Related papers: Random initial conditions for semi-linear PDEs
We establish probabilistic well-posedness results for the subcubic nonlinear wave equation, posed on the domain $B_2\times\mathbb{T}$, with randomly chosen initial data having radial symmetry in the $B_2$ variable, and with vanishing…
We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…
We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…
We study the local well-posedness of the nonlinear Schr\"odinger equation associated to the Grushin operator with random initial data. To the best of our knowledge, no well-posedness result is known in the Sobolev spaces $H^k$ when $k \leq…
In this paper we consider the optimal control of semilinear fractional PDEs with both spectral and integral fractional diffusion operators of order $2s$ with $s \in (0,1)$. We first prove the boundedness of solutions to both semilinear…
We prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on $\mathbb{R}^d$ using the variational approach. This includes well-posedness of (possibly degenerate) linear rough PDE's in…
This work proposes and analyzes a family of spatially inhomogeneous epidemic models. This is our first effort to use stochastic partial differential equations (SPDEs) to model epidemic dynamics with spatial variations and environmental…
We survey and refine recent results on weak and strong well-posedness of stochastic differential equations with singular drift satisfying some minimal assumptions.
We survey recent work on local well-posedness results for parabolic equations and systems with rough initial data.
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…
The aim of this paper is to give a simpler, more usable sufficient condition to the regularity of generic weakly stationary time series. Also, this condition is used to show how regular processes satisfying these sufficient conditions can…
Partial differential equations with discrete (concentrated) state-dependent delays in the space of continuous functions are investigated. In general, the corresponding initial value problem is not well posed, so we find an additional…
We consider kinetic SDEs with low regularity coefficients in the setting recently introduced in [6]. For the solutions to such equations, we first prove a Harnack inequality. Using the abstract approach of [5], this inequality then allows…
In this paper we mainly investigate the strong and weak well-posedness of a class of McKean-Vlasov stochastic (partial) differential equations. The main existence and uniqueness results state that we only need to impose some local…
Stochastic port-Hamiltonian systems on infinite-dimensional spaces governed by It\^o stochastic differential equations (SDEs) are introduced and some properties of this new class of systems are studied. They are an extension of stochastic…
We consider a so-called random obstacle model for the motion of a hypersurface through a field of random obstacles, driven by a constant driving field. The resulting semi-linear parabolic PDE with random coefficients does not admit a global…
Two important cases, where boundary conditions and solutions of the well-known integrable equations on a semi-strip are uniquely determined by the initial conditions, are rigorously studied in detail. First, the case of rectangular matrix…
We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an…
We prove an existence and uniqueness result for quasilinear Stochastic PDEs with Obstacle (in short OSPDE) under a weaker integrability condition on the coefficient and the barrier.
This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that…