Related papers: Mild Solution of Semilinear Rough Stochastic Evolu…

In this paper, we study the stochastic partial differential equation with multiplicative noise $\frac{\partial u}{\partial t} =\mathcal L u+u\dot W$, where $\mathcal L$ is the generator of a symmetric L\'evy process $X$ and $\dot W$ is a…

This paper presents a mathematical analysis of a doubly degenerate parabolic equation and its application to the Richards equation using a bounded auxiliary variable. We establish the existence of weak solutions using semi-implicit time…

In this paper, we investigate the Cauchy problem for both linear and semi-linear elliptic equations. In general, the equations have the form \[ \frac{\partial^{2}}{\partial…

In this overview paper, we show existence of smooth solitary-wave solutions to the nonlinear, dispersive evolution equations of the form \begin{equation*} \partial_t u + \partial_x(\Lambda^s u + u\Lambda^r u^2) = 0, \end{equation*} where…

We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…

We consider the stochastic evolution equation $ du=Audt+G(u)d\omega,\quad u(0)=u_0 $ in a separable Hilbert--space $V$. Here $G$ is supposed to be three times Fr\'echet--differentiable and $\omega$ is a trace class fractional…

In this article, we consider mild solutions to a class of impulsive fractional evolution equations of order $0<\alpha<1$. After analyzing analytic results reported in the literature using Mittag-Leffer function, $\alpha$-resolvent operator…

In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…

In this paper we study the numerical method for approximating the random periodic solution of semiliear stochastic evolution equations. The main challenge lies in proving a convergence over an infinite time horizon while simulating…

In this work we consider parabolic equations of the form \[ (u_{\varepsilon})_t +A_{\varepsilon}(t)u_{{\varepsilon}} = F_{\varepsilon} (t,u_{{\varepsilon} }), \] where $\varepsilon$ is a parameter in $[0,\varepsilon_0)$ and…

We prove a new linearization principle for the nonlinear stability of solutions to semilinear evolution equations of parabolic type. We assume that the set of equilibria forms a finite dimensional manifold of normally stable and normally…

Given a fractional Brownian motion \,\,$(B_{t}^{H})_{t\geq 0}$,\, with Hurst parameter \,$> 1/2$\,\,we study the properties of all solutions of \,\,: {equation} X_{t}=B_{t}^{H}+\int_0^t X_{u}d\mu(u), \;\; 0\leq t\leq 1{equation} A different…

In this paper we are interested in the numerical approximation of the marginal distributions of the Hilbert space valued solution of a stochastic Volterra equation driven by an additive Gaussian noise. This equation can be written in the…

We consider the semilinear stochastic heat equation perturbed by additive noise. After time-discretization by Euler's method the equation is split into a linear stochastic equation and a non-linear random evolution equation. The linear…

It is shown that semilinear parabolic evolution equations $u'=A+f(t,u)$ featuring H\"older continuous nonlinearities $ f=f(t,u)$ with at most linear growth possess global strong solutions for a general class of initial data. The abstract…

We consider the numerical approximation of the mild solution to a semilinear stochastic wave equation driven by additive noise. For the spatial approximation we consider a standard finite element method and for the temporal approximation, a…

We investigate the application of Parisi-Wu stochastic quantization to the construction of random fields within the sublinear expectation framework. Using the semigroup approach and the infinite dimensional $G$-Ornstein Uhlenbeck process,…

We consider the following quasi-linear parabolic system of backward partial differential equations: $(\partial_t+L)u+f(\cdot,\cdot,u, \nabla u\sigma)=0$ on $[0,T]\times \mathbb{R}^d\qquad u_T=\phi$, where $L$ is a possibly degenerate second…

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L_p$ spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be…

This paper is concerned with a parabolic evolution equation of the form $A(u_t) + B(u) = f$, settled in a smooth bounded domain of ${\bf R}^d$, $d \geq 1$, and complemented with the initial conditions and with (for simplicity) homogeneous…