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In this paper, we study the Cauchy problem for backward stochastic partial differential equations (BSPDEs) involving fractional Laplacian operator. Firstly, by employing the martingale representation theorem and the fractional heat kernel,…

Probability · Mathematics 2024-09-12 Yuyang Ye , Yunzhang Li , Shanjian Tang

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…

Analysis of PDEs · Mathematics 2021-12-22 Zhaoyang Qiu , Huaqiao Wang

SDE driven by an $\alpha $-stable process, $\alpha \in \lbrack 1,2),$ with Lipshitz continuous coefficient and $\beta $-H\"older drift is considered. The existence and uniqueness of a strong solution is proved when $\beta >1-\alpha /2$ by…

Probability · Mathematics 2016-08-09 R. Mikulevicius , Fanhui Xu

Localized dissipative structures (LDS) have been predicted to display a rich array of instabilities, yet systematic experimental studies have remained scarce. We have used a synchronously-driven optical fiber ring resonator to…

Motivated by a real problem in steel production, we introduce and analyze a general class of singularly perturbed linear hybrid systems with both switches and impulses, in which the slow or fast nature of the variables can be…

Systems and Control · Computer Science 2017-06-16 Jihene Ben Rejeb , Irinel-Constantin Morărescu , Antoine Girard , Jamal Daafouz

We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter $H\in (0,1)$. We establish strong well-posedness under a…

Probability · Mathematics 2021-06-01 Lucio Galeati , Fabian A. Harang , Avi Mayorcas

The 1D Cauchy problem for the Zakharov system is shown to be locally well-posed for low regularity Schr\"odinger data u_0 \in \hat{H^{k,p}} and wave data (n_0,n_1) \in \hat{H^{l,p}} \times \hat{H^{l-1,p}} under certain assumptions on the…

Analysis of PDEs · Mathematics 2008-01-23 Hartmut Pecher

The paper considers a coupled system of linear Boltzmann transport equations (BTE), and its Continuous Slowing Down Approximation (CSDA). This system can be used to model the relevant transport of particles used e.g. in dose calculation in…

Optimization and Control · Mathematics 2018-04-06 J. Tervo , P. Kokkonen , M. Frank , M. Herty

We consider stochastic differential equation $$ d X_t=b(X_t) dt +d W_t^H, $$ where the drift $b$ is either a measure or an integrable function, and $W^H$ is a $d$-dimensional fractional Brownian motion with Hurst parameter $H\in(0,1)$,…

Probability · Mathematics 2025-10-22 Oleg Butkovsky , Khoa Lê , Leonid Mytnik

We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for…

Analysis of PDEs · Mathematics 2024-01-08 Luca Galimberti , Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

In this paper, we investigate the Cauchy problem for the higher-order KdV-type equation \begin{eqnarray*} u_{t}+(-1)^{j+1}\partial_{x}^{2j+1}u + \frac{1}{2}\partial_{x}(u^{2}) = 0,j\in N^{+},x\in\mathbf{T}= [0,2\pi \lambda) \end{eqnarray*}…

Analysis of PDEs · Mathematics 2015-11-10 Wei Yan , Minjie Jiang , Yongsheng Li , Jianhua Huang

We prove uniqueness in law for possibly degenerate SDEs having a linear part in the drift term. Diffusion coefficients corresponding to non-degenerate directions of the noise are assumed to be continuous. When the diffusion part is constant…

Probability · Mathematics 2014-09-03 Enrico Priola

We study the stability and dynamics of solitons in the Korteweg-de Vries (KdV) equation in the presence of noise and deterministic forcing. The noise is space-dependent and statistically translation-invariant. We show that, for small…

Analysis of PDEs · Mathematics 2025-04-25 Rik W. S. Westdorp , Hermen Jan Hupkes

In this paper, we give easily verifiable sufficient conditions for two classes of perturbed linear, passive PDE systems to be well-posed, and we provide an energy inequality for the perturbed systems. Our conditions are in terms of…

Optimization and Control · Mathematics 2019-11-19 Mikael Kurula

We study the long-time behaviour of solutions to a class of $d$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)$. The drift consists of a dissipative Lipschitz term and a…

Probability · Mathematics 2025-12-23 Konstantinos Dareiotis , El Mehdi Haress , Khoa Lê

We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This…

Probability · Mathematics 2016-06-28 G. Da Prato , F. Flandoli , M. Röckner , A. Yu. Veretennikov

We study the deterministic dynamics of a periodically driven particle in the underdamped case in a spatially symmetric periodic potential. The system is subjected to a space-dependent friction coefficient, which is similarly periodic as the…

Statistical Mechanics · Physics 2015-05-18 Shantu Saikia , Mangal C. Mahato

We consider obstacle problems for nonlinear stochastic evolution equations. More precisely, the leading operator in our equation is a nonlinear, second order pseudomonotone operator of Leray-Lions type. The multiplicative noise term is…

Probability · Mathematics 2025-07-17 Niklas Sapountzoglou , Yassine Tahraoui , Guy Vallet , Aleksandra Zimmermann

We study the critical dynamics of a real scalar field in two dimensions near a continuous phase transition. We have built up and solved Dynamical Renormalization Group equations at one-loop approximation. We have found that, different form…

Statistical Mechanics · Physics 2021-12-06 Nathan O. Silvano , Daniel G. Barci

In this paper we study first order hyperbolic systems with multiple characteristics (weakly hyperbolic) and time-dependent analytic coefficients. The main question is when the Cauchy problem for such systems is well-posed in $C^{\infty}$…

Analysis of PDEs · Mathematics 2016-01-12 Claudia Garetto , Michael Ruzhansky
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