Related papers: Random initial conditions for semi-linear PDEs

This paper is concerned with necessary and sufficient conditions for near-optimal singular stochastic controls for systems driven by a nonlinear stochastic differential equations (SDEs in short). The proof of our result is based on…

We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…

We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We discuss existence and uniqueness pathwise and in law under…

We study the well-posedness of the initial-value problem for the periodic nonlinear "good" Boussinesq equation. We prove that this equation is local well-posed for initial data in Sobolev spaces \textit{$H^s(\T)$} for $s>-1/4$, the same…

In this paper we propose some Harris-like criteria in order to study the long time behavior of general positive and periodic semiflows. These criteria allow us to obtain new existence results of principal eigenelements, and their…

We present a series of recent results on the well-posedness of very singular parabolic stochastic partial differential equations. These equations are such that the question of what it even means to be a solution is highly non-trivial. This…

In this paper we consider the local well-posedness theory for the quadratic nonlinear Schr\"odinger equation with low regularity initial data in the case when the nonlinearity contains derivatives. We work in 2+1 dimensions and prove a…

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…

The Monotonicity inequality is an important tool in the understanding of existence and uniqueness of strong solutions for Stochastic PDEs. In this article, we discuss three approaches to establish this deterministic inequality explicitly.

In this contribution we develop a solution theory for singular quasilinear stochastic partial differential equations subject to an initial condition. We obtain our solution theory as a perturbation of the rough path approach developed to…

We investigate a possible extension of probabilistic well-posedness theory of nonlinear dispersive PDEs with random initial data beyond variance blowup. As a model equation, we study the Benjamin-Bona-Mahony equation (BBM) with Gaussian…

Proving local well-posedness for quasilinear problems in pde's presents a number of difficulties, some of which are universal and others of which are more problem specific. While a common standard, going back to Hadamard, has existed for a…

We establish local well-posedness for the higher-order nonlinear Schr\"odinger equation, formulated on the half-line. We consider the scenario of associated coefficients such that only one boundary condition is required, which is assumed to…

We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…

We study the problem of characterizing the effective (homogenized) properties of materials whose diffusive properties are modeled with random fields. Focusing on elliptic PDEs with stationary and ergodic random coefficient functions, we…

We consider the formation of finite-time quenching singularities for solutions of semi-linear wave equations with negative power nonlinearities, as can model micro-electro-mechanical systems (MEMS). For radial initial data we obtain,…

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

The study of epidemic models plays an important role in mathematical epidemiology. There are many researches on epidemic models using ordinary differential equations, partial differential equations or stochastic differential equations. In…

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of…