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We consider a variant of Bessel SDE by allowing the solution to be complex valued. Such SDEs appear naturally while studying the trace of Schramm-Loewner-Evolutions (SLE). We establish the existence and uniqueness of the strong solution to…

Probability · Mathematics 2020-01-10 Atul Shekhar , Vlad Margarint

Systems of PDEs comprised of a combination of constraints and evolution equations are ubiquitous in physics. For both theoretical and practical reasons, such as numerical integration, it is desirable to have a systematic understanding of…

Analysis of PDEs · Mathematics 2024-10-25 Fernando Abalos , Oscar Reula , David Hilditch

We study nonlinear stochastic partial differential equations with Wick-analytic type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fisher--KPP equations, stochastic Allen--Cahn,…

Probability · Mathematics 2024-05-09 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

Generative diffusion models and many stochastic models in science and engineering naturally live in infinite dimensions before discretisation. To incorporate observed data for statistical and learning tasks, one needs to condition on…

The existence and uniqueness of global regular solution of incompressible Navier-Stokes equations in $\mathbb{R}^3$ are derived provided the initial velocity vector field holds a special structure.

Analysis of PDEs · Mathematics 2023-12-01 Yongqian Han

This paper extends backstepping to higher-dimensional PDEs by leveraging domain symmetries and structural properties. We systematically address three increasingly complex scenarios. First, for rectangular domains, we characterize boundary…

Optimization and Control · Mathematics 2025-03-04 Rafael Vazquez

This paper is devoted to the study of reflected Stochastic Differential Equations when the constraint is not on the paths of the solution but acts on the law of the solution. These reflected equations have been introduced recently by…

Probability · Mathematics 2020-08-26 Philippe Briand , Paul-Éric Chaudru de Raynal , Arnaud Guillin , Céline Labart

In this paper, we investigate the stochastic evolution equations (SEEs) driven by $\log$-Whittle-Mat$\acute{{\mathrm{e}}}$rn (W-M) random diffusion coefficient field and $Q$-Wiener multiplicative force noise. First, the well-posedness of…

Numerical Analysis · Mathematics 2022-07-05 X. Qi , M. Azaiez , C. Huang , C. Xu

Convergence of a full discretization of a second order stochastic evolution equation with nonlinear damping is shown and thus existence of a solution is established. The discretization scheme combines an implicit time stepping scheme with…

Probability · Mathematics 2016-10-12 Etienne Emmrich , David Šiška

We generalize earlier results of Fokas and Liu and find all locally analytic (1+1)-dimensional evolution equations of order $n$ that admit an $N$-shock type solution with $N\leq n+1$. To this end we develop a refinement of the technique…

Exactly Solvable and Integrable Systems · Physics 2017-09-29 A. Sergyeyev

We study the uniqueness, the continuity in $L^2$ and the large time decay for the Leray solutions of the $3D$ incompressible Navier-Stokes equations with nonlinear exponential damping term $a (e^{b |u|^{\bf 4}}-1)u$, ($a,b>0$).

Analysis of PDEs · Mathematics 2023-01-11 Mongi Blel , Jamel Benameur

Traditionally, frequency dependent evolutionary dynamics is described by deterministic replicator dynamics assuming implicitly infinite population sizes. Only recently have stochastic processes been introduced to study evolutionary dynamics…

Statistical Mechanics · Physics 2007-05-23 Arne Traulsen , Jens Christian Claussen , Christoph Hauert

The main objective of this work is to characterize the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near stationary solutions. Such…

Probability · Mathematics 2008-09-19 Salah-Eldin A Mohammed , Tusheng Zhang , Huaizhong Zhao

We establish the existence of a solution to the Navier-Stokes equations on a moving domain with surface tension in an optimal Sobolev space for the case of two space dimension. No compatibility conditions are required to guarantee the…

Analysis of PDEs · Mathematics 2013-07-16 C. H. Arthur Cheng , Ying-Chieh Lin , Cheng-Fang Su

We prove, for a wide class of semilinear elliptic differential and pseudodifferential equations in $\R^d$, that the solutions which are sufficiently regular and have a certain decay at infinity extend to holomorphic functions in sectors of…

Analysis of PDEs · Mathematics 2015-02-19 Marco Cappiello , Fabio Nicola

We study a class of stochastic evolution equations of jump type with random coefficients and its optimal control problem. There are three major ingredients. The first is to prove the existence and uniqueness of the solutions by continuous…

Optimization and Control · Mathematics 2016-10-18 Maoning Tang , Qingxin Meng

The micropolar equations are a useful generalization of the classical Navier-Stokes model for fluids with micro-structure. We prove the existence of global and strong solutions to these equations in cylindrical domains in $\mathbb{R}^3$. We…

Analysis of PDEs · Mathematics 2012-05-22 B. Nowakowski

The properties of nonlinear PDEs that generate filtered solutions are explored with particular attention given to the constraints on the residual term. The analysis is carried out for nonlinear PDEs with an emphasis on evolution problems…

Analysis of PDEs · Mathematics 2010-04-27 Garry Pantelis

We develop a mathematically and physically sound definition of the spectrally-hyperviscous Navier-Stokes equations (SHNSE) on general bounded domains \Omega with zero (no-slip) boundary conditions prescribed on \varGamma=\partial\varOmega.…

Analysis of PDEs · Mathematics 2019-08-30 Joel Avrin

In this paper we describe a method to derive classical solutions of the Navier-Stokes equations for non-stationary initial value problems in domain R^n (n = 2, 3 or higher). A new closed-form analytic solution of the incompressible…

Mathematical Physics · Physics 2015-09-28 R. K. Michael Thambynayagam
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