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In this paper, we accomplish the existence and stability of the solution of a class of delay rough partial differential equations (DRPDEs). Moreover, we prove that the solution of DRPDEs can converge to that of RPDEs in sense of some…

Probability · Mathematics 2024-08-19 Shiduo Qu , Hongjun Gao

We propose a numerical method to solve the Wigner equation in quantum systems of spinless, non-relativistic particles. The method uses a spectral decomposition into $L^2(\mathbb{R}^d)$ basis functions in momentum-space to obtain a system of…

Quantum Physics · Physics 2015-12-09 Oliver Furtmaier , Sauro Succi , Miller Mendoza

We study a class of nonlinear Burgers-type stochastic partial differential equations driven by additive space-time white noise in one spatial dimension. Building on the rough path framework initiated by Hairer, which provides a pathwise…

Probability · Mathematics 2026-01-26 Nannan Li , Xing Gao

We establish the moderate deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, we derive the moderate deviation principle for two…

Probability · Mathematics 2016-11-04 Parisa Fatheddin , Jie Xiong

We investigate the well-posedness and approximation of mild solutions to a class of linear transport equations on the unit interval $[0,1]$ endowed with a linear discontinuous production term, formulated in the space $\mathcal{M}([0,1])$ of…

Functional Analysis · Mathematics 2014-12-23 Joep H. M. Evers , Sander C. Hille , Adrian Muntean

We consider a class of stochastic partial differential equations arising as a model for amorphous thin film growth. Using a spectral Galerkin method, we verify the existence of stationary mild solutions, although the specific nature of the…

Mathematical Physics · Physics 2007-05-23 Dirk Blömker , Martin Hairer

In this paper we prove the existence of strong solutions to a SDE with a generalized drift driven by a multidimensional fractional Brownian motion for small Hurst parameters H<1/2. Here the generalized drift is given as the local time of…

Probability · Mathematics 2018-04-11 David R. Baños , Salvador Ortiz-Latorre , Andrey Pilipenko , Frank Proske

In this paper, we establish the existence of solutions to fractional semilinear parabolic equations in Besov-Morrey spaces for a large class of initial data including distributions other than Radon measures. We also obtain sufficient…

Analysis of PDEs · Mathematics 2023-01-12 Erbol Zhanpeisov

This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…

Analysis of PDEs · Mathematics 2012-08-21 Raphael Kruse , Stig Larsson

In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…

Analysis of PDEs · Mathematics 2015-01-06 Martina Hofmanova , Tusheng Zhang

In the present work we give some sufficient conditions to obtain a unique almost automorphic solution to abstract nonlinear integral equations which are simultaneously of advanced and delayed type and also a unique asymptotically almost…

Functional Analysis · Mathematics 2020-01-28 Alan Chávez , Manuel Pinto , Ulices Zavaleta

We investigate a class of nonlocal conservation laws in several space dimensions, where the continuum average of weighted nonlocal interactions are considered over a finite horizon. We establish well-posedness for a broad class of flux…

Analysis of PDEs · Mathematics 2023-01-05 Mihály Kovács , Mihály A. Vághy

The purpose of this article is to solve rough differential equations with the theory of regularity structures. These new tools recently developed by Martin Hairer for solving semi-linear partial differential stochastic equations were…

Probability · Mathematics 2019-10-15 Antoine Brault

We apply the method of simplest equation for obtaining exact solitary traveling-wave solutions of nonlinear partial differential equations that contain monomials of odd and even grade with respect to participating derivatives. We consider…

Exactly Solvable and Integrable Systems · Physics 2014-09-22 Nikolay K. Vitanov , Zlatinka I. Dimitrova

We consider approximations of the Stefan-type condition by imbalances of volume closely around the inner interface and study convergence of the solutions of the corresponding semilinear stochastic moving boundary problems. After a…

Probability · Mathematics 2018-10-29 Marvin S. Mueller

We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…

Probability · Mathematics 2021-03-09 Alexander Kalinin

We consider positive singular solutions to semilinear elliptic problems with possibly singular nonlinearity. We deduce symmetry and monotonicity properties of the solutions via the moving plane procedure.

Analysis of PDEs · Mathematics 2018-02-09 Francesco Esposito , Alberto Farina , Berardino Sciunzi

A theory of differential equations driven by a non-differentiable path has recently been developed by Lyons. We develop an alternative approach to this theory, using (modified Euler approximations), and investigate its applicability to…

Probability · Mathematics 2007-10-04 A. M. Davie

In this paper, we establish the strong well-posedness of SDEs with merely integrable time-dependent drifts driven by fractional Brownian motions with Hurst parameter H<1/2. Our result holds over the entire subcritical regime and can be…

Probability · Mathematics 2026-02-26 Jiazhen Gu , Qian Yu

We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(k\in \mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated…

General Mathematics · Mathematics 2022-03-15 Dmitriy F. Kuznetsov
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