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Related papers: The Osgood condition for stochastic partial differ…

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In this work, we prove a generalization of Osgood's test for the explosion of the solutions of initial-value problems. We also establish a comparison criterion for the solution of integral equations with noise, and provide estimations of…

Probability · Mathematics 2010-12-09 M. J. Ceballos-Lira , J. E. Macías-Díaz , J. Villa

In this article, we consider the stochastic wave and heat equations on $\mathbb{R}$ with non-vanishing initial conditions, driven by a Gaussian noise which is white in time and behaves in space like a fractional Brownian motion of index…

Probability · Mathematics 2014-07-16 Raluca Balan , Maria Jolis , Lluis Quer-Sardanyons

When addressing ordinary differential equations in infinite dimensional Banach spaces, an interesting question that arises concerns the existence (or non existence) of blowing up solutions in finite time. In this manuscript we discuss this…

Classical Analysis and ODEs · Mathematics 2017-02-10 Paulo M. Carvalho Neto , Renato Fehlberg junior

Various effects of the noise intensity upon the solution $u(t,x)$ of the stochastic heat equation with Dirichlet boundary conditions on $[0,1]$ are investigated. We show that for small noise intensity, the $p$-th moment of $\sup_{x \in…

Probability · Mathematics 2015-06-22 Bin Xie

In this paper we prove the global in time well-posedness of the following non-local diffusion equation with $\alpha \in[0,2/3)$: $$ \partial_t u = {(-\triangle)^{-1}u} \triangle u + \alpha u^2, \quad u(t=0) = u_0. $$ The initial condition…

Analysis of PDEs · Mathematics 2016-02-22 Joachim Krieger , Robert M. Strain

This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order…

Probability · Mathematics 2007-05-23 K. Hamza , F. C. Klebaner

We consider weak non-negative solutions to the stochastic partial differential equation \[ \partial_t Y(t,x) = \Delta Y(t,x) + Y(t,x)^\gamma \dot{L}(t,x), \] for $(t,x) \in \mathbb{R}_+ \times \mathbb{R}^d$, where $\gamma > 0$ and $\dot{L}$…

Probability · Mathematics 2025-08-12 Thomas Hughes

In this paper, we investigate the existence and finite-time blow-up for the solution of a reaction-diffusion system of semilinear stochastic partial differential equations (SPDEs) subjected to a two-dimensional fractional Brownian motion…

Analysis of PDEs · Mathematics 2024-05-28 S. Sankar , Manil T. Mohan , S. Karthikeyan

We show that the parabolic equation $u_t + (-\Delta)^s u = q(x) |u|^{\alpha-1} u$ posed in a time-space cylinder $(0,T) \times \mathbb{R}^N$ and coupled with zero initial condition and zero nonlocal Dirichlet condition in $(0,T) \times…

Analysis of PDEs · Mathematics 2026-03-16 Jiří Benedikt , Vladimir Bobkov , Raj Narayan Dhara , Petr Girg

In this paper, we consider the existence of solutions of the following nonhomogeneous fractional $p(x,.)$-Laplacian Dirichlet problem: \begin{equation*} \left\{\begin{aligned} \Big(-\Delta_{p(x,.)}\Big)^s u (x)&=f(x, u) &\text { in }&…

Analysis of PDEs · Mathematics 2024-06-27 Achraf El wazna , Azeddine Baalal

This paper is concerned with the existence and decay of solutions of the following Timoshenko system: $$ \left\|\begin{array}{cc} u"-\mu(t)\Delta u+\alpha_1 \displaystyle\sum_{i=1}^{n}\frac{\partial v}{\partial x_{i}}=0,\, \in \Omega\times…

Analysis of PDEs · Mathematics 2014-09-12 M. L. Oliveira , A. J. R. Feitosa , M. Milla Miranda

In this paper, we consider the semilinear heat equations under Dirichlet boundary condition \[ u_{t}\left(x,t\right)=\Delta u\left(x,t\right)+f(u(x,t)), & \left(x,t\right)\in \Omega\times\left(0,+\infty\right), u\left(x,t\right)=0, &…

Analysis of PDEs · Mathematics 2017-05-17 Soon-Yeong Chung , Min-Jun Choi

Let u = {u(t, x), t $\in$ [0, T ], x $\in$ R d } be the solution to the linear stochastic heat equation driven by a fractional noise in time with correlated spatial structure. We study various path properties of the process u with respect…

Probability · Mathematics 2015-01-28 Ciprian A. Tudor , Yimin Xiao

We consider the fractional Burgers equation $ \Delta^{\alpha/2} u + b\cdot \nabla (u|u|^{(\alpha-1)/\beta})$ on ${\mathbf R}^d$, $d\geq2$, with {$\alpha \in (1,2)$ and} $\beta>1$ and prove the existence of a solution for a large class of…

Analysis of PDEs · Mathematics 2022-07-26 Tomasz Jakubowski , Grzegorz Serafin

We study the nonlinear fractional stochastic heat equation in the spatial domain $\mathbb{R}$ driven by space-time white noise. The initial condition is taken to be a measure on $\mathbb{R}$, such as the Dirac delta function, but this…

Probability · Mathematics 2014-09-16 Le Chen , Robert C. Dalang

In this article, we study a class of stochastic partial differential equations with fractional differential operators subject to some time-independent multiplicative Gaussian noise. We derive sharp conditions, under which a unique global…

Probability · Mathematics 2021-08-27 Le Chen , Nicholas Eisenberg

We consider the following evolutionary Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\\ u(x,0)=\phi(x), \end{cases} \end{equation*} where $\phi(x)\in…

Analysis of PDEs · Mathematics 2014-08-19 Lin Wang , Jun Yan

We consider the fractional order integral equation with a time nonlocal nonlinearity $$^{c}\mathbf{D}_{0\mid t}^{\beta}\left( u \right) +\left(-\Delta_{\mathbb{H}} \right)^{m} \left( u \right) = \frac{1}{\Gamma(\alpha)}\int_{0}^{t}\left(…

General Mathematics · Mathematics 2022-06-14 Abd Elhakim Lamairia

We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation with multiplicative white noise: $$ du = (a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + \bar b^{i}|u|^\lambda u_{x^i})dt + \sigma^k(u)dw_t^k,\quad…

Probability · Mathematics 2022-05-24 Beom-Seok Han

In this paper we study nonnegative and classical solutions $u=u(\nx,t)$ to porous medium problems of the type \begin{equation}\label{ProblemAbstract} \tag{$\Diamond$} \begin{cases} u_t=\Delta u^m + g(u,|\nabla u|) & {\bf x} \in \Omega, t\in…

Analysis of PDEs · Mathematics 2019-06-26 Tongxing Li , Nicola Pintus , Giuseppe Viglialoro
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