Related papers: Cauchy Problem of Stochastic Kinetic Equations

Developments in numerical methods for problems governed by nonlinear partial differential equations underpin simulations with sound arguments in diverse areas of science and engineering. In this paper, we explore the regularization method…

We consider an SDE in R^m of the type dX(t)=a(X(t))dt+dU(t) with a L\'evy process U and study the problem for the distribution of a solution to be regular in various senses. We do not impose any specific conditions on the L\'evy measure of…

We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

We study positive solutions of the pseudoparabolic equation with a sublinear source in $\mathbb{R}^n$. In this work, the source coefficient could be unbounded and time-dependent. Global existence of solutions to the Cauchy problem is…

We study the Cauchy problem for the nonlinear damped wave equation and establish the large data local well-posedness and small data global well-posedness with slowly decaying initial data. We also prove that the asymptotic profile of the…

We show the short time existence and uniqueness of solutions to the Cauchy problem for fully nonlinear systems of arbitrary even order on closed manifolds which are strongly parabolic at the initial values. The proof uses a linearization…

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

The Cauchy problem for the linearization of a system of equations arising in the kinetic theory of a condensed gas of bosons near the critical temperature around one of its equilibria is solved for radially symmetric initial data. It is…

In this paper, we derive the large-time profile of solutions to the Cauchy problem of a hyperbolic-parabolic system modeling the vasculogenesis in $\R^3$. When the initial data are prescribed in the vicinity of a constant ground state, by…

This paper deals with the periodic homogenization of nonlocal parabolic Hamilton-Jacobi equations with superlinear growth in the gradient terms. We show that the problem presents different features depending on the order of the nonlocal…

We consider stochastic optimization problems involving an expected value of a nonlinear function of a base random vector and a conditional expectation of another function depending on the base random vector, a dependent random vector, and…

We study the Cauchy problem for multi-dimensional compressible radiation hydrodynamics equations with vacuum. First, we present some sufficient conditions on the blow-up of smooth solutions in multi-dimensional space. Then, we obtain the…

We are concerned with the time-periodic problem of some doubly nonlinear equations governed by differentials of two convex functionals over uniformly convex Banach spaces. Akagi--Stefanelli (2011) considered Cauchy problem of the same…

We study the problem of pathwise stochastic optimal control, where the optimization is performed for each fixed realisation of the driving noise, by phrasing the problem in terms of the optimal control of rough differential equations. We…

In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…

In this paper, we investigate the initial value problem for symmetric hyperbolic systems on globally hyperbolic Lorentzian manifolds with potentials that are both nonlocal in time and space. When the potential is retarded and uniformly…

Backward stochastic partial differential equations of parabolic type in bounded domains are studied in the setting where the coercivity condition is not necessary satisfied and the equation can be degenerate. Some generalized solutions…

We consider the Cauchy problem for a second order quasi-linear partial differential equation with an admissible parabolic degeneration such that the given functions described the initial conditions are defined on a closed interval. We study…

In this paper, we study the backward problem of determining initial condition for some class of nonlinear parabolic equations in multidimensional domain where data are given under random noise. This problem is ill-posed, i.e., the solution…

We consider the Cauchy problem for a degenerate fractional conservation laws driven by a noise. In particular, making use of an adapted kinetic formulation, a result of existence and uniqueness of solution is established. Moreover, a…