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The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…

Probability · Mathematics 2023-06-21 Benedikt Eisenhuth , Martin Grothaus

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

This article surveys results that relate homogenisation problems for partial differential equations and convergence in the weak operator topology of a suitable choice of linear operators. More precisely, well-known notions like…

Analysis of PDEs · Mathematics 2019-01-23 Marcus Waurick

We present a Lyapunov type approach to the problem of existence and uniqueness of general law-dependent stochastic differential equations. In the existing literature most results concerning existence and uniqueness are obtained under…

Probability · Mathematics 2019-11-19 Sima Mehri , Wilhelm Stannat

We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the…

Probability · Mathematics 2010-08-17 Günter Hinrichs

We consider a degenerate stochastic differential equation that has a sticky point in the Markov process sense. We prove that weak existence and weak uniqueness hold, but that pathwise uniqueness does not hold nor does a strong solution…

Probability · Mathematics 2014-03-12 Richard F. Bass

In this paper, we used some theorems of fixed point for studying the results of Existence and Uniqueness For Hilfer-Hadamard-Type Fractional Differential Equations, \[_{H}D^{\alpha,\beta}x(t)+f(t,x(t))=0, ~~~~~~ on~~the~~ interval~~…

Analysis of PDEs · Mathematics 2018-03-13 Ahmad Y. A. Salamooni , D. D. Pawar

Consider the stochastic heat equation \begin{equation*} \partial_t u_t(x)=\frac12 \partial^2_{xx}u_t(x) +b(u_t(x))+\dot{W}_{t}(x),\quad t\in(0,T],\, x\in D, \end{equation*} where $b$ is a generalized function, $D$ is either $[0,1]$ or…

Probability · Mathematics 2025-01-22 Siva Athreya , Oleg Butkovsky , Khoa Lê , Leonid Mytnik

We consider a dynamic capillarity equation with stochastic forcing on a compact Riemannian manifold $(M,g)$. \begin{equation*}\tag{P} d \left(u_{\varepsilon,\delta}-\delta \Delta u_{\varepsilon,\delta}\right) +\operatorname{div}…

Analysis of PDEs · Mathematics 2024-09-02 Kenneth H. Karlsen , Michael Kunzinger , Darko Mitrovic

Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…

Analysis of PDEs · Mathematics 2019-05-09 Stefan Neukamm , Mario Varga , Marcus Waurick

This paper examines the uniqueness of weak solutions to the d-dimensional magnetohydrodynamic (MHD) equations with the fractional dissipation $(-\Delta)^\alpha u$ and without the magnetic diffusion. Important progress has been made on the…

Analysis of PDEs · Mathematics 2019-04-15 Quansen Jiu , Xiaoxiao Suo , Jiahong Wu , Huan Yu

We present an existence theory for martingale and strong solutions to doubly nonlinear evolution equations in a separable Hilbert space in the form $$d(Au) + Bu\,dt \ni F(u)\,dt + G(u)\,dW$$ where both $A$ and $B$ are maximal monotone…

Analysis of PDEs · Mathematics 2022-07-25 Luca Scarpa , Ulisse Stefanelli

In this paper, we study the heat equation with an irregular spatially dependent thermal conductivity coefficient. We prove that it has a solution in an appropriate very weak sense. Moreover, the uniqueness result and consistency with the…

Analysis of PDEs · Mathematics 2023-02-21 Michael Ruzhansky , Mohammed Elamine Sebih , Niyaz Tokmagambetov

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Probability · Mathematics 2021-06-09 Michael Röckner , Longjie Xie , Li Yang

We study a stochastic heat equation with piecewise constant diffusivity $\theta$ having a jump at a hypersurface $\Gamma$ that splits the underlying space $[0,1]^d$, $d\geq2,$ into two disjoint sets $\Lambda_-\cup\Lambda_+.$ Based on…

Statistics Theory · Mathematics 2026-01-23 Anton Tiepner , Lukas Trottner

In this paper, we prove the strong unique continuation property at the origin for solutions of the following scaling critical parabolic differential inequality \[ |\operatorname{div} (A(x,t) \nabla u) - u_t| \leq \frac{M}{|x|^{2}} |u|,\ \ \…

Analysis of PDEs · Mathematics 2022-06-28 Agnid Banerjee , Pritam Ganguly , Abhishek Ghosh

We obtain the unique weak and strong solvability for time inhomogeneous stochastic differential equations with the drift in subcritical Lebesgue--H\"{o}lder spaces $L^p([0,T];{\mathcal C}_b^{\beta}({\mathbb R}^d;{\mathbb R}^d))$ and driven…

Probability · Mathematics 2025-09-30 Rongrong Tian , Jinlong Wei

We consider solutions of the linear heat equation in $\mathbb{R}^N$ with isolated singularities. It is assumed that the position of a singular point depends on time and is H\"older continuous with the exponent $\alpha \in (0,1)$. We show…

Analysis of PDEs · Mathematics 2020-12-09 Mikihiro Fujii , Izumi Okada , Eiji Yanagida

In this paper we consider the existence of weakly c\`adl\`ag versions of a solution to a linear equation in a Hilbert space $H$, driven by a Levy process taking values in a Hilbert space $U$. In particular we are interested in diagonal type…

Probability · Mathematics 2020-08-17 Witold Bednorz , Anna Talarczyk

We prove H\"older continuity of weak solutions of the uniformly elliptic and parabolic equations %$\Delta u-\frac{A}{|x|^{2+\beta}}u=0,\,\,(\beta\geq 0)$, and variable second order term coefficients case $%% \begin{equation}\label{01}…

Analysis of PDEs · Mathematics 2016-01-12 Zijin Li , Qi S. Zhang
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