English
Related papers

Related papers: Weak uniqueness for stochastic partial differentia…

200 papers

The phenomenon of Hilbert space fragmentation, whereby dynamical constraints fragment Hilbert space into many disconnected sectors, provides a simple mechanism by which thermalization can be arrested. However, little is known about how…

Quantum Physics · Physics 2026-04-06 Yiqiu Han , Xiao Chen , Ethan Lake

In this paper we study weak continuity of the dynamical systems for the KdV equation in H^{-3/4}(R) and the modified KdV equation in H^{1/4}(R). This topic should have significant applications in the study of other properties of these…

Analysis of PDEs · Mathematics 2009-12-12 Shangbin Cui , Carlos E. Kenig

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…

Probability · Mathematics 2015-01-13 Feng-Yu Wang

In this paper we investigate a discrete approximation in time and in space of a Hilbert space valued stochastic process $\{u(t)\}_{t\in [0,T]}$ satisfying a stochastic linear evolution equation with a positive-type memory term driven by an…

Numerical Analysis · Mathematics 2014-11-07 Mihály Kovács , Jacques Printems

We study heat and wave type equations on a separable Hilbert space $\mathcal{H}$ by considering non-local operators in time with any positive densely defined linear operator with discrete spectrum. We show the explicit representation of the…

Analysis of PDEs · Mathematics 2023-01-31 Marianna Chatzakou , Joel E. Restrepo , Michael Ruzhansky

We consider nonlinear perturbations of the hyperbolic equation in the Hilbert space. Necessary and sufficient conditions for the existence of solutions of boundary-value problem for the corresponding equation and iterative procedures for…

Analysis of PDEs · Mathematics 2023-04-20 Pokutnyi Oleksandr

We consider a mixed stochastic differential equation $d{X_t}=a(t,X_t)d{t}+b(t,X_t) d{W_t}+c(t,X_t)d{B^H_t}$ driven by independent multidimensional Wiener process and fractional Brownian motion. Under Hormander type conditions we show that…

Probability · Mathematics 2014-06-10 Taras Shalaiko , Georgiy Shevchenko

We consider a stochastic delay differential equation driven by a Holder continuous process and a Wiener process. Under fairly general assumptions on its coefficients, we prove that this equation is uniquely solvable. We also give sufficient…

Probability · Mathematics 2013-10-09 Georgiy Shevchenko

We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…

Probability · Mathematics 2019-10-29 Yuliya Mishura , Kostiantyn Ralchenko , Mounir Zili , Eya Zougar

This paper studies a stochastic functional differential equation driven by a fractional Brownian motion with Hurst parameter H>1/2, constrained to be reflected at 0. We prove the existence of solutions using the Euler method. However,…

Probability · Mathematics 2024-10-02 Chadad Monir

Study of stochastic differential equations on the field of p-adic numbers was initiated by the second author and has been developed by the first author, who proved several results for the p-adic case, similar to the theory of ordinary…

Probability · Mathematics 2007-08-14 Hiroshi Kaneko , Anatoly N. Kochubei

Let (P(t)) be the Ornstein-Uhlenbeck semigroup associated with the stochastic Cauchy problem dU(t) = AU(t)dt + dW_H(t), where A is the generator of a C_0-semigroup (S(t)) on a Banach space E, H is a Hilbert subspace of E, and (W_H(t)) is an…

Functional Analysis · Mathematics 2011-02-07 Jan Maas , Jan van Neerven

In this paper, we generalize weak KAM theorem from positive Lagrangian systems to "proper" Hamilton-Jacobi equations. We introduce an implicitly defined solution semigroup of evolutionary Hamilton-Jacobi equations. By exploring the…

Dynamical Systems · Mathematics 2013-12-06 Xifeng Su , Jun Yan

This paper deals with nonlinear singular partial differential equations of the form $t \partial u/\partial t=F(t,x,u,\partial u/\partial x)$ with independent variables $(t,x) \in \mathbb{R} \times \mathbb{C}$, where $F(t,x,u,v)$ is a…

Analysis of PDEs · Mathematics 2019-08-23 Hidetoshi Tahara

We prove Schauder type estimates for solutions of stationary and evolution equations driven by weak generators of transition semigroups associated to a semilinear stochastic partial differential equations with values in a separable Hilbert…

Analysis of PDEs · Mathematics 2024-04-02 Davide A. Bignamini , Simone Ferrari

We study the stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, where $Z_t = (Z_t^{(1)},\ldots,Z_t^{(d)})^T$ and $Z_t^{(1)}, \ldots, Z_t^{(d)}$ are independent one-dimensional L{\'e}vy processes with characteristic…

Probability · Mathematics 2019-10-08 Tadeusz Kulczycki , Michal Ryznar

We consider 1D dissipative transport equations with nonlocal velocity field: \[ \theta_t+u\theta_x+\delta u_{x} \theta+\Lambda^{\gamma}\theta=0, \quad u=\mathcal{N}(\theta), \] where $\mathcal{N}$ is a nonlocal operator given by a Fourier…

Analysis of PDEs · Mathematics 2018-04-25 Hantaek Bae , Rafael Granero-Belinchón , Omar Lazar

Quantum kinetically constrained models have recently attracted significant attention due to their anomalous dynamics and thermalization. In this work, we introduce a hitherto unexplored family of kinetically constrained models featuring a…

Quantum Physics · Physics 2023-09-20 Pietro Brighi , Marko Ljubotina , Maksym Serbyn

A class of stochastic delay equations in Banach space $E$ driven by cylindrical Wiener process is studied. We investigate two concepts of solutions: weak and generalised strong, and give conditions under which they are equivalent. We…

Probability · Mathematics 2013-01-23 Mariusz Górajski

In this paper we prove a new strong uniqueness result and a weak existence result for possibly {\it degenerate} multidimensional stochastic differential equations with Sobolev diffusion coefficients and rough drifts. In particular, examples…

Probability · Mathematics 2018-05-16 Zhen Wang , Xicheng Zhang