English
Related papers

Related papers: Pathwise uniqueness in infinite dimension under we…

200 papers

We consider the helical reduction of the wave equation with an arbitrary source on $(n+1)$-dimensional Minkowski space, $n\geq2$. The reduced equation is of mixed elliptic-hyperbolic type on ${\bf R}^n$. We obtain a uniqueness theorem for…

Mathematical Physics · Physics 2009-11-11 C. G. Torre

We construct H\"older continuous, global-in-time probabilistically strong solutions to 3D Euler equations perturbed by Stratonovich transport noise. Kinetic energy of the solutions can be prescribed a priori up to a stopping time, that can…

Probability · Mathematics 2023-10-05 Martina Hofmanová , Theresa Lange , Umberto Pappalettera

Let $H$ be an infinite-dimensional complex Hilbert space and let ${\mathcal G}_{\infty}(H)$ be the set of all closed subspaces of $H$ whose dimension and codimension both are infinite. We investigate (not necessarily surjective)…

Mathematical Physics · Physics 2024-03-19 Mark Pankov

A new proof of pathwise uniqueness for SDEs with Sobolev diffusion and integrable drift term is introduced by extending a method from E. Fedrizzi and F. Flandoli (Pathwise uniqueness and continuous dependence of SDEs with non-regular drift,…

Probability · Mathematics 2018-08-31 Katharina von der Lühe

We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…

Probability · Mathematics 2015-03-06 Lorick Huang , Stephane Menozzi

We show weak existence and uniqueness in law for a general class of stochastic differential equations in $\mathbb{R}^d$, $d\ge 1$, with prescribed sub-invariant measure $\widehat{\mu}$. The dispersion and drift coefficients of the…

Probability · Mathematics 2025-05-19 Haesung Lee , Gerald Trutnau

Dissipative solutions have recently been studied as a generalized concept for weak solutions of the complete Euler system. Apparently, these are expectations of suitable measure-valued solutions. Motivated from [Feireisl, Ghoshal and Jana,…

Analysis of PDEs · Mathematics 2020-05-14 Shyam Sundar Ghoshal , Animesh Jana

In this paper, we first prove existence and uniqueness of the solution of a backward doubly stochastic differential equation (BDSDE) and of the related stochastic partial differential equation (SPDE) under monotonicity assumption on the…

Probability · Mathematics 2015-05-19 A. Matoussi , Lambert Piozin , A. Popier

We study a class of linear parabolic path-dependent PDEs (PPDEs) defined on the space of c\`adl\`ag paths $x \in D([0,T])$, in which the coefficient functions at time $t$ depend on $x(t)$ and $\int_{0}^{t}x(s)dA_{s}$, for some…

Probability · Mathematics 2023-10-09 Bruno Bouchard , Xiaolu Tan

The motion of two contiguous incompressible and viscous fluids is described within the diffuse interface theory by the so-called Model H. The system consists of the Navier-Stokes equations, which are coupled with the Cahn-Hilliard equation…

Analysis of PDEs · Mathematics 2024-12-10 Andrea Giorgini , Alain Miranville , Roger Temam

We are concerned with the problem of determining the damping boundary coefficient appearing in a dissipative wave equation from a single boundary measurement. We prove that the uniqueness holds at the origin provided that the initial…

Analysis of PDEs · Mathematics 2015-03-17 Mourad Choulli , Kaïs Ammari

The Invariant Subset Problem on the Hilbert space is to know whether there exists a bounded linear operator $T$ on a separable infinite-dimensional Hilbert space $H$ such that the orbit $\{T^{n}x;\ n\ge 0\}$ of every non-zero vector $x\in…

Functional Analysis · Mathematics 2013-01-28 Sophie Grivaux , Maria Roginskaya

We study the Dirichlet problem for first order hyperbolic quasi-linear functional PDEs on a simply connected bounded domain of $\R^2$, where the domain has an interior outflow set and a mere inflow boundary. While the question of existence…

Analysis of PDEs · Mathematics 2010-08-31 Thomas März

Let $M$ be a compact Riemannian homogeneous space (e.g. a Euclidean sphere). We prove existence of a global weak solution of the stochastic wave equation \mathbf D_t\partial_tu=\sum_{k=1}^d\mathbf…

Probability · Mathematics 2016-08-14 Zdzisław Brzeźniak , Martin Ondreját

It is well-known that a stochastic differential equation (sde) on a Euclidean space driven by a (possibly infinite-dimensional) Brownian motion with Lipschitz coefficients generates a stochastic flow of homeomorphisms. If the Lipschitz…

Probability · Mathematics 2016-03-23 Michael Scheutzow , Susanne Schulze

We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

Probability · Mathematics 2025-08-04 Yi Han

Let A be a von Neumann algebra with a finite trace $\tau$, represented in $H=L^2(A,\tau)$, and let $B_t\subset A$ be sub-algebras, for $t$ in an interval $I$. Let $E_t:A\to B_t$ be the unique $\tau$-preserving conditional expectation. We…

Operator Algebras · Mathematics 2010-10-07 Esteban Andruchow , Gabriel Larotonda

This paper is concerned with a compressible MHD equations describing the evolution of viscous non-resistive fluids in piecewise regular bounded Lipschitz domains. Under the general inflow-outflow boundary conditions, we prove existence of…

Analysis of PDEs · Mathematics 2025-01-28 Yang Li , Young-Sam Kwon , Yongzhong Sun

We give a simple proof of the uniqueness of fluid particle trajectories corresponding to: 1) the solution of the two-dimensional Navier Stokes equations with an initial condition that is only square integrable, and 2) the local strong…

Analysis of PDEs · Mathematics 2015-05-13 Masoumeh Dashti , James C. Robinson

We prove that weakly differentiable weights $w$ which, together with their reciprocals, satisfy certain local integrability conditions, admit a unique associated first-order $p$-Sobolev space, that is \[H^{1,p}(\mathbb{R}^d,w\,\d…

Functional Analysis · Mathematics 2012-10-01 Jonas M. Tölle