Related papers: Pathwise uniqueness for stochastic heat and damped…
In this article, we derive the stochastic master equations corresponding to the statistical model of a heat bath. These stochastic differential equations are obtained as continuous time limits of discrete models of quantum repeated…
We consider singular SDEs like \begin{equation} \label{ss} dX_t = b(t, X_t) dt + A X_t dt + \sigma(t) d{L}_t , \;\; t \in [0,T], \;\; X_0 =x \in {\mathbb R}^n, \end{equation} where $A$ is a real $n \times n $ matrix, i.e., $A \in {{\mathbb…
We study a dissipative system of nonlinear and nonlocal equations modeling the flow of electrohydrodynamics. The existence, uniqueness and regularity of solutions is proven for general $\mathbf{L}^2$ initial data in two space dimensions and…
We prove the existence and uniqueness, for wave speeds sufficiently large, of monotone traveling wave solutions connecting stable to unstable spatial equilibria for a class of $N$-dimensional lattice differential equations with…
In this work we consider a stochastic version of the Primitive Equations (PEs) of the ocean and the atmosphere and establish the existence and uniqueness of pathwise, strong solutions. The analysis employs novel techniques in contrast to…
We consider the cubic and quintic nonlinear Schr\"{o}dinger equations (NLS) under the $\mathbb{R}^{d}$ and $\mathbb{T}^{d}$ energy-supercritical setting. Via a newly developed unified scheme, we prove the unconditional uniqueness for…
In this paper, we deal with the initial value problem for a class of fully nonlinear parabolic equations with a singular Dirichlet boundary condition in one space dimension. The interior equation includes, for example, a fully nonlinear…
The Tanaka equation $dX_t={\operatorname{sign}}(X_t)\,dB_t$ is an example of a stochastic differential equation (SDE) without strong solution. Hence pathwise uniqueness does not hold for this equation. In this note we prove that if we…
We construct a periodic solution to the semilinear heat equation with power nonlinearity, in one space dimension, which blows up in finite time $T$ only at one blow-up point. We also give a sharp description of its blow-up profile. The…
In this paper we derive a representation of the deterministic 3-dimensional Navier-Stokes equations based on stochastic Lagrangian paths. The particle trajectories obey SDEs driven by a uniform Wiener process; the inviscid Weber formula for…
The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete,…
We derive the stochastic master equations which describe the evolution of open quantum systems in contact with a heat bath and undergoing indirect measurements. These equations are obtained as a limit of a quantum repeated measurement model…
We present a well-posedness result for strong solutions of one-dimensional stochastic differential equations (SDEs) of the form $$\mathrm{d} X= u(\omega,t,X)\, \mathrm{d} t + \frac12 \sigma(\omega,t,X)\sigma'(\omega,t,X)\,\mathrm{d} t +…
We consider a class of stationary viscous Hamilton--Jacobi equations as $$ \left\{\begin{array}{l} \la u-{\rm div}(A(x) \nabla u)=H(x,\nabla u)\mbox{in }\Omega, u=0{on}\partial\Omega\end{array} \right. $$ where $\la\geq 0$, $A(x)$ is a…
In this paper, we introduce the unconditional uniqueness of solutions in Herz spaces for the Hardy--H\'enon parabolic equation, which is a semilinear heat equation with a power-type weight in the nonlinear term $|x|^\gamma|u|^{\alpha-1}u$.…
Entwined space-time paths are bound pairs of trajectories which are traversed in opposite directions with respect to macroscopic time. In this paper we show that ensembles of entwined paths on a discrete space-time lattice are simply…
This work deals with the problem of determining a non-homogeneous heat conductivity profile in a steady-state heat conduction boundary-value problem with mixed Dirichlet-Neumann boundary conditions over a bounded domain in $\mathbb{R}^n$,…
Stochastic factors are not negligible in applications of hydrostatic Euler equations (EE) and hydrostatic Navier-Stokes equations (NSE). Compared with the deterministic cases for which the ill-posedness of these models in the Sobolev spaces…
We construct H\"older continuous, global-in-time probabilistically strong solutions to 3D Euler equations perturbed by Stratonovich transport noise. Kinetic energy of the solutions can be prescribed a priori up to a stopping time, that can…
This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…