Related papers: Stochastic wave equations with constraints: well-p…
We study the Dirichlet boundary-value problem of steady-state two-sided variable-coefficient conservative space-fractional diffusion equations. We show that the Galerkin weak formulation, which was proved to be coercive and continuous for a…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
In this paper we investigate the following fractional order in time Cauchy problem \begin{equation*} \begin{cases} \mathbb{D}_{t}^{\alpha }u(t)+Au(t)=f(u(t)), & 1<\alpha <2, u(0)=u_{0},\,\,\,u^{\prime }(0)=u_{1}. & \end{cases}%…
We present a novel space-time isogeometric discretization of the acoustic wave equation in second-order formulation that is intrinsically unconditionally stable. The method relies on a variational framework inspired by [Walkington 2014],…
We analyze the Drinfeld-Sokolob-Wilson system, which features a dispersive, KdV type evolution with a dispersionless conservation law. We establish well-posedness with low regularity initial data $L^2({\mathbb T})\times L^2({\mathbb T})$…
We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
We study well-posedness for fluid-structure interaction driven by stochastic forcing. This is of particular interest in real-life applications where forcing and/or data have a strong stochastic component. The prototype model studied here is…
This paper is aimed to establish well-posedness in several settings for the Cauchy problem associated to a model arising in the study of capillary-gravity flows. More precisely, we determinate local well-posedness conclusions in classical…
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 study the initial value problem for a defocusing semi-linear wave equation with spatially growing nonlinearity. By employing Moser-Trudinger type inequalities and Strichartz estimates, we establish global well-posedness in the energy…
We consider a smooth and bounded domain of dimension d>1 and we construct solutions to the wave equation with Dirichlet boundary conditions which contradict the Strichartz estimates of the free space, at least for a subset of the usual…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate…
Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…
Formally second-order correct, mathematical descriptions of long-crested water waves propagating mainly in one direction are derived. These equations are analogous to the first-order approximations of KdV- or BBM-type. The advantage of…
Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…
We establish the well-posedness of stochastic differential equations possessing degenerate diffusions and singular drifts. We prove that SDEs defined on the homogeneous Carnot group, whose hypoelliptic diffusion part is given by the…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
The paper starts by giving a motivation for this research and justifying the considered stochastic diffusion models for cosmic microwave background radiation studies. Then it derives the exact solution in terms of a series expansion to a…