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By using Zvonkin's transformation and a two-step fixed point argument in distributions, the well-posedness and regularity estimates are derived for singular McKean-Vlasov SDEs with distribution dependent noise, where the drift contains a…

Probability · Mathematics 2022-04-21 Xing Huang , Feng-Yu Wang

We consider multidimensional SDEs with singular drift $b$ and Sobolev diffusion coefficients $\sigma$, satisfying Krylov--R\"ockner type assumptions. We prove several stability estimates, comparing solutions driven by different…

Probability · Mathematics 2022-08-09 Lucio Galeati , Chengcheng Ling

We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions…

Probability · Mathematics 2024-03-19 Kerstin Schmitz , Aleksandra Zimmermann

We prove some existence, uniqueness and non-existence results of stochastic strong solutions for a class of stochastic transport equations with a $q$-integrable (in time), bounded and $\alpha$-H\"{o}lder continuous (in space) drift…

Analysis of PDEs · Mathematics 2017-11-15 Jinlong Wei , Jinqiao Duan , Hongjun Gao , Guangying Lv

This work is concerned with the existence and uniqueness of generalized (mild or distributional) solutions to (possibly degenerate) Fokker-Planck equations $\rho_t-\Delta\beta(\rho)+{\rm div}(Db(\rho)\rho)=0$ in…

Analysis of PDEs · Mathematics 2023-03-01 Viorel Barbu , Michael Röckner

In this paper, we study a semilinear SPDE with a linear Young drift $du_{t}=Lu_{t}dt+f\left(t, u_{t}\right)dt+\left(G_{t}u_{t}+g_{t}\right)d\eta_{t}+h\left(t, u_{t}\right)dW_{t}$, where $L$ is the generator of an analytical semigroup,…

Probability · Mathematics 2023-09-14 Jiahao Liang , Shanjian Tang

The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz…

Probability · Mathematics 2023-09-11 Feng-Yu Wang

Dissipative solutions have recently been studied as a generalized concept for weak solutions of the complete Euler system. Apparently, these are expectations of suitable measure-valued solutions. Motivated from [Feireisl, Ghoshal and Jana,…

Analysis of PDEs · Mathematics 2020-05-14 Shyam Sundar Ghoshal , Animesh Jana

H-distributions associated to weakly convergent sequences in Sobolev spaces are determined. It is shown that a weakly convergent sequence $(u_n)$ in $W^{-k,p}( \R^d)$ has the property that $\theta u_n$ converges strongly in $W^{-k,p}(\R^d)$…

Analysis of PDEs · Mathematics 2016-09-20 Jelena Aleksic , Stevan Pilipovic , Ivana Vojnovic

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

We prove the existence and uniqueness of a strong solution for an SDE on a semi-axis with singularities at the point 0. The result obtained yields, for example, the strong uniqueness of non-negative solutions to SDEs governing Bessel…

Probability · Mathematics 2012-08-31 Olga V. Aryasova , Andrey Yu. Pilipenko

The Bismut formula is established for the intrinsic derivative of singular McKean-Vlasov SDEs, where the noise coefficient belongs to a local Sobolev space, and the drift contains a locally integrable time-space term as well as a…

Probability · Mathematics 2023-03-10 Feng-Yu Wang

We introduce an extended variational framework for nonlinear SPDEs with unbounded noise, defining three different solution types of increasing strength along with criteria to establish their existence. The three notions can be understood as…

Analysis of PDEs · Mathematics 2024-06-28 Daniel Goodair

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

This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…

Analysis of PDEs · Mathematics 2012-08-21 Raphael Kruse , Stig Larsson

Based on Dou Huashu's energy gradient theory, this paper focuses on the weak singularity of the incompressible Navier-Stokes (NS) equations in steady, fully developed flows. When the gradient of total mechanical energy is perpendicular to…

Fluid Dynamics · Physics 2026-03-10 Chio Chon Kit

We establish strong Feller property and irreducibility for the transition semigroup associated to a class of nonlinear stochastic partial differential equations with multiplicative degenerate noise. As a by-product, we prove uniqueness of…

Probability · Mathematics 2026-04-01 Luca Scarpa , Margherita Zanella

In this article, we investigate the existence, uniqueness, nonexistence, and regularity of weak solutions to the nonlinear fractional elliptic problem of type $(P)$ (see below) involving singular nonlinearity and singular weights in smooth…

Analysis of PDEs · Mathematics 2020-09-25 Rakesh Arora , Jacques Giacomoni , Guillaume Warnault

Sparse Identification of Nonlinear Dynamics (SINDy) is a method of system discovery that has been shown to successfully recover governing dynamical systems from data (Brunton et al., PNAS, '16; Rudy et al., Sci. Adv. '17). Recently, several…

Numerical Analysis · Mathematics 2021-07-28 Daniel A. Messenger , David M. Bortz

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
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