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We provide an entropy formulation for porous medium-type equations with a stochastic, non-linear, spatially inhomogeneous forcing. Well - posedness and $L_1$-contraction is obtained in the class of entropy solutions. Our scope allows for…

Probability · Mathematics 2020-06-17 Konstantinos Dareiotis , Maté Gerencsér , Benjamin Gess

We prove that a system of locally interacting diffusions carrying discrete masses, subject to an environmental noise and undergoing mass coagulation, converges to a system of Stochastic Partial Differential Equations (SPDEs) with…

Probability · Mathematics 2022-03-15 Franco Flandoli , Ruojun Huang

This paper studies the derivation of the quadratic porous medium equation and a class of cross-diffusion systems from nonlocal interactions. We prove convergence of solutions of a nonlocal interaction equation, resp. system, to solutions of…

Analysis of PDEs · Mathematics 2022-10-10 Martin Burger , Antonio Esposito

We develop a theory of existence and uniqueness for the following porous medium equation with fractional diffusion, $$ \{ll} \dfrac{\partial u}{\partial t} + (-\Delta)^{\sigma/2} (|u|^{m-1}u)=0, & \qquad x\in\mathbb{R}^N,\; t>0, [8pt]…

Analysis of PDEs · Mathematics 2011-04-05 Arturo de Pablo , Fernando Quirós , Ana Rodríguez , Juan Luis Vázquez

Vertical loads acting on the surface of a half-space made of discrete and elastic particles are supported by a network of force chains that changes with the specific realization of the packing. These force chains can be transformed into…

Soft Condensed Matter · Physics 2019-09-20 Ignacio G. Tejada

We present a theory of well-posedness and a priori estimates for bounded distributional (or very weak) solutions of $$\partial_tu-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=g(x,t)\quad\quad\text{in}\quad\quad \mathbb{R}^N\times(0,T),$$ where…

Analysis of PDEs · Mathematics 2017-10-16 Félix del Teso , Jørgen Endal , Espen R. Jakobsen

Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…

Optimization and Control · Mathematics 2023-06-16 Sumit Suthar , Soumyendu Raha

We study solutions of the generalized porous medium equation on infinite graphs. For nonnegative or nonpositive integrable data, we prove the existence and uniqueness of mild solutions on any graph. For changing sign integrable data, we…

Analysis of PDEs · Mathematics 2022-03-31 Davide Bianchi , Alberto G. Setti , Radoslaw K. Wojciechowski

The goal of this review article is to provide a survey about the foundations of semilinear stochastic partial differential equations. In particular, we provide a detailed study of the concepts of strong, weak and mild solutions, establish…

Probability · Mathematics 2025-11-21 Stefan Tappe

Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…

Analysis of PDEs · Mathematics 2018-02-08 Shirin Boroushaki , Nassif Ghoussoub

We consider rough differential equations whose coefficients contain path-dependent bounded variation terms and prove the existence and a priori estimate of solutions. These equations include classical path-dependent SDEs containing running…

Probability · Mathematics 2024-03-12 Shigeki Aida

We develop a new generalized coupling approach to the study of stochastic delay equations with H\"older continuous coefficients, for which analytical PDE-based methods are not available. We prove that such equations possess unique weak…

Probability · Mathematics 2018-08-21 Alexei Kulik , Michael Scheutzow

In this paper, we propose and study neural network based methods for solutions of high-dimensional quadratic porous medium equation (QPME). Three variational formulations of this nonlinear PDE are presented: a strong formulation and two…

Numerical Analysis · Mathematics 2022-05-09 Jianfeng Lu , Min Wang

We consider the variational wave equation in one-dimensional space with stochastic forcing by an additive noise. Blow-up of local smooth solutions is established, and global existence is proved in the class of weak martingale solutions.

Analysis of PDEs · Mathematics 2024-09-30 Billel Guelmame , Julien Vovelle

A microscopic model in the framework of fractional kinetics to describe spatial dispersion of power-law type is suggested. The Liouville equation with the Caputo fractional derivatives is used to obtain the power-law dependence of the…

Mathematical Physics · Physics 2015-02-06 Vasily E. Tarasov

Macroscopic models for spatially extended systems under random influences are often described by stochastic partial differential equations (SPDEs). Some techniques for understanding solutions of such equations, such as estimating…

Dynamical Systems · Mathematics 2009-03-27 Jinqiao Duan

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

Probability · Mathematics 2024-12-17 Zimo Hao , Michael Röckner , Xicheng Zhang

In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…

Probability · Mathematics 2010-08-11 Martin Hairer

This article presents a general approach akin to domain-decomposition methods to solve a single linear PDE, but where each subdomain of a partitioned domain is associated to a distinct variational formulation coming from a mutually…

Numerical Analysis · Mathematics 2017-09-26 Federico Fuentes , Brendan Keith , Leszek Demkowicz , Patrick Le Tallec

We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld…

Probability · Mathematics 2015-01-08 Benjamin Gess , Michael Röckner