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In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset\mathbb{R}^{d}$ and driven by an…

Probability · Mathematics 2009-02-19 Marta Sanz-Solé , Pierre-A. Vuillermot

This note deals with existence and uniqueness of (variational) solutions to the following type of stochastic partial differential equations on a Hilbert space H dX(t) = A(t,X(t))dt + B(t,X(t))dW(t) + h(t) dG(t) where A and B are random…

Probability · Mathematics 2018-06-18 Michael Röckner , Yi Wang

One introduces a new variational concept of solution for the stochastic differential equation $dX+A(t)X\,dt+\lambda X\,dt=X\,dW,$ $t\in(0,T)$; $X(0)=x$ in a real Hilbert space where $A(t)=\partial\varphi(t)$, $t\in(0,T)$, is a maximal…

Probability · Mathematics 2018-02-22 Viorel Barbu , Michael Röckner

We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…

Analysis of PDEs · Mathematics 2014-10-27 Hakima Bessaih , María J. Garrido-Atienza , Björn Schmalfuss

We show that that the stochastic 3D primitive equations with either the physical boundary conditions or Neumann boundary conditions on the top and bottom and Dirichlet boundary condition on the sides driven by multiplicative…

Analysis of PDEs · Mathematics 2020-08-04 Zdzisław Brzeźniak , Jakub Slavík

We study existence and uniqueness of a variational solution in terms of stochastic variational inequalities (SVI) to stochastic nonlinear diffusion equations with a highly singular diffusivity term and multiplicative Stratonovich…

Analysis of PDEs · Mathematics 2016-08-17 Ioana Ciotir , Jonas M. Tölle

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

We present a nonvariational setting for the Neumann problem for the Poisson equation for solutions that are H\"{o}lder continuous and that may have infinite Dirichlet integral. We introduce a distributional normal derivative on the boundary…

Analysis of PDEs · Mathematics 2024-05-06 M. Lanza de Cristoforis

In this paper, we consider initial-boundary value problems for two-component nonlinear systems of time-fractional diffusion equations with the homogeneous Neumann boundary condition and non-negative initial values. The main results are the…

Analysis of PDEs · Mathematics 2024-05-28 Dian Feng , Masahiro Yamamoto

In this paper, we consider a class of nonlinear fractional differential equations involving Hilfer derivative with boundary conditions. First, we obtain an equivalent integral for the given boundary value problem in weighted space of…

General Mathematics · Mathematics 2019-10-01 Mohammed S Abdo , S K Panchal , Sandeep P Bhairat

We prove global existence and blow-up of solutions of initial-boundary value problem for nonlinear nonlocal parabolic equation with nonlinear nonlocal boundary condition. Obtained results depend on the behavior of variable coefficients for…

Analysis of PDEs · Mathematics 2020-05-20 Alexander Gladkov , Tatiana Kavitova

For a class of evolution equations that possibly have only local solutions, we introduce a stochastic component that ensures that the solutions of the corresponding stochastically perturbed equations are global. The class of partial…

Analysis of PDEs · Mathematics 2024-03-12 Dan Crisan , Oana Lang

We consider the variational wave equation in one-dimensional space with stochastic forcing by an additive noise. Blow-up of local smooth solutions is established, and global existence is proved in the class of weak martingale solutions.

Analysis of PDEs · Mathematics 2024-09-30 Billel Guelmame , Julien Vovelle

A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…

Probability · Mathematics 2007-05-23 S. V. Lototsky , B. L. Rozovskii

We prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions for perturbed Hammerstein integral equations. Our approach is topological and relies on the classical fixed point index. Some of the…

Classical Analysis and ODEs · Mathematics 2016-03-22 Gennaro Infante , Paolamaria Pietramala , F. Adrian F. Tojo

We prove the well posedness: global existence, uniqueness and regularity of the solutions, of a class of d-dimensional fractional stochastic active scalar equations. This class includes the stochastic, dD-quasi-geostrophic equation, $ d\geq…

Analysis of PDEs · Mathematics 2012-09-06 Latifa Debbi

Initial-boundary value problems for integrable nonlinear partial differential equations have become tractable in recent years due to the development of so-called unified transform techniques. The main obstruction to applying these methods…

Analysis of PDEs · Mathematics 2014-12-16 Peter D. Miller , Zhenyun Qin

In this paper, we establish a globally quantitative estimate of unique continuation at one time point for solutions of parabolic equations with Neumann boundary conditions in bounded domains. Our proof is mainly based on Carleman commutator…

Analysis of PDEs · Mathematics 2022-02-22 Yueliang Duan , Lijuan Wang , Can Zhang

In this paper we study one dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. We establish global existence-uniqueness of classical solutions assuming that the…

Analysis of PDEs · Mathematics 2012-11-06 Rossitza Semerdjieva

All finite element methods, as well as much of the Hilbert-space theory for partial differential equations, rely on variational formulations, that is, problems of the type: find $u\in V$ such that $a(v,u) = l(v)$ for each $v\in L$, where…

Analysis of PDEs · Mathematics 2021-05-25 Martin Berggren , Linus Hägg
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