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In this paper we consider Sobolev inequalities associated with singular problems for the fractional $p$-Laplacian operator in a bounded domain of $\mathbb{R}^{N}$, $N\geq 2$.

Analysis of PDEs · Mathematics 2018-08-14 Grey Ercole , Gilberto de Assis Pereira

We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much) more regular than the drift component of the solution. The…

Probability · Mathematics 2024-09-25 Máté Gerencsér

This paper is concerned with a wave equation in dimension $d\in \{1,2, 3\}$, with a multiplicative space-time Gaussian noise which is fractional in time and homogeneous in space. We provide necessary and sufficient conditions on the…

Probability · Mathematics 2021-12-10 Xia Chen , Aurélien Deya , Jian Song , Samy Tindel

This paper presents a self-contained new theory of weak fractional differential calculus and fractional Sobolev spaces in one-dimension. The crux of this new theory is the introduction of a weak fractional derivative notion which is a…

Classical Analysis and ODEs · Mathematics 2020-05-22 Xiaobing Feng , Mitchell Sutton

A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

chao-dyn · Physics 2009-10-31 V. Kobelev , E. Romanov

This paper provides a new numerical strategy to solve fractional in space reaction-diffusion equations on bounded domains under homogeneous Dirichlet boundary conditions. Using the matrix transform method the fractional Laplacian operator…

Numerical Analysis · Mathematics 2024-03-19 Lidia Aceto , Paolo Novati

We will give some regularity results about fractional diffusion-wave equations.

Analysis of PDEs · Mathematics 2021-08-10 Paola Loreti , Daniela Sforza

In this paper we prove the existence of a weak solution to a doubly nonlinear parabolic fractional $p$-Laplacian equation, which has general doubly non-linearlity including not only the Sobolev subcritical/critical/supercritical cases but…

Analysis of PDEs · Mathematics 2023-05-02 Nobuyuki Kato , Masashi Misawa , Kenta Nakamura , Yoshihiko Yamaura

This paper is concerned with backward problem for nonlinear space fractional diffusion with additive noise on the right-hand side and the final value. To regularize the instable solution, we develop some new regularized method for solving…

Analysis of PDEs · Mathematics 2016-12-19 Erkan Nane , Nguyen Huy Tuan

We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…

Probability · Mathematics 2012-04-05 Paul Dupuis , Konstantinos Spiliopoulos

A variational method is used to derive a self-consistent macro-particle model for relativistic electromagnetic kinetic plasma simulations. Extending earlier work [E. G. Evstatiev and B. A. Shadwick, J. Comput. Phys., vol. 245, pp. 376-398,…

Computational Physics · Physics 2014-04-22 A. B. Stamm , B. A. Shadwick , E. G. Evstatiev

We present mathematical proofs on the existence and uniqueness of weak solutions for a special class of non linear parabolic and hyperbolic equations of mathematical physics subject to colored noise (structured turbulence) as random-…

Mathematical Physics · Physics 2019-08-22 Luiz C L Botelho

In this work, our aim is to introduce a symmetric fractional-order reduction (SFOR) method to develop numerical algorithms on nonuniform temporal meshes for fractional wave equations under lower regularity assumptions. The $L$-type…

Numerical Analysis · Mathematics 2026-04-08 Dakang Cen , Caixia Ou , Seakweng Vong

We consider an inverse boundary value problem for diffusion equations with multiple fractional time derivatives. We prove the uniqueness in determining a number of fractional time-derivative terms, the orders of the derivatives and…

Analysis of PDEs · Mathematics 2019-04-15 Zhiyuan Li , O. Y. Imanuvilov , Masahiro Yamamoto

We consider the variational wave equation in one-dimensional space with stochastic forcing by an additive noise. Blow-up of local smooth solutions is established, and global existence is proved in the class of weak martingale solutions.

Analysis of PDEs · Mathematics 2024-09-30 Billel Guelmame , Julien Vovelle

The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…

Mathematical Physics · Physics 2008-05-27 Francesco Mainardi , Gianni Pagnini , Rudolf Gorenflo

We investigate properties of the (conditional) law of the solution to SDEs driven by fractional Brownian noise with a singular, possibly distributional, drift. Our results on the law are twofold: i) we quantify the spatial regularity of the…

Probability · Mathematics 2025-06-16 Lukas Anzeletti , Lucio Galeati , Alexandre Richard , Etienne Tanré

We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…

Statistical Mechanics · Physics 2022-01-28 Davide Breoni , Ralf Blossey , Hartmut Löwen

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

Probability · Mathematics 2021-01-06 Jae-Hwan Choi , Beom-Seok Han

In this paper we consider approximations of Neumann problems for the integral fractional Laplacian by continuous, piecewise linear finite elements. We analyze the weak formulation of such problems, including their well-posedness and…

Numerical Analysis · Mathematics 2022-12-29 Francisco M. Bersetche , Juan Pablo Borthagaray