Related papers: Non-explosion solutions for a class of stochastic …
This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…
This work studies nonnegative solutions for the Cauchy, Neumann, and Dirichlet problems of a logistic type reaction-diffusion equation. The finite time blowup results for nonnegative solutions under various restrictions on the coefficients…
We analyze the explosion problem for a class of stochastic models introduced in Part I (arXiv:2103.06912), referred to as doubly stochastic Yule cascades. These models arise naturally in the construction of solutions to evolutionary PDEs as…
Solutions of Stochastic Differential Equations can have three types of explosive behaviors: almost-sure non-explosive, explosion with positive probability, and almost sure explosion. In this paper, we will provide a survey of Khasminskii's…
In this paper we study jump-diffusion stochastic differential equations (SDEs) with a discontinuous drift coefficient and a possibly degenerate diffusion coefficient. Such SDEs appear in applications such as optimal control problems in…
We study the pressureless Navier--Stokes-Poisson equations of describing the evolution of the gaseous star in astrophysics. The isothermal blowup solutions of Yuen, to the Euler-Poisson equations in R2, can be extended to the pressureless…
In this paper, we investigate the existence and finite-time blow-up for the solution of a reaction-diffusion system of semilinear stochastic partial differential equations (SPDEs) subjected to a two-dimensional fractional Brownian motion…
We show that the tail distribution $U$ of the explosion time for a multidimensional diffusion (and more generally, a suitable function $\mathscr{U}$ of the Feynman-Kac type involving the explosion time) is a viscosity solution of an…
By employing a suitable multiplicative It\^o noise with radial structure and with more than linear growth, we show the existence of a unique, global-in-time, strong solution for the stochastic Euler equations in two and three dimensions.…
We study reaction-diffusion equations in cylinders with possibly nonlinear diffusion and possibly nonlinear Neumann boundary conditions. We provide a geometric Poincar\'e-type inequality and classification results for stable solutions, and…
We examine stochastic reaction-diffusion equations of the form $\frac{\partial u}{\partial t} = \mathcal{A} u(t,x) + f(u(t,x)) + \sigma(u(t,x))\dot{W}(t,x)$ and provide sufficient conditions on the reaction term and multiplicative noise…
In this paper we consider the nonlinear dispersive wave equation on the real line, $u_t-u_{txx}+[f(u)]_x-[f(u)]_{xxx}+\bigl[g(u)+\frac{f''(u)}{2}u_x^2\bigr]_x=0$, that for appropriate choices of the functions $f$ and $g$ includes well known…
We consider the blow-up problem for discretized scale-invariant nonlinear dissipative wave equations. It is known that the critical exponents for undiscretized equations (continuous equations) are given by Fujita and Strauss exponents…
We consider the following parabolic system whose nonlinearity has no gradient structure: $$\left\{\begin{array}{ll} \partial_t u = \Delta u + e^{pv}, \quad & \partial_t v = \mu \Delta v + e^{qu}, u(\cdot, 0) = u_0, \quad & v(\cdot, 0) =…
A condition is identified that implies that solutions to the stochastic reaction-diffusion equation $\frac{\partial u}{\partial t} = \mathcal{A} u + f(u) + \sigma(u) \dot{W}$ on a bounded spatial domain never explode. We consider the case…
In this paper we provide an example of a class of two reaction-diffusion-ODE equations with homogeneous Neumann boundary conditions, in which Turing-type instability not only destabilizes constant steady states but also induces blow-up of…
In the present paper, we study the existence and blow-up behavior to the following stochastic non-local reaction-diffusion equation: \begin{equation*} \left\{ \begin{aligned} du(t,x)&=\left[(\Delta+\gamma) u(t,x)+\int_{D}u^{q}(t,y)dy…
The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…
This paper is the latter part of our series concerning infinite concentration and oscillation phenomena on supercritical semilinear elliptic equations in discs. Our supercritical setting admits two types of nonlinearities, the…
We study a class of stochastic integral equations with jumps under non-Lipschitz conditions. We use the method of Euler approximations to obtain the existence of the solution and give some sufficient conditions for the strong uniqueness.