Related papers: A Sobolev space theory for the Stochastic Partial …
In this paper, we study the following nonlocal problem in fractional Orlicz Sobolev spaces \begin{eqnarray*} (-\Delta_{\Phi})^{s}u+V(x)a(|u|)u=f(x,u),\quad x\in\mathbb{R}^N, \end{eqnarray*} where $(-\Delta_{\Phi})^{s}(s\in(0, 1))$ denotes…
Segregated direct boundary-domain integral equations (BDIEs) based on a parametrix and associated with the Dirichlet and Neumann boundary value problems for the linear stationary diffusion partial differential equation with a variable…
This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…
This paper investigates a Stochastic Partial Differential Equation (SPDE) derived from the Fokker-Planck equation associated with Score-based Generative Models. We modify the standard Fokker-Planck equation to better represent practical…
We study parametric estimation for a second order linear parabolic stochastic partial differential equation (SPDE) in two space dimensions driven by a $Q$-Wiener process based on high frequency spatio-temporal data. We give an estimator of…
We consider the stochastic partial differential equation, $\partial_t u = \tfrac12 \partial^2_x u + b(u) + \sigma(u) \dot{W},$ where $u=u(t\,,x)$ is defined for $(t\,,x)\in(0\,,\infty)\times\mathbb{R}$, and $\dot{W}$ denotes space-time…
The Stochastic Partial Differential Equation (SPDE) approach, now commonly used in spatial statistics to construct Gaussian random fields, is revisited from a mechanistic perspective based on the movement of microscopic particles, thereby…
We study {\em $\nabla$-Sobolev spaces} and {\em $\nabla$-differential operators} with coefficients in general Hermitian vector bundles on Riemannian manifolds, stressing a coordinate free approach that uses connections (which are typically…
We study time-fractional stochastic Navier-Stokes equations on a bounded domain of $\R^2$ (the restriction to dimension two is essential for the bilinear estimates via Sobolev embeddings) driven by a Hermite process $Z_H^k$ of order $k\ge1$…
In this paper, we aim to develop a new weak formulation that ensures well-posedness for a broad range of stochastic partial differential equations with pseudo-differential operators whose symbols depend only on time and spatial frequencies.…
In this article, we consider a stochastic PDE of parabolic type, driven by a space-time white-noise, and its numerical discretization in time with a semi-implicit Euler scheme. When the nonlinearity is assumed to be bounded, then a…
In this article, we examine a stochastic partial differential equation (SPDE) driven by a symmetric $\alpha$-stable (S$\alpha$S) L\'evy noise, that is multiplied by a linear function $\sigma(u)=u$ of the solution. The solution is…
In this article, we consider the following class of stochastic partial differential equations (SPDE): \begin{equation*} \left\{\begin{aligned}\mathrm{d} \mathbf{X}(t)&=\mathrm{A}(t,\mathbf{X}(t))\mathrm{d}…
The stochastic time-fractional equation $\partial_t \psi -\Delta\partial_t^{1-\alpha} \psi = f + \dot W$ with space-time white noise $\dot W$ is discretized in time by a backward-Euler convolution quadrature for which the sharp-order error…
We further elaborate on the solvability of stochastic partial differential equations (SPDEs). We shall discuss non-autonomous partial differential equations with an abstract realization of the stochastic integral on the right-hand side. Our…
In the present paper, we study quantum Sobolev spaces whose elements are operators of the Hilbert-Schmidt class. We construct these Sobolev spaces from the Fourier transform for operators. Next, we obtain continuous embedding theorems.…
In this paper, we first define a discrete version of the fractional Laplace operator $(-\Delta)^{s}$ through the heat semigroup on a stochastically complete, connected, locally finite graph $G = (V, E, \mu, w)$. Secondly, we define the…
We analyze the concepts of analytically weak solutions of stochastic differential equations (SDEs) in Hilbert spaces with time-dependent unbounded operators and give conditions for existence and uniqueness of such solutions. Our studies are…
We consider Kolmogorov-Fokker-Planck operators of the form $$ \mathcal{L}u=\sum_{i,j=1}^{q}a_{ij}(x,t)u_{x_{i}x_{j}}+\sum_{k,j=1}^{N} b_{jk}x_{k}u_{x_{j}}-\partial_{t}u, $$ with $\left( x,t\right) \in\mathbb{R}^{N+1},N\geq q\geq1$. We…
We introduce and analyze a nonlocal generalization of Whittle--Mat\'ern Gaussian fields in which the smoothness parameter varies in space through the fractional order, $s=s(x)\in[\underline{s}\,,\bar{s}]\subset(0,1)$. The model is defined…