Related papers: Pathwise uniqueness for stochastic heat and damped…
We show weak existence and uniqueness in law for a general class of stochastic differential equations in $\mathbb{R}^d$, $d\ge 1$, with prescribed sub-invariant measure $\widehat{\mu}$. The dispersion and drift coefficients of the…
A heat equation with uncertain domains is thoroughly investigated. Statistical moments of the solution is approximated by the counterparts of the shape derivative. A rigorous proof for the existence of the shape derivative is presented.…
In this paper we establish the \emph{space-like} strong unique continuation for nonlocal equations of the type $(\partial_t - \Delta)^s u= Vu$, for $0<s <1$. The proof of our main result, Theorem 1.1, is achieved via a conditional elliptic…
In a recent paper [Phys. Rev. Lett. 86, 63 (2001)], Li et al have reported that the nonequilibrium heat conducting steady state of a disordered harmonic chain is not unique. In this comment we point out that for a large class of stochastic…
We study the stochastic heat equation driven by an additive infinite dimensional fractional Brownian noise on the unit sphere $\mathbb{S}^{2}$. The existence and uniqueness of its solution in certain Sobolev space is investigated and sample…
We consider non-linear time-fractional stochastic heat type equation $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0, \beta\in (0,1)$,…
In this paper, we establish a H\"older-type quantitative estimate of unique continuation for solutions to the heat equation with Coulomb potentials in either a bounded convex domain or a $C^2$-smooth bounded domain. The approach is based on…
These notes rigorously construct the stochastic integral of a Hilbert Space valued process driven by a Cylindrical Brownian Motion. We expand upon this stochastic calculus to present an introduction to stochastic differential equations in…
In this paper we study the uniqueness property of solutions to the steady incompressible Euler equations with perturbations in $\Bbb R^N$. Our perturbations include as special cases the Euler equations with a `single signed' nonlinear term,…
We study a dissipative nonlinear equation modelling certain features of the Navier-Stokes equations. We prove that the evolution of radially symmetric compactly supported initial data does not lead to singularities in dimensions $n\leq 4$.…
We revisit a family of infinite-energy solutions of the 3D incompressible Euler equations proposed by Gibbon et al. [9] and shown to blowup in finite time by Constantin [6]. By adding a damping term to the momentum equation we examine how…
We obtain the unique weak and strong solvability for time inhomogeneous stochastic differential equations with the drift in subcritical Lebesgue--H\"{o}lder spaces $L^p([0,T];{\mathcal C}_b^{\beta}({\mathbb R}^d;{\mathbb R}^d))$ and driven…
A stochastic differential equation with infinite memory is considered. The drift coefficient of the equation is a nonlinear functional of the past history of the solution. Sufficient conditions for existence and uniqueness of stationary…
We consider a stochastic linear transport equation with a globally H\"{o}lder continuous and bounded vector field. Opposite to what happens in the deterministic case where shocks may appear, we show that the unique solution starting with a…
We study the stochastic heat equation (SHE) $\partial_t u = \frac12 \Delta u + \beta u \xi$ driven by a multiplicative L\'evy noise $\xi$ with positive jumps and amplitude $\beta>0$, in arbitrary dimension $d\geq 1$. We prove the existence…
We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilbert spaces with merely measurable bounded drift and cylindrical Wiener noise, thus generalizing Veretennikov's fundamental result on…
An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure…
We are concerned with the problem of determining the damping boundary coefficient appearing in a dissipative wave equation from a single boundary measurement. We prove that the uniqueness holds at the origin provided that the initial…
In this paper, we establish the existence and uniqueness of solutions to stochastic heat equations with logarithmic nonlinearity driven by Brownian motion on a bounded domain $D$ in the setting of $L^2(D)$ space. The result is valid for all…
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…