Related papers: On the differentiability of solutions to singularl…
We consider the following SPDE on a Gelfand-triple $(V, H, V^*)$: $$ du(t)=A(t,u(t))dt+dI_t(u), \qquad u(0)=u_0\in H. $$ Given certain local monotonicity, continuity, coercivity and growth conditions of the operator $A:[0, T]\times V\to…
Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…
We propose a new approach to the study of (nonlinear) growth and instability for semilinear evolution equations with compact nonlinearities. We show, in particular, that compact nonlinear perturbations of a linear evolution equation can be…
In this paper we establish local and global existence and uniqueness of solutions for general nonlinear evolution equations with coefficients satisfying some local monotonicity and generalized coercivity conditions. An analogous result is…
We consider a broad class of semilinear SPDEs with multiplicative noise driven by a finite-dimensional Wiener process. We show that, provided that an infinite-dimensional analogue of H\"ormander's bracket condition holds, the Malliavin…
This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…
We consider the perturbation of parabolic operators of the form $\partial_t+P(x,D)$ by large-amplitude highly oscillatory spatially dependent potentials modeled as Gaussian random fields. The amplitude of the potential is chosen so that the…
This paper is interested in semilinear stochastic equations having unbounded nonlinear perturbations in the deterministic part and/or in the random part. Moreover, the linear part of these equations is governed by a not necessarily analytic…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…
We consider a well posed SPDE$\colon dZ=(AZ+b(Z)) dt+dW(t),\,Z_0=x, $ on a separable Hilbert space $H$, where $A\colon H\to H$ is self-adjoint, negative and such that $A^{-1+\beta}$ is of trace class for some $\beta>0$, $b\colon H\to H$ is…
Given the abstract evolution equation \[ y'(t)=Ay(t),\ t\in \mathbb{R}, \] with a scalar type spectral operator $A$ in a complex Banach space, we find conditions on $A$, formulated exclusively in terms of the location of its spectrum in the…
We prove existence and uniqueness of strong solutions for a class of second-order stochastic PDEs with multiplicative Wiener noise and drift of the form $\operatorname{div} \gamma(\nabla \cdot)$, where $\gamma$ is a maximal monotone graph…
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…
We study the existence of solutions in Hilbert space $H$ of the semilinear equation \[ L u+N(u)=h, \] where $L$ is linear self-adjoint, $N$ is a nonlinear operator and $h\in H$. We concentrate on the case when $0$ is a right boundary point…
In this paper, we investigate the existence and uniqueness of mild and strong solutions of fractional semilinear evolution equations in the Hilfer sense, by means of Banach fixed point theorem and the Gronwall inequality.
In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation $$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$ driven by a cylindrical L\'evy process $L$ is established. The coefficients $F$…
In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…
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…
In this paper, we prove convergence for contractive time discretisation schemes for semi-linear stochastic evolution equations with irregular Lipschitz nonlinearities, initial values, and additive or multiplicative Gaussian noise on…
For a nonnegative self-adjoint operator $A_0$ acting on a Hilbert space $\mathfrak{H}$ singular perturbations of the form $A_0+V, \ V=\sum_{1}^{n}{b}_{ij}<\psi_j,\cdot>\psi_i$ are studied under some additional requirements of symmetry…