Related papers: Random initial conditions for semi-linear PDEs
We revisit the local well-posedness theory of nonlinear Schr\"odinger and wave equations in Sobolev spaces $H^s$ and $\dot{H}^s$, $0< s\leq 1$. The theory has been well established over the past few decades under Sobolev initial data…
In this paper, we discuss optimality conditions for optimization problems involving random state constraints, which are modeled in probabilistic or almost sure form. While the latter can be understood as the limiting case of the former, the…
We consider stochastic differential equations on $\mathbb R^d$ with coefficients depending on the path and distribution for the whole history. Under a local integrability condition on the time-spatial singular drift, the well-posedness and…
We present a novel framework for the study of a large class of non-linear stochastic PDEs, which is inspired by the algebraic approach to quantum field theory. The main merit is that, by realizing random fields within a suitable algebra of…
This paper aims at studying a generalized Camassa--Holm equation under random perturbation. We establish a local well-posedness result in the sense of Hadamard, i.e., existence, uniqueness and continuous dependence on initial data, as well…
In this paper we provide a local well posedness result for a quasilinear beam-wave system of equations on a one-dimensional spatial domain under periodic and Dirichlet boundary conditions. This kind of systems provides a refined model for…
This paper studies the well-posedness of a class of nonlocal parabolic partial differential equations (PDEs), or equivalently equilibrium Hamilton-Jacobi-Bellman equations, which has a strong tie with the characterization of the equilibrium…
Rough stochastic differential equations (rough SDEs), recently introduced by Friz, Hocquet and L\^e in arXiv:2106.10340, have emerged as a versatile tool to study "doubly" SDEs under partial conditioning (with motivation from pathwise…
We establish well-posedness results for non-autonomous semilinear input-output systems, the central assumption being the scattering-passivity of the considered semilinear system. We consider both systems with distributed control and…
These are the notes for a course at the 18th Brazilian School of Probability held from August 3rd to 9th, 2014 in Mambucaba. The aim of the course is to introduce the basic problems of non--linear PDEs with stochastic and irregular terms.…
We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…
This paper concerns the local well-posedness for the "good" Boussinesq equation subject to quasi-periodic initial conditions. By constructing a delicately and subtly iterative process together with an explicit combinatorial analysis, we…
We study linear stochastic partial differential equations of parabolic type with non-local in time or mixed in time boundary conditions. The standard Cauchy condition at the terminal time is replaced by a condition that mixes the random…
We adopt the integral definition of the fractional Laplace operator and analyze an optimal control problem for a fractional semilinear elliptic partial differential equation (PDE); control constraints are also considered. We establish the…
The qualitative properties of local random invariant manifolds for stochastic partial differential equations with quadratic nonlinearities and multiplicative noise is studied by a cut off technique. By a detail estimates on the Perron fixed…
We consider a parabolic stochastic partial differential equation (SPDE) on $[0\,,1]$ that is forced with multiplicative space-time white noise with a bounded and Lipschitz diffusion coefficient and a drift coefficient that is locally…
We study the long time behavior of the solution of a stochastic PDEs with random coefficients assuming that randomness arises in a different independent scale. We apply the obtained results to 2D- Navier--Stokes equations.
In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…
In this paper, we study the homogenization of the third boundary value problem for semilinear parabolic PDEs with rapidly oscillating periodic coefficients in the weak sense. Our method is entirely probabilistic, and builds upon the work of…
We review recent results on the analysis of singular stochastic partial differential equations in the language of paracontrolled distributions.