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We prove absolute continuity of the law of the solution, evaluated at fixed points in time and space, to a parabolic dissipative stochastic PDE on $L^2(G)$, where $G$ is an open bounded domain in $\mathbb{R}^d$ with smooth boundary. The…

Probability · Mathematics 2019-05-22 Carlo Marinelli , Lluís Quer-Sardanyons

We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the…

Probability · Mathematics 2007-05-23 Luigi Manca

We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This…

Probability · Mathematics 2016-06-28 G. Da Prato , F. Flandoli , M. Röckner , A. Yu. Veretennikov

The existence of nonnegative radially symmetric eternal solutions of exponential self-similar type $u(t,x)=e^{-p\beta t/(2-p)} f_\beta(|x|e^{-\beta t};\beta)$ is investigated for the singular diffusion equation with critical gradient…

Analysis of PDEs · Mathematics 2014-02-03 Razvan Gabriel Iagar , Philippe Laurencot

In the framework of inverse linear problems on infinite-dimensional Hilbert space, we prove the convergence of the conjugate gradient iterates to an exact solution to the inverse problem in the most general case where the self-adjoint,…

Numerical Analysis · Mathematics 2021-11-18 Noe Caruso , Alessandro Michelangeli

We consider a semigroup of operators in the Banach space $C_b(H)$ of uniformly continuous and bounded functions on a separable Hilbert space $H$. In particular, we deal with semigroups that are related to solution of stochastic PDEs in $H$…

Analysis of PDEs · Mathematics 2007-05-23 Luigi Manca

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…

Functional Analysis · Mathematics 2021-10-26 Georgy Chargaziya , Alexei Daletskii

We prove existence of a probability solution to the nonlinear stationary Fokker-Planck-Kolmogorov equation on an infinite dimensional space with a centered Gaussian measure $\gamma$ with a unit diffusion operator and a drift of the form…

Analysis of PDEs · Mathematics 2026-05-27 Vladimir I. Bogachev , Michael Röckner , Stanislav V. Shaposhnikov

We consider a perturbation of a Hilbert space-valued Ornstein--Uhlenbeck process by a class of singular nonlinear non-autonomous maximal monotone time-dependent drifts. The only further assumption on the drift is that it is bounded on balls…

Probability · Mathematics 2020-06-16 Maria Gordina , Michael Röckner , Alexander Teplyaev

We prove existence and uniqueness of solutions to a class of stochastic semilinear evolution equations with a monotone nonlinear drift term and multiplicative noise, considerably extending corresponding results obtained in previous work of…

Analysis of PDEs · Mathematics 2020-12-11 Carlo Marinelli , Luca Scarpa

In this article we investigate the solvability of infinite-dimensional differential algebraic equations. Such equations often arise as partial differential-algebraic equations (PDAEs). A decomposition of the state-space that leads to an…

Functional Analysis · Mathematics 2022-04-25 Birgit Jacob , Kirsten Morris

We consider a class of semilinear parabolic evolution equations subject to a hysteresis operator and a Bochner-Lebesgue integrable source term. The underlying spatial domain is allowed to have a very general boundary. In the first part of…

Analysis of PDEs · Mathematics 2017-01-10 Christian Münch

Existence and uniqueness of radially symmetric self-similar very singular solutions are proved for the singular diffusion equation with gradient absorption {equation*} \partial_t u -\Delta_{p}u+|\nabla u|^q=0, \ \hbox{in} \…

Analysis of PDEs · Mathematics 2013-08-29 Razvan Gabriel Iagar , Philippe Laurencot

We study absolute continuity of harmonic measure with respect to surface measure on domains $\Omega$ that have large complements. We show that if $\Gamma\subset \mathbb{R}^{d+1}$ is $d$-Ahlfors regular and splits $ \mathbb{R}^{d+1}$ into…

Classical Analysis and ODEs · Mathematics 2016-08-29 Murat Akman , Jonas Azzam , Mihalis Mourgoglou

We study regularity properties for invariant measures of semilinear diffusions in a separable Hilbert space. Based on a pathwise estimate for the underlying stochastic convolution, we prove a priori estimates on such invariant measures. As…

Probability · Mathematics 2022-11-15 Abdelhadi Es-Sarhir , Wilhelm Stannat

We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…

Probability · Mathematics 2018-06-18 Vladimir Bogachev , Giuseppe Da Prato , Michael Röckner

This paper is concerned with the transient dynamics described by the solutions of the reaction-diffusion equations in which the reaction term consists of a combination of a superlinear power-law absorption and a time-independent point…

Analysis of PDEs · Mathematics 2015-11-10 Peter V. Gordon , Cyrill B. Muratov

We consider a generalized equation governed by a strongly monotone and Lipschitz single-valued mapping and a maximally monotone set-valued mapping in a Hilbert space. We are interested in the sensitivity of solutions w.r.t. perturbations of…

Optimization and Control · Mathematics 2023-06-22 Gerd Wachsmuth

Let $X$ be a separable Hilbert space endowed with a non-degenerate centred Gaussian measure $\gamma$ and let $\lambda_1$ be the maximum eigenvalue of the covariance operator associated with $\gamma$. The associated Cameron--Martin space is…

Analysis of PDEs · Mathematics 2025-08-15 Luciana Angiuli , Simone Ferrari , Diego Pallara

We consider a uniformly rectifiable set $\Gamma \subset \mathbb R^n$ of dimension $d<n-1$. By using degenerate elliptic operators on the complement $\Omega = \mathbb R^n \setminus \Gamma$, Guy David, Svitlana Mayboroda, and the author…

Analysis of PDEs · Mathematics 2022-07-26 Joseph Feneuil