English
Related papers

Related papers: On the Root solution to the Skorokhod embedding pr…

200 papers

The long time behaviour of solutions to stochastic porous media equations on smooth bounded domains with Dirichlet boundary data is studied. Based on weighted $L^{1}$-estimates the existence and uniqueness of invariant measures with optimal…

Probability · Mathematics 2019-07-11 Konstantinos Dareiotis , Benjamin Gess , Pavlos Tsatsoulis

In this paper, we prove the existence and uniqueness of solutions of the fractional p-Laplace equation with a polynomial drift of arbitrary order driven by superlinear transport noise. By the monotone argument, we first prove the existence…

Probability · Mathematics 2025-08-21 Bixiang Wang

We obtain exact solutions to the class of parabolic partial differential equations of arbitrary dimensionality and with arbitrary potentials. The solutions are presented in a compact-form: as explicit mathematical expressions consisting of…

Mathematical Physics · Physics 2023-08-29 Ivan Gonoskov

Recently, ParaExp was proposed for the time integration of hyperbolic problems. It splits the time interval of interest into sub-intervals and computes the solution on each sub-interval in parallel. The overall solution is decomposed into a…

Numerical Analysis · Mathematics 2016-10-18 Melina Merkel , Innocent Niyonzima , Sebastian Schöps

In this paper we utilize the Proper Orthogonal Decomposition (POD) method for model order reduction in application to Smoluchowski aggregation equations with source and sink terms. In particular, we show in practice that there exists a…

Numerical Analysis · Mathematics 2024-03-06 Ivan V. Timokhin , Sergey A. Matveev , Eugene E. Tyrtyshnikov , Alexander P. Smirnov

In this paper we consider nonlinear parabolic systems with elliptic part which can be also degenerate. We prove optimal error estimates for smooth enough solutions. The main novelty, with respect to previous results, is that we obtain the…

Analysis of PDEs · Mathematics 2020-01-28 Luigi C. Berselli , Michael Růžička

A finite element approach for approximating the solution of a mathematical model for the response of a penetrable, bounded object (obstacle) to the excitation by an external electromagnetic field is presented and investigated. The model…

Numerical Analysis · Mathematics 2026-04-16 Lutz Angermann

We extend the pseudoholomorphic curve methods from Floer theory to infinite-dimensional phase spaces and use our results to prove the existence of a forced time-periodic solution to a general Hamiltonian PDE with regularizing nonlinearity.…

Symplectic Geometry · Mathematics 2023-04-05 Oliver Fabert , Niek Lamoree

This paper explores a fully discrete approximation for a nonlinear hyperbolic PDE-constrained optimization problem (P) with applications in acoustic full waveform inversion. The optimization problem is primarily complicated by the…

Numerical Analysis · Mathematics 2025-01-22 Luis Ammann , Irwin Yousept

For any fixed field $K\!\in\!\{\mathbb{Q}_2,\mathbb{Q}_3,\mathbb{Q}_5, \ldots\}$, we prove that all polynomials $f\!\in\!\mathbb{Z}[x]$ with exactly $3$ (resp. $2$) monomial terms, degree $d$, and all coefficients having absolute value at…

Number Theory · Mathematics 2021-07-21 J. Maurice Rojas , Yuyu Zhu

In this work, we develop an efficient solver based on neural networks for second-order elliptic equations with variable coefficients and singular sources. This class of problems covers general point sources, line sources and the combination…

Numerical Analysis · Mathematics 2023-04-18 Tianhao Hu , Bangti Jin , Zhi Zhou

This paper is concerned at the minimization fundamental gap problem for a class of two-dimensional degenerate sub-elliptic operators. We establish existence results for weak solutions, Sobolev embedding theorem and spectral theory of…

Analysis of PDEs · Mathematics 2023-07-11 Hongli Sun , Donghui Yang , Xu Zhang

Let $(X_n \colon n\in\Z)$ be a two-sided recurrent Markov chain with fixed initial state $X_0$ and let $\nu$ be a probability measure on its state space. We give a necessary and sufficient criterion for the existence of a non-randomized…

Probability · Mathematics 2015-06-11 Peter Morters , Istvan Redl

In this paper, we discuss a finite element implementation of the SRTD algorithm described by Girault and Scott for the steady-state case of a certain 3-parameter subset of the Oldroyd models. We compare it to the well-known EVSS method,…

Numerical Analysis · Mathematics 2025-01-23 Christian Austin , Sara Pollock , L. Ridgway Scott

We consider an initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a…

Numerical Analysis · Mathematics 2009-06-11 Georgios T. Kossioris , Georgios E. Zouraris

This paper deals with Schr\"{o}dinger equations with potentials which are time-dependent non-smooth and at most quadratic growth. In the case where potentials are smooth with respect to spatial variables, fundamental solutions have explicit…

Analysis of PDEs · Mathematics 2024-03-13 Shun Takizawa

In this article we investigate the existence of a solution to a semilinear, elliptic, partial differential equation with distributional coefficients and data. The problem we consider is a generalization of the Lichnerowicz equation that one…

Analysis of PDEs · Mathematics 2013-03-20 Michael Holst , Caleb Meier

We investigate the obstacle problem for generalized Dean--Kawasaki equations driven by correlated conservative noise, establishing the existence, uniqueness, and $L^1$-stability of stochastic kinetic solutions. Our core strategy combines a…

Probability · Mathematics 2026-05-18 Ruoyang Liu , Rangrang Zhang

Explicit conditions are presented for the existence, uniqueness and ergodicity of the strong solution to a class of generalized stochastic porous media equations. Our estimate of the convergence rate is sharp according to the known optimal…

Probability · Mathematics 2007-05-23 Giuseppe Da Prato , Boris L. Rozovskii , Michael Röckner , Feng-Yu Wang

We prove the existence and uniqueness of the fundamental solution for Kolmogorov operators associated to some stochastic processes, that arise in the Black & Scholes setting for the pricing problem relevant to path dependent options. We…

Analysis of PDEs · Mathematics 2021-06-21 Francesca Anceschi , Silvia Muzzioli , Sergio Polidoro
‹ Prev 1 8 9 10 Next ›