Related papers: Well-Posedness for Some Non-Linear Diffusion Proce…
We study a one-dimensional parabolic PDE with degenerate diffusion and non-Lipschitz nonlinearity involving the derivative. This evolution equation arises when searching radially symmetric solutions of a chemotaxis model of…
The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz…
The paper is concerned with a McKean-Vlasov type SDE with drift in anisotropic Besov spaces with negative regularity and with degenerate diffusion matrix under the weak H{\"o}rmander condition. The main result is of existence and uniqueness…
In this paper we study the class of backward doubly stochastic differential equations (BDSDEs, for short) whose terminal value depends on the history of forward diffusion. We first establish a probabilistic representation for the spatial…
We study existence and uniqueness of bounded solutions to a fractional nonlinear porous medium equation with a variable density, in one space dimension.
The existence of global-in-time bounded martingale solutions to a general class of cross-diffusion systems with multiplicative Stratonovich noise is proved. The equations describe multicomponent systems from physics or biology with…
The existence of random dynamical systems for McKean--Vlasov SDEs is established. This is approached by considering the joint dynamics of the corresponding nonlinear Fokker-Planck equation governing the law of the system and the underlying…
It is shown that the Cauchy problem for the DNLS equation in the spatially periodic setting is locally well-posed in Sobolev spaces H^s(T) for s \geq 1/2. Moreover, global well-posedness is shown for s \geq 1 and data with small L^2 norm.
This paper considers a large class of linear operator equations, including linear boundary value problems for partial differential equations, and treats them as linear recovery problems for objects from their data. Well-posedness of the…
Local well-posedness is established for a highly nonlocal nonlinear diffusion-adhesion system for bounded initial values with small support. Macroscopic systems of this kind were previously obtained by the authors through upscaling in [32]…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
We consider the Cauchy problem for the defocusing energy-critical stochastic nonlinear wave equations (SNLW) with an additive stochastic forcing on $\mathbb{R}^{d}$ and $\mathbb{T}^{d}$ with $d \geq 3$. By adapting the probabilistic…
We study the Cauchy problem for one-dimensional dispersive equations posed on $\mathbb{R} $, under the hypotheses that the dispersive operator behaves, for high frequencies, as a Fourier multiplier by $ i |\xi|^\alpha \xi $ with $ 1 \le…
In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…
We consider the stochastic electrokinetic flow in a smooth bounded domain $\mathcal{D}$, modelled by a Nernst-Planck-Navier-Stokes system with a blocking boundary conditions for ionic species concentrations, perturbed by multiplicative…
In this paper, we first establish well-posedness of McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs) with common noise, possibly with coefficients having super-linear growth in the state variable. Second, we present…
We generalize the concept "well-posed linear system" to stochastic linear control systems and study some basic properties of such kind systems. Under our generalized definition, we show the well-posedness of the stochastic heat equation and…
This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…
We establish well-posedness for a class of systems of SDEs with non-Lipschitz coefficients in the diffusion and jump terms and with two sources of interdependence: a monotone function of all the components in the drift of each SDE and the…