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In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs…

Probability · Mathematics 2010-07-21 Zhen-Qing Chen , Kyeong-Hun Kim

This paper develops the necessary ingredients for the variational approach of initial boundary-value problems of parabolic partial differential equations on a fixed spatial domain containing evolving subdomains. In particular, we introduce…

Analysis of PDEs · Mathematics 2025-10-17 Van Chien Le , Karel Van Bockstal

We consider the Cauchy problem for the nonlinear Schr\"{o}dinger equation $i \partial_{t}u+ \Delta u=\lambda_{0}u+\lambda_{1}|u|^\alpha u$ in $\mathbb{R}^{N}$, where $\lambda_{0},\lambda_{1}\in\mathbb{C}$, in $H^s$ subcritical and critical…

Analysis of PDEs · Mathematics 2012-02-13 Wei Dai , Weihua Yang , Daomin Cao

This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order…

Probability · Mathematics 2007-05-23 K. Hamza , F. C. Klebaner

In this paper, under suitable settings, we can obtain the existence and uniqueness of solutions to a class of Hessian quotient equations with Dirichlet boundary condition in Lorentz-Minkowski space $\mathbb{R}^{n+1}_{1}$, which can be seen…

Differential Geometry · Mathematics 2021-11-04 Ya Gao , YanLing Gao , Jing Mao

Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…

Probability · Mathematics 2019-09-25 Neelima , David Šiška

We consider maps into Riemannian manifolds of non-positive curvature and start developing a systematic PDE theory. We control the Sobolev $H^{2,2}$-norm of such a map in terms of its energy, the $L^2$-norm of its tension field and a…

Differential Geometry · Mathematics 2007-05-23 Wenyi Chen , Juergen Jost

This paper investigates a new class of equations called measure functional differential equations with state-dependent delays. We establish the existence and uniqueness of solutions and present a discussion concerning the appropriate phase…

Optimization and Control · Mathematics 2024-12-31 Jaqueline G. Mesquita , Tiago Roux Oliveira , Henrique C. dos Reis

This paper proposes an adaptive numerical method for stochastic delay differential equations (SDDEs) with a non-global Lipschitz drift term and a non-constant delay, building upon the work of Wei Fang and others. The method adapts the step…

Numerical Analysis · Mathematics 2024-07-02 Dongyang Liu , Minghui Song , Yuhang Zhang

A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…

Numerical Analysis · Mathematics 2018-08-28 Wim Michiels , Bin Zhou

We provide new results on the existence of extremal solutions for discontinuous differential equations with a deviated argument which can be either delayed or advanced. The boundary condition is allowed to be discontinuous and to depend…

Classical Analysis and ODEs · Mathematics 2011-04-13 Rubén Figueroa

We are concerned with the initial value problem governed by generalized Rayleigh-Stokes equations, where the nonlinearity depends on history states and takes values in Hilbert scales of negative order. The solvability and H\"older…

Analysis of PDEs · Mathematics 2022-06-14 Ke Tran Dinh , Thang Nguyen Nhu

A delayed term in a differential equation reflects the fact that information takes significant time to travel from one place to another within a process being studied. Despite de apparent similarity with ordinary differential equations,…

Dynamical Systems · Mathematics 2023-08-24 Gregory Kozyreff

In this article we introduce a new method for the construction of unique strong solutions of a larger class of stochastic delay equations driven by a discontinuous drift vector field and a Wiener process. The results obtained in this paper…

Probability · Mathematics 2017-09-22 D. Baños , H. H. Haferkorn , F. Proske

In this paper, the convergence of the solutions for a discretized linear state-based static peridynamic system to the corresponding continuous solution is analytically proven. To obtain an implementable model, we further apply…

Numerical Analysis · Mathematics 2026-03-04 Lukas Pflug , Michael Stingl , Max Zetzmann

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

We investigate existence, uniqueness and approximation of solutions to stochastic delay differential equations (SDDEs) under Carath\'eodory-type drift coefficients. Moreover, we also assume that both drift $f=f(t,x,z)$ and diffusion…

Numerical Analysis · Mathematics 2023-06-16 Paweł Przybyłowicz , Yue Wu , Xinheng Xie

We construct Hadamard states for the Yang-Mills equation linearized around a smooth, space-compact background solution. We assume the spacetime is globally hyperbolic and its Cauchy surface is compact or equal $\rr^d$. We first consider the…

Mathematical Physics · Physics 2017-03-03 Christian Gérard , Michal Wrochna

Preconditioning of a linear system obtained from spectral discretization of time-dependent PDEs often results in a full matrix which is expensive to compute and store specially when the problem size increases. A matrix-free implementation…

Statistics Theory · Mathematics 2016-06-09 A. Ghasemi , L. K. Taylor

The fundamental matrix and the delay Lyapunov matrix of linear delay difference equations are introduced. Some properties of the Lyapunov matrix, and the jump discontinuities of its derivative are proven, leading to its construction in the…

Dynamical Systems · Mathematics 2016-12-15 Emanuel Rocha , Sabine Mondié , Michael Di Loreto
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