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We prove existence and uniqueness of a random field solution $(u(t,x); (t,x)\in [0,T]\times \mathbb{R}^d)$ to a stochastic wave equation in dimensions $d=1,2,3$ with diffusion and drift coefficients of the form $|z| \big( \ln_+(|z|)…

Probability · Mathematics 2022-10-11 Annie Millet , Marta Sanz-Solé

In this paper, we consider the stochastic reaction-diffusion equation $\mathrm{d}u = (\mathcal{A} u + f(u))\mathrm{d}t + \sigma(u)\mathrm{d}W$ on a smooth bounded domain $\mathcal{O}$ with homogeneous Dirichlet boundary conditions. We…

Analysis of PDEs · Mathematics 2026-04-16 Xuewei Ju , Xiaoting Tong

The Westervelt equation models the propagation of nonlinear acoustic waves in a regime well-suited for applications such as medical ultrasound imaging. In this work, we prove that the nonlinear parameter, as well as the sound speed, can be…

Analysis of PDEs · Mathematics 2025-10-06 Mike Wendels

The nonnegative solution for a linear degenerate diffusion transport eqution is proved. As a result, we show the existence and uniqueness of the solution for the fractional porous medium equation in Sobolev spaces $H^\alpha$ with…

Analysis of PDEs · Mathematics 2016-12-23 Xuhuan Zhou , Weiliang Xiao

Consider the stochastic reaction-diffusion equation with logarithmic nonlinearity driven by space-time white noise: \begin{align}\label{1.a} \left\{ \begin{aligned} & \mathrm{d}u(t,x) = \frac{1}{2}\Delta u(t,x)\,\mathrm{d}t+ b(u(t,x))…

Probability · Mathematics 2021-06-08 Shijie Shang , Tusheng Zhang

The Blackstock-Crighton equation models nonlinear acoustic wave propagation in thermo-viscous fluids. In the present work we investigate the associated inhomogeneous Dirichlet and Neumann boundary value problems in a bounded domain and…

Analysis of PDEs · Mathematics 2015-06-10 Rainer Brunnhuber , Stefan Meyer

In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev space $L^p(\Omega; C([0,T];W^{m,p}))$ with both $m\geq 1$ and…

Probability · Mathematics 2011-05-10 Kai Du , Shanjian Tang , Qi Zhang

In this paper, we discuss initial-boundary value problems for linear diffusion equation with multiple time-fractional derivatives. By means of the Mittag-Leffler function and the eigenfunction expansion, we reduce the problem to an integral…

Analysis of PDEs · Mathematics 2013-11-12 Zhiyuan Li , Masahiro Yamamoto

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…

Probability · Mathematics 2013-10-14 G. Da Prato , F. Flandoli , E. Priola , M. Röckner

We study a class of second-order degenerate linear parabolic equations in divergence form in $(-\infty, T) \times \mathbb R^d_+$ with homogeneous Dirichlet boundary condition on $(-\infty, T) \times \partial \mathbb R^d_+$, where $\mathbb…

Analysis of PDEs · Mathematics 2021-07-19 Hongjie Dong , Tuoc Phan , Hung Vinh Tran

We investigate the regularity issue for the diffuse reflection boundary problem to the stationary linearized Boltzmann equation for hard sphere potential, cutoff hard potential, or cutoff Maxwellian molecular gases in a strictly convex…

Analysis of PDEs · Mathematics 2018-03-13 I-Kun Chen , Chun-Hsiung Hsia , Daisuke Kawagoe

The interior Dirichlet boundary value problem for the diffusion equation in non-homogeneous media is reduced to a system of Boundary-Domain Integral Equations (BDIEs) employing the parametrix obtained in (Fresneda-Portillo, 2019) different…

Analysis of PDEs · Mathematics 2020-11-23 C. Fresneda-Portillo , Z. W. Woldemicheal

We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This…

Probability · Mathematics 2016-06-28 G. Da Prato , F. Flandoli , M. Röckner , A. Yu. Veretennikov

We consider positive solutions of a fractional Lane-Emden type problem in a bounded domain with Dirichlet conditions. We show that uniqueness and nondegeneracy hold for the asymptotically linear problem in general domains. Furthermore, we…

Analysis of PDEs · Mathematics 2022-07-25 Abdelrazek Dieb , Isabella Ianni , Alberto Saldaña

This is a study of a class of nonlocal nonlinear diffusion equations. We present a strong maximum principle for nonlocal time-dependent Dirichlet problems. Results are for bounded functions of space, rather than (semi)-continuous functions.…

Analysis of PDEs · Mathematics 2016-02-12 Ravi Shankar , Tucker Hartland

The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…

Probability · Mathematics 2021-10-05 Gunther Leobacher , Michaela Szölgyenyi , Stefan Thonhauser

We prove the propagation of regularity, uniformly in time, for the scaled solutions of one-dimensional dissipative Maxwell models. This result together with the weak convergence towards the stationary state proven by Pareschi and Toscani in…

Analysis of PDEs · Mathematics 2008-10-23 G. Furioli , A. Pulvirenti , E. Terraneo , G. Toscani

We consider the Dirichlet problem for positively homogeneous, degenerate elliptic, concave (or convex) Hessian equations. Under natural and necessary conditions on the geometry of the domain, with the $C^{1,1}$ boundary data, we establish…

Analysis of PDEs · Mathematics 2013-11-26 Wei Zhou

The aim of this paper is the rigorous derivation of a stochastic non-linear diffusion equation from a radiative transfer equation perturbed with a random noise. The proof of the convergence relies on a formal Hilbert expansion and the…

Analysis of PDEs · Mathematics 2014-05-13 Arnaud Debussche , Sylvain De Moor , Julien Vovelle

We prove existence and uniqueness of solutions to a class of stochastic semilinear evolution equations with a monotone nonlinear drift term and multiplicative noise, considerably extending corresponding results obtained in previous work of…

Analysis of PDEs · Mathematics 2020-12-11 Carlo Marinelli , Luca Scarpa
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