Related papers: Stochastic very weak solution to parabolic equatio…

Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…

We investigate functions that are exact solutions to chaotic dynamical systems. A generalization of these functions can produce truly random numbers. For the first time, we present solutions to random maps. This allows us to check,…

In this article, we prove an existence theorem regarding the weak solutions to the hyperbolic-type partial dynamic equation \begin{equation*}\begin{array}{l} z^{\Gamma\Delta}(x,y)=f(x, y, z(x, y)), z(x, 0)=0, \ \ \ z(0, y)=0 \end{array}, \…

To verify theoretical results it is sometimes important to use a numerical example where the solution has a particular regularity. The paper describes one approach to construct such examples. It is based on the regularity theory for…

We prove the existence of a weak solution to a backward stochastic differential equation (BSDE) $$ Y_t=\xi+\int_t^T f(s,X_s,Y_s,Z_s)\,ds-\int_t^T Z_s\,d\wien_s$$ in a finite-dimensional space, where $f(t,x,y,z)$ is affine with respect to…

We consider the Cauchy problem for incompressible viscoelastic fluids in the whole space $\mathbb{R}^d$ ($d=2,3$). By introducing a new decomposition via Helmholtz's projections, we first provide an alternative proof on the existence of…

We establish a strong unique continuation property for stochastic parabolic equations. Our method is based on a suitable stochastic version of Carleman estimate. As far as we know, this is the first result for strong unique continuation…

The global weak martingale solution is built through a four-level approximation scheme to stochastic compressible active liquid crystal system driven by multiplicative noise in a smooth bounded domain in $\mathbb{R}^{3}$ with large initial…

In this work we investigate a very weak solution to the initial-boundary value problem of an Euler-Bernoulli beam model. We allow for bending stiffness, axial- and transversal forces as well as for initial conditions to be irregular…

We introduce and study an alternative form of the chaotic expansion for counting processes using the Poisson imbedding representation; we name this alternative form \textit{pseudo-chaotic expansion}. As an application, we prove that the…

This paper is devoted to the study of the existence and uniqueness of global admissible conservative weak solutions for the periodic single-cycle pulse equation. We first transform the equation into an equivalent semilinear system by…

The aim of this work is to prove the global-in-time existence of weak solutions for a viscoelastic phase separation model in three space dimensions. To this end we apply the relative energy concept provided by [3]. We consider the case of…

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

We establish the well-posedness of the Neumann problem for stochastic conservation laws with multiplicative noise. As a major step for establishing the uniqueness of the kinetic solution to the referred problem we establish the new strong…

A convergence theorem for the continuous weak approximation of the solution of stochastic differential equations by general one step methods is proved, which is an extension of a theorem due to Milstein. As an application, uniform second…

This paper investigates the existence of weak solutions of biquasilinear boundary value problem for a coupled elliptic-parabolic system of divergence form with discontinuous leading coefficients. The mathematical framework addressed in the…

In this paper we discuss backward stochastic differential equations with Markov chain noise, having continuous drivers. We obtain the existence of a solution which is possibly not unique. Moreover, we show there is a minimal solution for…

In this paper, we prove that weak solutions of 3D stochastic primitive equations have exponential mixing property if the noise is sufficiently smooth and non-degenerate. With the help of uniqueness of strong solution of 3D stochastic…

We demonstrate the global existence of weak solutions to a class of semilinear strongly damped wave equations possessing nonlinear hyperbolic dynamic boundary conditions. Our work assumes $(-\Delta_W)^\theta \partial_tu$ with…

We discretize the stochastic Allen-Cahn equation with additive noise by means of a spectral Galerkin method in space and a tamed version of the exponential Euler method in time. The resulting error bounds are analyzed for the…