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The primitive equations in a 3D infinite layer domain are considered with linearly growing initial data in the horizontal direction, which illustrates the global atmospheric rotating or straining flows. On the boundaries, Dirichlet, Neumann…

Analysis of PDEs · Mathematics 2021-03-29 Amru Hussein , Martin Saal , Okihiro Sawada

We provide an account for the existence and uniqueness of solutions to rough differential equations under the framework of controlled rough paths. The case when the driving path is $\beta$-H\"older continuous, for $\beta>1/3$, is widely…

Classical Analysis and ODEs · Mathematics 2020-09-29 Horatio Boedihardjo , Xi Geng

We consider a $d$-dimensional branching particle system in a random environment. Suppose that the initial measures converge weakly to a measure with bounded density. Under the Mytnik-Sturm branching mechanism, we prove that the…

Probability · Mathematics 2018-10-19 Yaozhong Hu , David Nualart , Panqiu Xia

We study the spectral properties of discrete Schr\"odinger operator $$ \widehat H_\mu=\widehat H_0 + \mu \widehat{V},\qquad \mu\ge0, $$ associated to a one-particle system in $d$-dimensional lattice $\mathbb{Z}^d, $ $d=1,2,$ where the…

Mathematical Physics · Physics 2020-07-09 Shokhrukh Kholmatov , Saidakhmat Lakaev , Firdavs Almuratov

We consider the minimal super-solution of a backward stochastic differential equation with constraint on the gains-process. The terminal condition is given by a function of the terminal value of a forward stochastic differential equation.…

Probability · Mathematics 2014-09-19 Bruno Bouchard , Romuald Elie , Ludovic Moreau

We study the incompressible Euler equation and prove that the set of weak solutions is path-connected. More precisely, we construct paths of H\"older regularity $C^{1/2}$, valued in $C^0_{t, loc} L^2_x$ endowed with the strong topology. The…

Analysis of PDEs · Mathematics 2025-04-30 Philippe Anjolras

We deduce stability and pathwise uniqueness for a McKean-Vlasov equation with random coefficients and a multidimensional Brownian motion as driver. Our analysis focuses on a non-Lipschitz drift coefficient and includes moment estimates for…

Probability · Mathematics 2024-08-21 Alexander Kalinin , Thilo Meyer-Brandis , Frank Proske

In earlier works on Shape Dynamics (SD), a linear method of solving a particular set of Lichnerowicz-type equations through the implicit function theorem was developed in order to implicitly construct SD's global Hamiltonian and eliminate…

General Relativity and Quantum Cosmology · Physics 2012-01-23 Henrique Gomes

We establish the well-posedness of a strongly damped semilinear wave equation equipped with nonlinear hyperbolic dynamic boundary conditions. Results are carried out with the presence of a parameter distinguishing whether the underlying…

Analysis of PDEs · Mathematics 2016-03-23 P. Jameson Graber , Joseph L. Shomberg

Existence, uniqueness, and $L_p$-approximation results are presented for scalar stochastic differential equations (SDEs) by considering the case where, the drift coefficient has finitely many spatial discontinuities while both coefficients…

Probability · Mathematics 2022-04-06 Thomas Müller-Gronbach , Sotirios Sabanis , Larisa Yaroslavtseva

For $\beta<\frac13$, we consider $C^\beta(\mathbb{T}^3\times [0,T])$ weak solutions of the incompressible Euler equations that do not conserve the kinetic energy. We prove that for such solutions the closed and non-empty set of singular…

Analysis of PDEs · Mathematics 2021-02-12 Luigi De Rosa , Silja Haffter

We consider autonomous stochastic ordinary differential equations (SDEs) and weak approximations of their solutions for a general class of sufficiently smooth path-dependent functionals f. Based on tools from functional It\^o calculus, such…

Probability · Mathematics 2016-06-15 Mihály Kovács , Felix Lindner

This work is concerned with the existence and uniqueness of generalized (mild or distributional) solutions to (possibly degenerate) Fokker-Planck equations $\rho_t-\Delta\beta(\rho)+{\rm div}(Db(\rho)\rho)=0$ in…

Analysis of PDEs · Mathematics 2023-03-01 Viorel Barbu , Michael Röckner

This paper studies an inverse boundary value problem for a semilinear Helmholtz equation with Neumann boundary conditions in a bounded domain $\Omega \subset \mathbb{R}^n$ ($n\ge2$). The objective is to recover the unknown linear and…

Numerical Analysis · Mathematics 2026-03-10 Long-Ling Du , Zejun Sun , Li-Li Wang , Guang-Hui Zheng

We consider semilinear parabolic stochastic PDEs driven by additive noise. The question addressed in this note is that of the regularity of transition probabilities. If the equation satisfies a Hormander 'bracket condition', then any…

Probability · Mathematics 2009-10-05 Martin Hairer

We consider a class of stationary viscous Hamilton--Jacobi equations as $$ \left\{\begin{array}{l} \la u-{\rm div}(A(x) \nabla u)=H(x,\nabla u)\mbox{in }\Omega, u=0{on}\partial\Omega\end{array} \right. $$ where $\la\geq 0$, $A(x)$ is a…

Analysis of PDEs · Mathematics 2007-08-30 Guy Barles , Alessio Porretta

We present a well-posedness result for strong solutions of one-dimensional stochastic differential equations (SDEs) of the form $$\mathrm{d} X= u(\omega,t,X)\, \mathrm{d} t + \frac12 \sigma(\omega,t,X)\sigma'(\omega,t,X)\,\mathrm{d} t +…

Probability · Mathematics 2022-10-18 Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

We consider the semiclassical limit of systems of autonomous PDE's in 1+1 space-time dimensions in a scattering regime. We assume the matrix valued coefficients are analytic in the space variable and we further suppose that the…

Mathematical Physics · Physics 2007-05-23 Magali Marx , Alain Joye

In this paper we prove the existence and uniqueness of very weak solutions to linear diffusion equations involving a singular absorption potential and/or an unbounded convective flow on a bounded open set of $\mathbb R^N$. In most of the…

Analysis of PDEs · Mathematics 2017-11-08 Jesús Ildefonso Díaz , David Gómez-Castro , Jean-Michel Rakotoson , Roger Temam

Consider the differential operator H = -(1/m(x))L, where L is the N-dimensional Laplacian, in the weighted Hilbert space of square integrable functions on N-dimensional Euclidean space with weight m(x)dx. Here m(x) is a positive step…

Spectral Theory · Mathematics 2007-05-23 Willi Jager , Yoshimi Saito
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