020-12-11 Tobias Böhle , Christian Kuehn

Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…

Methodology · Statistics 2021-03-03 Sugata Ghosh , Asok K. Nanda

Stochastic PDEs are ubiquitous in mathematical modeling. Yet, many such equations are too singular to admit classical treatment. In this article we review some recent progress in defining, approximating and studying the properties of a few…

Probability · Mathematics 2019-04-02 Ivan Corwin , Hao Shen

In this paper, we prove a sufficient and necessary condition for the transition probability distribution of a general, time-inhomogeneous linear SDE to possess a density function and study the differentiability of the density function and…

Probability · Mathematics 2020-07-09 Xue Dong He , Zhaoli Jiang

We consider fractional wave equations with exponential or arbitrary polynomial nonlinearities. We prove the global well-posedness on the support of the corresponding Gibbs measures. We provide ill-posedness constructions showing that the…

Analysis of PDEs · Mathematics 2019-09-24 Chenmin Sun , Nikolay Tzvetkov

Stemming from the stochastic Lotka-Volterra or predator-prey equations, this work aims to model the spatial inhomogeneity by using stochastic partial differential equations (SPDEs). Compared to the classical models, the SPDE model is more…

Dynamical Systems · Mathematics 2019-11-21 N. N. Nhu , G. Yin

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
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