Related papers: Stochastic Solutions for Hyperbolic PDE
Chaotic systems arise naturally in Statistical Mechanics and in Fluid Dynamics. A paradigm for their modelization are smooth hyperbolic systems. Are there consequences that can be drawn simply by assuming that a system is hyperbolic? here…
In this paper we study the class of backward doubly stochastic differential equations (BDSDEs, for short) whose terminal value depends on the history of forward diffusion. We first establish a probabilistic representation for the spatial…
A broad class of possibly non-unique generalized kinetic solutions to hyperbolic-parabolic PDEs is introduced. Optimal regularity estimates in time and space for such solutions to nonlocal, and spatially inhomogeneous variants of the porous…
Consider the planar restricted $(N+1)$-body problem with trajectories of the $N(\ge 2)$ primaries forming a collision-free periodic solution of the $N$-body problem, for any positive energy $h$ and directions $\theta_{\pm} \in [0, 2\pi)$,…
We extend the stochastic reconstruction theorem to a setting where the underlying family of distributions satisfies some natural conditions involving rectangular increments. This allows us to prove the well-posedness of a new class of mixed…
Both stochastic and PDE modeling approaches have been used and compared in various context in biology. Typically, stochastic models are easier to parameterize, can be used to integrate underlying biological phenomena, but hard to analyze…
We propose to solve polynomial hyperbolic partial differential equations (PDEs) with convex optimization. This approach is based on a very weak notion of solution of the nonlinear equation, namely the measure-valued (mv) solution,…
We give solutions to several decision problems in word hyperbolic groups
This paper introduces general methodologies for constructing closed-form solutions to linear constant-coefficient partial differential equations (PDEs) with polynomial right-hand sides in two and three spatial dimensions. Polynomial…
In this paper, we address the following question: Which hyperbolic or elliptic PDEs admit functional separable solutions. We shall focus on the study of a sinh-Gordon type equation. We construct solutions to this equation via the method of…
The paper is concerned with the Einstein equations for a spherically symmetric static distribution of anisotropic matter. The equations are cast into a system of Fuchsian type ODE for certain scalar invariants of the strain. And then the…
We study a general class of quadratic BSDEs with terminal value in Lp for p > 1. First of all, we give an Lp-type estimate and existence result. Under the additional assumption of monotonicity and convexity, we derive the comparison…
In this article, we establish the well-posedness theory for renormalized entropy solutions of a degenerate parabolic-hyperbolic PDE perturbed by a multiplicative Levy noise with general L1-data on the unbounded domain. By using a suitable…
The paper introduces a new way to construct dissipative solutions to a second order variational wave equation. By a variable transformation, from the nonlinear PDE one obtains a semilinear hyperbolic system with sources. In contrast with…
We introduce the notion of pathwise entropy solutions for a class of degenerate parabolic-hyperbolic equations with non-isotropic nonlinearity and fluxes with rough time dependence and prove their well-posedness. In the case of Brownian…
We study one-dimensional linear hyperbolic systems with $L^{\infty}$-coefficients subjected to periodic conditions in time and reflection boundary conditions in space. We derive a priori estimates and give an operator representation of…
A new approach using a hyperbolic-equation system (HES) is proposed to solve for the electron fluids in quasi-neutral plasmas. The HES approach avoids treatments of cross-diffusion terms which cause numerical instabilities in conventional…
In previous work a probabilistic approach to controlling difficulties of density in hyperbolic space led to a workable notion of optimal density for packings of bodies. In this paper we extend an ergodic theorem of Nevo to provide an…
In this paper, we derive a boundary and an internal observability inequality for stochastic hyperbolic equations with nonsmooth lower order terms. The required inequalities are obtained by global Carleman estimate for stochastic hyperbolic…
This article is concerned with the existence of solution to the stochastic Degasperis-Procesi equation on $\mathbb{R}$ with an infinite dimensional multiplicative noise and integrable initial data. Writing the equation as a system composed…