Related papers: Stochastic Solutions for Hyperbolic PDE

We consider a general hyperbolic model of chemotaxis in the multidimensional case. For this system we show the global existence of smooth solutions to the Cauchy problem and we determine their asymptotic behavior. Since this model does not…

In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…

Using probabilistic methods, we establish a-priori estimates for two classes of quasilinear parabolic systems of partial differential equations (PDEs). We treat in particular the case of a nonlinearity which has quadratic growth in the…

We consider the ultrahyperbolic equation in the Euclidean space. The behavior at the infinity of a certain class of solutions is studied. We examine the issue of existence of solutions to the scattering problem: for a given asymptotics at…

An integral formula is given representing the generalized principal Lyapunov estimate for random linear parabolic PDEs. As an application, an upper estimate of the exponent is obtained.

We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, $L$ and $A$ are certain partial differential operators involving…

This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem…

In this paper, we use variational minimizing method to prove the existence of hyperbolic solution with a prescribed positive energy for N-body type problems with strong forces. Firstly, we get periodic solutions using suitable constraints,…

Elliptic stochastic differential equations (SDE) make sense when the coefficients are only continuous. We study the corresponding linearized SDE whose coefficients are not assumed to be locally bounded. This leads to existence of…

We consider the matrix representation of the Eisenstein numbers and in this context we discuss the theory of the Pseudo Hyperbolic Functions. We develop a geometrical interpretation and show the usefulness of the method in Physical problems…

We prove for the $N$-body problem the existence of hyperbolic motions for any prescribed limit shape and any given initial configuration of the bodies. The energy level $h>0$ of the motion can also be chosen arbitrarily. Our approach is…

In this paper, we study diagonalizable hyperbolic systems in one space dimension. Based on a new gradient entropy estimate, we prove the global existence of a continuous solution, for large and nondecreasing initial data. Moreover, we show…

In this paper we study the difference between algebraic and geometric solutions of the hyperbolic Dehn filling equations for ideally triangulated 3-manifolds. We show that any geometric solution is an algebraic one, and we prove the…

Hyperbolic geometry has recently found applications in social networks, machine learning and computational biology. With the increasing popularity, questions about the best representations of hyperbolic spaces arise, as each representation…

The mathematical properties of a nonlinear parabolic equation arising in the modelling of non-newtonian flows are investigated. The peculiarity of this equation is that it may degenerate into a hyperbolic equation (in fact a linear…

We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…

In this paper, we study diagonal hyperbolic systems in one space dimension. Based on a new gradient entropy estimate, we prove the global existence of a continuous solution, for large and non-decreasing initial data. We remark that these…

In the following paper we will consider Navier-Stokes problem and it's interpretation by hyperbolic waves, focusing on wave propagation. We will begin with solution for linear waves, then present problem for non-linear waves. Later we will…

We consider hyperbolic equations with time-dependent coefficients and develop an abstract framework to derive the asymptotic behaviour of the representation of solutions for large times. We are dealing with generic situations where the…

We introduce a class of second order backward stochastic differential equations and show relations to fully non-linear parabolic PDEs. In particular, we provide a stochastic representation result for solutions of such PDEs and discuss Monte…