Related papers: A one-dimensional non-local singular SPDE
We consider the stationary (time-independent) Navier-Stokes equations in the whole threedimensional space, under the action of a source term and with the fractional Laplacian operator (--$\Delta$) $\alpha$/2 in the diffusion term. In the…
We describe a duality method to prove both existence and uniqueness of solutions to nonlocal problems like $$ (-\Delta)^s v = \mu \quad \text{in}\ \mathbb{R}^N, $$ with vanishing conditions at infinity. Here $\mu$ is a bounded Radon measure…
We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…
In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involving a Caputo derivative in time of order $\alpha\in(\frac 34,…
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…
We study a class of backward doubly stochastic differential equations (BDSDEs) involving martingales with spatial parameters, and show that they provide probabilistic interpretations (Feynman-Kac formulae) for certain semilinear stochastic…
Let $M$ be a compact Riemannian homogeneous space (e.g. a Euclidean sphere). We prove existence of a global weak solution of the stochastic wave equation \mathbf D_t\partial_tu=\sum_{k=1}^d\mathbf…
The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…
We investigate the use of renormalisation group methods to solve partial differential equations (PDEs) numerically. Our approach focuses on coarse-graining the underlying continuum process as opposed to the conventional numerical analysis…
We consider the family of stochastic partial differential equations indexed by a parameter $\eps\in(0,1]$, \begin{equation*} Lu^{\eps}(t,x) = \eps\sigma(u^\eps(t,x))\dot{F}(t,x)+b(u^\eps(t,x)), \end{equation*} $(t,x)\in(0,T]\times\Rd$ with…
In this paper we propose and analyze explicit space-time discrete numerical approximations for additive space-time white noise driven stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities such as the…
We prove existence and uniqueness of solutions to a nonlinear stochastic evolution equation on the $d$-dimensional torus with singular $p$-Laplace-type or total variation flow-type drift with general sublinear doubling nonlinearities and…
We consider the solution (u,\eta) of the white-noise driven stochastic partial differential equation with reflection on the space interval [0,1] introduced by Nualart and Pardoux. First, we prove that at any fixed time t>0, the measure…
In this article, we propose numerical scheme for solving a multi-term time-fractional nonlocal parabolic partial differential equation (PDE). The scheme comprises $L2$-$1_{\sigma}$ scheme on a graded mesh in time and Galerkin finite element…
We study the nonlinear fractional equation $(-\Delta)^s u = f(u)$ in $\mathbb{R}^n$, for all fractions $0<s<1$ and all nonlinearities $f$. For every fractional power $s \in (0,1)$, we obtain sharp energy estimates for bounded global…
In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…
It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic partial differential equation (SPDE) can have random-field solutions only in spatial dimension one. Here we show that in many cases, where the…
We develop a solution theory in H\"older spaces for a quasilinear stochastic PDE driven by an additive noise. The key ingredients are two deterministic PDE Lemmas which establish a priori H\"older bounds for an equation with irregular right…
In this paper, we use local fraction derivative to show the H\"older continuity of the solution to the following nonlinear time-fractional slow and fast diffusion equation:…
Kardar-Parisi-Zhang (KPZ) equation is a quasilinear stochastic partial differential equation(SPDE) driven by a space-time white noise. In recent years there have been several works directed towards giving a rigorous meaning to a solution of…