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We consider the maximal regularity problem for non-autonomous evolution equations of the form $u(t) + A(t) u(t) = f(t)$ with initial data $u(0) = u\_0$ . Each operator $A(t)$ is associated with a sesquilinear form $a(t; *, *)$ on a Hilbert…

Functional Analysis · Mathematics 2015-03-19 Bernhard Hermann Haak , E. -M. Ouhabaz

It is developed the theory of the Dirichlet problem for harmonic functions. On this basis, for the nondegenerate Beltrami equations in the quasidisks and, in particular, in the smooth domains, it is proved the existence of regular solutions…

Complex Variables · Mathematics 2017-10-19 Artyem Yefimushkin , Vladimir Ryazanov

We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…

Probability · Mathematics 2026-02-16 Lukas Anzeletti , Oleg Butkovsky , Máté Gerencsér , Alexander Shaposhnikov

The incompressible Micropolar system is given by two coupled equations: the first equation gives the evolution of the velocity field u while the second equation gives the evolution of the microrotation field $\omega$. In this article we…

Analysis of PDEs · Mathematics 2023-02-07 Diego Chamorro , David Llerena

We study the wellposedness and pathwise regularity of semilinear non-autonomous parabolic evolution equations with boundary and interior noise in an $L^p$ setting. We obtain existence and uniqueness of mild and weak solutions. The boundary…

Probability · Mathematics 2010-01-14 Roland Schnaubelt , Mark Veraar

A solution $\psi $ to Schr\"odinger's equation needs some degree of regularity in order to allow the construction of a Bohmian mechanics from the integral curves of the velocity field $\hbar \Im \left( \bigtriangledown \psi /m\psi \right)…

Quantum Physics · Physics 2010-11-15 Gebhard Gruebl , Markus Penz

In this paper, the distribution dependent stochastic differential equation in a separable Hilbert space with a Dini continuous drift is investigated. The existence and uniqueness of weak and strong solutions are obtained. Moreover, some…

Probability · Mathematics 2020-04-21 Xing Huang , Yulin Song

The notes are an overview of part of the theory of pathwise weak solutions to two classes of scalar fully nonlinear first- and second-order degenerate parabolic partial differential equations with multiplicative rough time dependence, a…

Analysis of PDEs · Mathematics 2019-09-12 Panagiotis E Souganidis

We obtain a general concept of triplet of Hilbert spaces with closed (unbounded) embeddings instead of continuous (bounded) ones. The construction starts with a positive selfadjoint operator $H$, that is called the Hamiltonian of the…

Functional Analysis · Mathematics 2025-11-04 Petru Cojuhari , Aurelian Gheondea

We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion with Hurst parameter H > 1/2 have similar ergodic properties as SDEs driven by standard Brownian motion. The focus in this article is on…

Probability · Mathematics 2010-05-14 Martin Hairer , Natesh S. Pillai

In a separable Hilbert space $X$, we study the controlled evolution equation \begin{equation*} u'(t)+Au(t)+p(t)Bu(t)=0, \end{equation*} where $A\geq-\sigma I$ ($\sigma\geq0$) is a self-adjoint linear operator, $B$ is a bounded linear…

Optimization and Control · Mathematics 2021-05-13 Fatiha Alabau-Boussouira , Piermarco Cannarsa , Cristina Urbani

We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is a distribution in some Besov space and $B$ is a fractional Brownian motion with Hurst parameter $H\leqslant 1/2$. First, the equation is…

Probability · Mathematics 2023-11-10 Lukas Anzeletti , Alexandre Richard , Etienne Tanré

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L_p$ spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be…

Analysis of PDEs · Mathematics 2015-12-15 Carlo Marinelli

In this paper we study a first extension of the theory of mild solutions for HJB equations in Hilbert spaces to the case when the domain is not the whole space. More precisely, we consider a half-space as domain, and a semilinear…

Optimization and Control · Mathematics 2022-09-30 Alessandro Calvia , Gianluca Cappa , Fausto Gozzi , Enrico Priola

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…

Functional Analysis · Mathematics 2018-05-15 Alexei Daletskii

We study the Taylor expansion for the solution of a differential equation driven by a multidimensional Holder path with exponent \beta> 1/2. We derive a convergence criterion that enables us to write the solution as an infinite sum of…

Probability · Mathematics 2016-11-25 Fabrice Baudoin , Xuejing Zhang

In this paper we consider a scalar transport equation with constant coefficients on domains with discrete space and continuous, discrete or general time. We show that on all these underlying domains solutions of the transport equation can…

Analysis of PDEs · Mathematics 2012-01-05 Petr Stehlík , Jonáš Volek

About thirty years ago we looked for "minimal assumptions" on the data which guarantee that solutions to the $\,2-D\,$ evolution Euler equations in a bounded domain are classical. Classical means here that all the derivatives appearing in…

Analysis of PDEs · Mathematics 2015-02-05 Hugo Beirao da Veiga

In this paper, we prove the unique existence and investigate the $L^{p}$-regularity of solutions to stochastic partial differential equations in Hilbert spaces associated with pseudo-differential operators, driven by Hilbert space-valued…

Analysis of PDEs · Mathematics 2025-04-29 Un Cig Ji , Jae Hun Kim

A parabolic partial differential equation $u'_t(t,x)=Lu(t,x)$ is considered, where $L$ is a linear second-order differential operator with time-independent coefficients, which may depend on $x$. We assume that the spatial coordinate $x$…

Functional Analysis · Mathematics 2015-09-14 Ivan D. Remizov