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In this paper we introduce a randomized version of the backward Euler method, that is applicable to stiff ordinary differential equations and nonlinear evolution equations with time-irregular coefficients. In the finite-dimensional case, we…

Numerical Analysis · Mathematics 2022-05-10 Monika Eisenmann , Mihály Kovács , Raphael Kruse , Stig Larsson

In this paper we investigate a discrete approximation in time and in space of a Hilbert space valued stochastic process $\{u(t)\}_{t\in [0,T]}$ satisfying a stochastic linear evolution equation with a positive-type memory term driven by an…

Numerical Analysis · Mathematics 2014-11-07 Mihály Kovács , Jacques Printems

We study the asymptotic behavior for nonlocal diffusion equations $\partial_tu=\mathcal{J}u-\chi_0u$ in $\mathbb{R}^n\times(0,\infty)$ and obtain a sufficient condition so that solutions of the Cauchy problem decay in time at the rate of a…

Analysis of PDEs · Mathematics 2018-01-10 Sujin Khomrutai

In this paper we consider a particular class of solutions of the linear Boltzmann-Rayleigh equation, known in the nonlinear setting as Homoenergetic solutions. These solutions describe the dynamics of Boltzmann gases under the effect of…

Analysis of PDEs · Mathematics 2025-01-27 Nicola Miele , Alessia Nota , Juan J. L. Velázquez

This article is devoted to forward and inverse problems associated with time-independent semilinear nonlocal wave equations. We first establish comprehensive well-posedness results for some semilinear nonlocal wave equations. The main…

Analysis of PDEs · Mathematics 2024-02-09 Yi-Hsuan Lin , Teemu Tyni , Philipp Zimmermann

Large time behavior of solutions to abstract differential equations is studied. The corresponding evolution problem is: $$\dot{u}=A(t)u+F(t,u)+b(t), \quad t\ge 0; \quad u(0)=u_0. \qquad (*)$$ Here $\dot{u}:=\frac {du}{dt}$, $u=u(t)\in H$,…

Dynamical Systems · Mathematics 2010-12-14 A. G. Ramm

In the paper regularity of solutions to stochastic Volterra equations in a separable Hilbert space is studied. Sufficient conditions for the temporal and spatial regularity of stochastic convolutions corresponding to the equations under…

Probability · Mathematics 2012-12-07 Anna Karczewska

The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…

Probability · Mathematics 2014-05-23 Benjamin Gess , Michael Röckner

In this short note we treat a 1+1-dimensional system of changing type. On different spatial domains the system is of hyperbolic and elliptic type, that is, formally, $\partial_t^2 u_n-\partial_x^2 u_n = \partial_t f$ and $u_n-\partial_x^2…

Analysis of PDEs · Mathematics 2016-04-12 Marcus Waurick

In this paper, we are interested in the reiterated homogenization of linear elliptic equations of the form $-\frac{\partial}{\partial x_{i}} \left(a_{i j} \left(\frac{x}{\varepsilon}, \frac{x}{\varepsilon^{2}}\right) \frac{\partial…

Analysis of PDEs · Mathematics 2019-10-01 Yiping Zhang

We consider the variant of stochastic homogenization theory introduced in [X. Blanc, C. Le Bris and P.-L. Lions, C. R. Acad. Sci. Serie I 2006 and Journal de Mathematiques Pures et Appliquees 2007]. The equation under consideration is a…

Analysis of PDEs · Mathematics 2019-02-20 Frederic Legoll , Florian Thomines

We establish the homogenization results for a class of nonlocal operators of convolution type with integrable jumping kernel $p$ multiplied by rapidly oscillating periodic or locally periodic coefficients. The associated measure $p(z)dz$ is…

Analysis of PDEs · Mathematics 2026-04-23 Xiaofeng Jin , Wentao Huo , Lingwei Ma , Zhenqiu Zhang

The present paper is devoted to the numerical approximation of an abstract stochastic nonlinear evolution equation in a separable Hilbert space {$\mathrm{H}$}. Examples of equations which fall into our framework include the GOY and Sabra…

Numerical Analysis · Mathematics 2018-09-28 Hakima Bessaih , Erika Hausenblas , Tsiry Randrianasolo , Paul A. Razafimandimby

A nonlinear generalisation of Schrodinger's equation is obtained using information-theoretic arguments. The nonlinearities are controlled by an intrinsic length scale and involve derivatives to all orders thus making the equation mildly…

High Energy Physics - Theory · Physics 2009-11-10 Rajesh R. Parwani

We discuss existence, uniqueness, and space-time H\"older regularity for solutions of the parabolic stochastic evolution equation dU(t) = (AU(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), t\in [0,\Tend], U(0) = u_0, where $A$ generates an…

Functional Analysis · Mathematics 2008-04-08 J. M. A. M. van Neerven , M. C. Veraar , L. Weis

The paper is concerned with locally stabilized space-time IgA approximations to initial boundary value problems of the parabolic type. Originally, similar schemes (but weighted with a global mesh parameter) was presented and studied by U.…

Numerical Analysis · Mathematics 2018-07-17 Ulrich Langer , Svetlana Matculevich , Sergey Repin

We study the nonlinear dynamics of perturbed, spectrally stable $T$-periodic stationary solutions of the Lugiato-Lefever equation (LLE), a damped nonlinear Schr\"odinger equation with forcing that arises in nonlinear optics. It is known…

Analysis of PDEs · Mathematics 2024-09-24 Mariana Haragus , Mathew A. Johnson , Wesley R. Perkins , Björn de Rijk

In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…

Methodology · Statistics 2020-05-04 Moumita Das , Sourabh Bhattacharya

The nonlocal-to-local asymptotics investigation for evolutionary problems is a central topic both in the theory of PDEs and in functional analysis. More recently, it became the main core of the mathematical analysis of phase-separation…

Analysis of PDEs · Mathematics 2025-11-05 Elisa Davoli , Christian Kuehn , Luca Scarpa , Lara Trussardi

We study the homogenization of nonlinear, first-order equations with highly oscillatory mixing spatio-temporal dependence. It is shown in a variety of settings that the homogenized equations are stochastic Hamilton-Jacobi equations with…

Analysis of PDEs · Mathematics 2020-09-25 Benjamin Seeger