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Related papers: Stochastic transport equation with singular drift

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In this paper, we investigate stochastic differential equations(SDEs) driven by a class of supercritical $\alpha$-stable process(including the rotational symmetric $\alpha-$stable process) with drift $b$. The weak well-posedness is proved,…

Probability · Mathematics 2020-09-17 Guohuan Zhao

We prove local existence and uniqueness of the Cauchy problem for a large class of tensorial second order linear hyperbolic partial differential equations with coefficients of low regularity in a suitable class of generalized functions.

Analysis of PDEs · Mathematics 2011-04-07 Clemens Hanel

We introduce a class of stochastic Allen-Cahn equations with a mobility coefficient and colored noise. For initial data with finite free energy, we analyze the corresponding Cauchy problem on the $d$-dimensional torus in the time interval…

Analysis of PDEs · Mathematics 2018-02-12 Lorenzo Bertini , Paolo Buttà , Adriano Pisante

We obtain general weak existence and stability results for stochastic convolution equations with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients and singular kernels. Our approach relies on weak convergence…

Probability · Mathematics 2021-12-22 Eduardo Abi Jaber , Christa Cuchiero , Martin Larsson , Sergio Pulido

We consider Kolmogorov-Fokker-Planck equations with unbounded drift terms which are only measurable in time and locally H\"older continuous in space. In particular, we extend the parametrix method to this setting and we prove existence and…

Analysis of PDEs · Mathematics 2024-05-06 Francesca Anceschi , Giacomo Ascione , Daniele Castorina , Francesco Solombrino

We obtain the unique weak and strong solvability for time inhomogeneous stochastic differential equations with the drift in subcritical Lebesgue--H\"{o}lder spaces $L^p([0,T];{\mathcal C}_b^{\beta}({\mathbb R}^d;{\mathbb R}^d))$ and driven…

Probability · Mathematics 2025-09-30 Rongrong Tian , Jinlong Wei

We consider the Cauchy problem for the logarithmic Schr\"odinger equation and prove uniqueness of weak $H^s(\mathbb{R}^d)$ solutions for $s\in(0,1)$, which improves on the previous uniqueness result in $H^1(\mathbb{R}^d)$. The proof is…

Analysis of PDEs · Mathematics 2025-03-27 Masayuki Hayashi

We show the existence and uniqueness as well as boundedness of weak solutions to linear elliptic equations with $L^2$-drifts of negative divergence and singular zero-order terms which are positive. Our main target is to show the…

Analysis of PDEs · Mathematics 2023-09-26 Haesung Lee

In this paper, we consider the non-uniqueness of transport equation on the torus $\mathbb{T}^d$, with density $\rho\in L^{s}_tL_x^{p}$ and divergence-free vector field $\boldsymbol{u}\in L^{s'}_tL_x^{p'}\cap…

Analysis of PDEs · Mathematics 2023-08-22 Jingpeng Wu

This paper establishes results on the existence and uniqueness of solutions to McKean-Vlasov equations, also called mean-field stochastic differential equations, in an infinite-dimensional Hilbert space setting with irregular drift. Here,…

Probability · Mathematics 2019-12-17 Martin Bauer , Thilo Meyer-Brandis

In this paper we study the Dirichlet problem for a scalar elliptic equation in a bounded Lipschitz domain $\Omega \subset \mathbb R^3$ with a singular drift of the form $b_0= b-\alpha \frac {x'}{|x'|^2}$ where $x'=(x_1,x_2,0)$, $\alpha \in…

Analysis of PDEs · Mathematics 2024-05-08 Misha Chernobai , Tim Shilkin

We show that vector fields $b$ whose spatial derivative $D_xb$ satisfies a Orlicz summability condition have a spatially continuous representative and are well-posed. For the case of sub-exponential summability, their flows satisfy a Lusin…

Classical Analysis and ODEs · Mathematics 2023-03-01 Luigi Ambrosio , Sebastiano Nicolussi Golo , Francesco Serra Cassano

In this paper, we prove that there exists a unique strong solution to reflecting stochastic differential equations with merely measurable drift giving an affirmative answer to the longstanding problem. This is done through Zvonkin…

Probability · Mathematics 2020-02-28 Saisai Yang , Tusheng Zhang

We deduce stability and pathwise uniqueness for a McKean-Vlasov equation with random coefficients and a multidimensional Brownian motion as driver. Our analysis focuses on a non-Lipschitz drift coefficient and includes moment estimates for…

Probability · Mathematics 2024-08-21 Alexander Kalinin , Thilo Meyer-Brandis , Frank Proske

This work establishes the existence and uniqueness of solutions to the initial-value problem for the geometric transport equation $$ \frac{\mathrm{d}}{\mathrm{d} t}T_t+\mathcal{L}_b T_t=0 $$ in the class of $k$-dimensional integral or…

Analysis of PDEs · Mathematics 2023-03-07 Paolo Bonicatto , Giacomo Del Nin , Filip Rindler

In this paper we prove the existence and uniqueness of weak solutions to the Dirichlet problem for an elliptic equation with a drift $b$ satisfying $\operatorname{div} b\le 0$ in $\Omega$. We assume $b$ belongs to some weak Morrey class…

Analysis of PDEs · Mathematics 2024-11-07 Misha Chernobai , Timofey Shilkin

We consider Dirichlet problems for linear elliptic equations of second order in divergence form on a bounded or exterior smooth domain $\Omega$ in $\mathbb{R}^n$, $n \ge 3$, with drifts $\mathbf{b}$ in the critical weak $L^n$-space…

Analysis of PDEs · Mathematics 2018-11-09 Hyunseok Kim , Tai-Peng Tsai

This paper concerns the Cauchy problem in R^d for the stochastic Navier-Stokes equation \partial_tu=\Delta u-(u,\nabla)u-\nabla p+f(u)+ [(\sigma,\nabla)u-\nabla \tilde p+g(u)]\circ \dot W, u(0)=u_0,\qquad divu=0, driven by white noise \dot…

Probability · Mathematics 2007-05-23 R. Mikulevicius , B. L. Rozovskii

We show weak existence and uniqueness in law for a general class of stochastic differential equations in $\mathbb{R}^d$, $d\ge 1$, with prescribed sub-invariant measure $\widehat{\mu}$. The dispersion and drift coefficients of the…

Probability · Mathematics 2025-05-19 Haesung Lee , Gerald Trutnau

The paper considers a class of linear Boltzmann transport equations which models a charged particle transport. The equation is an approximation of the original exact transport equation which involves hyper-singular integrals in their…

Analysis of PDEs · Mathematics 2024-09-04 Jouko Tervo
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