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In this paper we review and improve pathwise uniqueness results for some types of one-dimensional stochastic differential equations (SDE) involving the local time of the unknown process. The diffusion coefficient of the SDEs we consider is…

Probability · Mathematics 2018-11-07 Olivier Menoukeu-Pamen , Youssef Ouknine , Ludovic Tangpi

In this paper, we continue to study the fractional harmonic gradient flow on $S^{n-1}$ taking values in a general closed manifold $N \subset \mathbb{R}^n$, addressing global existence and uniqueness of solutions of energy class with…

Analysis of PDEs · Mathematics 2021-09-24 Jerome Wettstein

This paper is concerned with the It\^o stochastic differential equations with $\mR^{d\times k}$ diffusions in class of H\"older spaces and continuous $\mR^d$ drifts. We derive a uniqueness result of strong solutions for $\cC^\alpha \…

Analysis of PDEs · Mathematics 2025-07-21 Rongrong Tian , Shuheng Tu , Jinlong Wei

In this paper, we establish the existence and uniqueness of fully coupled forward-backward stochastic differential equations (FBSDEs in short) driven by anomalous sub-diffusions $B_{L_t}$ under suitable monotonicity conditions on the…

Probability · Mathematics 2023-11-28 Shuaiqi Zhang , Zhen-Qing Chen

We consider stochastic partial differential equations on $\mathbb{R}^{d}, d\geq 1$, driven by a Gaussian noise white in time and colored in space, for which the pathwise uniqueness holds. By using the Skorokhod representation theorem we…

Probability · Mathematics 2007-05-23 K. Bahlali , M. Eddahbi , M. Mellouk

We consider the scalar conservation law in one space dimension with a genuinely nonlinear flux. We assume that an appropriate velocity function depending on the entropy solution of the conservation law is given for the comprising particles,…

Analysis of PDEs · Mathematics 2023-07-28 Masoumeh Dashti , Duc-Lam Duong

We establish uniqueness and structural stability of a class of parallel flows in a 2D straight, infinite channel, under perturbations with either globally or locally bounded Dirichlet integrals. The significant feature of our result is that…

Analysis of PDEs · Mathematics 2026-02-19 Giovanni P. Galdi , Filippo Gazzola , Mikhail V. Korobkov , Xiao Ren , Gianmarco Sperone

In this paper we present a mathematical analysis for a steady-state laminar boundary layer flow, governed by the Ostwald-de Wael power-law model of an incompressible non- Newtonian fluid past a semi-infinite power-law stretched flat plate…

Classical Physics · Physics 2009-04-03 Mohamed Guedda , Zakia Hammouch

We present here a criterion to conclude that an abstract SPDE posseses a unique maximal strong solution, which we apply to a three dimensional Stochastic Navier-Stokes Equation. Inspired by the work of [Kato and Lai,1984] in the…

Probability · Mathematics 2023-05-10 Daniel Goodair

We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a…

Probability · Mathematics 2022-01-27 João Guerra , David Nualart

We show weak existence and uniqueness in law for a general class of stochastic differential equations in $\mathbb{R}^d$, $d\ge 1$, with prescribed sub-invariant measure $\widehat{\mu}$. The dispersion and drift coefficients of the…

Probability · Mathematics 2025-05-19 Haesung Lee , Gerald Trutnau

The article provides an analytical solution of the Navier-Stokes equations for the case of the steady flow of an incompressible fluid between two uniformly co-rotating disks. The solution is derived from the asymptotical evolution of…

Fluid Dynamics · Physics 2007-05-23 Milan Batista

We consider smooth flows preserving a smooth invariant measure, or, equivalently, locally Hamiltonian flows on compact orientable surfaces and show that, when the genus of the surface is two, almost every such locally Hamiltonian flow with…

Dynamical Systems · Mathematics 2020-12-30 Jon Chaika , Krzysztof Frączek , Adam Kanigowski , Corinna Ulcigrai

In this paper, we study the following time-dependent stochastic differential equation (SDE) in ${\bf R}^d$: $$ d X_{t}= \sigma_t(X_{t-}) d Z_t + b_t(X_{t})d t, \quad X_{0}=x\in {\bf R}^d, $$ where $Z$ is a $d$-dimensioanl nondegenerate…

Probability · Mathematics 2017-09-15 Zhen-Qing Chen , Xicheng Zhang , Guohuan Zhao

We prove the existence and uniqueness of a mild solution for a class of non-autonomous parabolic mixed stochastic partial differential equations defined on a bounded open subset $D \subset \mathbb{R}^d$ and involving standard and fractional…

Probability · Mathematics 2018-03-29 Yuliya Mishura , Kostiantyn Ralchenko , Georgiy Shevchenko

The spectral flow is a well-known quantity in spectral theory that measures the variation of spectra about $0$ along paths of selfadjoint Fredholm operators. The aim of this work is twofold. Firstly, we consider homotopy invariance…

Functional Analysis · Mathematics 2019-10-14 Maciej Starostka , Nils Waterstraat

We present a simple and efficient variational finite difference method for simulating time-dependent Stokes flow in the presence of irregular free surfaces and moving solid boundaries. The method uses an embedded boundary approach on…

Computational Physics · Physics 2011-05-25 Christopher Batty , Robert Bridson

We prove the existence and uniqueness of strong solutions to the steady isentropic compressible Navier-Stokes equations with inflow boundary conditions for density and mixed boundary conditions for the velocity around a shear flow. In…

Analysis of PDEs · Mathematics 2022-04-19 Wen-Gang Yang

We present existence, uniqueness, and sharp regularity results of solution to the stochastic partial differential equation (SPDE) \begin{align} \label{abs eqn} du=(a^{ij}(\omega,t)u_{x^ix^j}+f)dt + (\sigma^{ik}(\omega,t)u_{x^i}+g^k)dw^k_t,…

Probability · Mathematics 2019-05-21 Ildoo Kim , Kyeong-hun Kim

This paper investigates a path-following method inspired by the semismooth$^*$ approach for solving algebraic inclusions, with a primary emphasis on the role of uniform subregularity. Uniform subregularity is crucial for ensuring the…

Optimization and Control · Mathematics 2024-11-01 Tomáš Roubal , Jan Valdman