Related papers: Spatial ergodicity for SPDEs via Poincar\'e-type i…
We study the focusing inhomogeneous nonlinear Schr\"odinger equation $$ i\partial_t u + \Delta u = -|x|^b |u|^{p-1}u ,\quad (t,x)\in (0,\infty)\times\mathbb{R}^N, $$ with $b>0$ and $p>1$. Due to the spatial growth of the nonlinearity,…
We obtain uniqueness and existence of a solution $u$ to the following second-order stochastic partial differential equation (SPDE) : \begin{align} \label{abs eqn} du= \left( \bar a^{ij}(\omega,t)u_{x^ix^j}+ f \right)dt + g^k dw^k_t, \quad t…
In this paper we consider the homogenization problem of nonlinear evolution equations with space-time non-locality, the problems are given by Beltritti and Rossi [JMAA, 2017, 455: 1470-1504]. When the integral kernel $J(x,t;y,s)$ is…
In the paper we consider the solution of an advection equation with rapidly changing coefficients $\partial_t u_\eps+(1/\eps)V(t\eps^{-2},x/{\eps})\cdot\nabla_x u_\eps=0$ for $t<T$ and $u_\eps(T,x)=u_0(x)$, $x\in\bbR^d$. Here $\eps>0$ is…
Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…
We consider periodic homogenization of boundary value problems for second-order semilinear elliptic systems in 2D of the type $$ \partial_{x_i}\left(a_{ij}^{\alpha…
The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…
We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…
In this paper, we consider fractional parabolic equation of the form $ \frac{\partial u}{\partial t}=-(-\Delta)^{\frac{\alpha}{2}}u+u\dot W(t,x)$, where $-(-\Delta)^{\frac{\alpha}{2}}$ with $\alpha\in(0,2]$ is a fractional Laplacian and…
This paper establishes strong convergence rates for the spatial finite element discretization of a two-dimensional stochastic Navier--Stokes system with transport noise and no-slip boundary conditions on a convex polygonal domain. The main…
We prove uniqueness in law for a class of parabolic stochastic partial differential equations in an interval driven by a functional A(u) of the temperature u times a space-time white noise. The functional A(u) is H\"older continuous in u of…
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…
In this paper, we study the stochastic partial differential equation with multiplicative noise $\frac{\partial u}{\partial t} =\mathcal L u+u\dot W$, where $\mathcal L$ is the generator of a symmetric L\'evy process $X$ and $\dot W$ is a…
In this paper, we address the question of the discretization of Stochastic Partial Differential Equations (SPDE's) for excitable media. Working with SPDE's driven by colored noise, we consider a numerical scheme based on finite differences…
We deal with the Sobolev space theory for the stochastic partial differential equation (SPDE) driven by Wiener processes $$ \partial_{t}^{\alpha}u=\left( \phi(\Delta) u +f(u) \right) + \partial_t^\beta \sum_{k=1}^\infty \int_0^t…
It is well known that stationary geometrically ergodic Markov chains are $\beta$-mixing (absolutely regular) with geometrically decaying mixing coefficients. Furthermore, for initial distributions other than the stationary one, geometric…
A classical result owing to Mancini and Sandeep [Ann. Sc. Norm. Super. Pisa Cl. Sci. 7 (2008)] asserts that all positive solutions of the Poincar\'e-Sobolev equation on the hyperbolic space $$ -\Delta_{\mathbb{B}^n} u-\lambda u =…
The paper proves Liouville-type results for stable solutions of semilinear elliptic PDEs with convex nonlinearity, posed on the entire Euclidean space. Extensions to solutions which are stable outside a compact set are also presented.
We propose two Euler-Maruyama (EM) type numerical schemes in order to approximate the invariant measure of a stochastic differential equation (SDE) driven by an $\alpha$-stable L\'evy process ($1<\alpha<2$): an approximation scheme with the…
In this paper, we consider the classical spin systems on unbounded lattices given by infinite-dimensional stochastic differential equations (SDEs). We assume that the stochastic forcing acts only on one particle. The other particles are not…