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This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stability, contractivity and asymptotic contractivity in mean…

Numerical Analysis · Mathematics 2014-01-21 Siqing Gan , Aiguo Xiao , Desheng Wang

Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…

Probability · Mathematics 2022-04-27 Anselm Hudde , Martin Hutzenthaler , Sara Mazzonetto

This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $\left(\partial^\beta + \frac{\nu}{2} (-\Delta)^{\alpha/2} \right) u(t,x)= \lambda u(t,x) \dot{W}(t,x)$, where…

Probability · Mathematics 2016-02-19 Le Chen , Guannan Hu , Yaozhong Hu , Jingyu Huang

Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…

Probability · Mathematics 2019-09-25 Neelima , David Šiška

We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…

Numerical Analysis · Mathematics 2022-03-22 Charles-Edouard Bréhier

We examine the fourth order problem $\Delta^2 u = \lambda f(u) $ in $ \Omega$ with $ \Delta u = u =0 $ on $ \partial \Omega$, where $ \lambda > 0$ is a parameter, $ \Omega$ is a bounded domain in $ R^N$ and where $f$ is one of the following…

Analysis of PDEs · Mathematics 2012-06-18 Craig Cowan , Nassif Ghoussoub

We study space--time isogeometric discretizations of the linear acoustic wave equation that use splines of arbitrary degree p, both in space and time. We propose a space--time variational formulation that is obtained by adding a…

Numerical Analysis · Mathematics 2024-08-02 Sara Fraschini , Gabriele Loli , Andrea Moiola , Giancarlo Sangalli

In this paper we consider time dependent Schr{\"o}dinger linear PDEs of the form i$\partial$t$\psi$ = L(t)$\psi$, where L(t) is a continuous family of self-adjoint operators. We give conditions for well-posedness and polynomial growth for…

Analysis of PDEs · Mathematics 2017-09-11 Alberto Maspero , Didier Robert

Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…

Robotics · Computer Science 2021-02-19 Ethan N. Evans , Andrew P. Kendall , Evangelos A. Theodorou

We consider radial solutions to the cubic Schr{\"o}dinger equation on the Heisenberg group$$i\partial_t u - \Delta_{\mathbb{H}^1} u = |u|^2u, \quad\Delta_{\mathbb{H}^1} = \frac{1}{4}(\partial_x^2+\partial_y^2) + (x^2+y^2)\partial_s^2,…

Analysis of PDEs · Mathematics 2019-04-16 Louise Gassot

We study the spatial-homogeneity of stable solutions of almost-periodic parabolic equations. It is shown that if the nonlinearity satisfies a concave or convex condition, then any linearly stable almost automorphic solution is…

Dynamical Systems · Mathematics 2018-04-24 Yi Wang , Jianwei Xiao , Dun Zhou

We investigate the following fractional order in time Cauchy problem \begin{equation*} \begin{cases} \mathbb{D}_{t}^{\alpha }u(t)+Au(t)=f(u(t)), & 1<\alpha <2, \\ u(0)=u_{0},\,\,\,u^{\prime }(0)=u_{1}. & \end{cases}% \end{equation*}% where…

Analysis of PDEs · Mathematics 2025-09-04 Edgardo Alvarez , Ciprian G. Gal , Valentin Keyantuo , Mahamadi Warma

Let $\textbf{A}$ be a symmetric convex quadratic form on $\mathbb{R}^{Nn}$ and $\Omega\Subset \mathbb{R}^n$ a bounded convex domain. We consider the problem of existence of solutions $u: \Omega \subset \mathbb{R}^n \longrightarrow…

Analysis of PDEs · Mathematics 2015-04-15 Nikos Katzourakis

In this paper, we consider numerical approximation to periodic measure of a time periodic stochastic differential equations (SDEs) under weakly dissipative condition. For this we first study the existence of the periodic measure $\rho_t$…

Probability · Mathematics 2021-07-08 Chunrong Feng , Yu Liu , Huaizhong Zhao

In this paper, we prove convergence for contractive time discretisation schemes for semi-linear stochastic evolution equations with irregular Lipschitz nonlinearities, initial values, and additive or multiplicative Gaussian noise on…

Numerical Analysis · Mathematics 2024-05-13 Katharina Klioba , Mark Veraar

In this paper, we fully resolve the question of whether the Regularity problem for the parabolic PDE $\partial_tu - \mbox{div}(A\nabla u)=0$ on the domain $\mathbb R^{n+1}_+\times\mathbb R$ is solvable for some $p\in (1,\infty)$ under the…

Analysis of PDEs · Mathematics 2025-09-09 Martin Dindoš , Jill Pipher , Martin Ulmer

The Cauchy- and periodic boundary value problem for the nonlinear Schroedinger equations in $n$ space dimensions [u_t - i\Delta u = (\nabla \bar{u})^{\beta}, |\beta|=m \ge 2, u(0)=u_0 \in H^{s+1}_x] is shown to be locally well posed for $s…

Analysis of PDEs · Mathematics 2007-05-23 Axel Gruenrock

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

In this paper we consider Schr\"odinger equations with sublinear dispersion relation on the one-dimensional torus $\T := \R /(2 \pi \Z)$. More precisely, we deal with equations of the form $\partial_t u = \ii {\cal V}(\omega t)[u]$ where…

Analysis of PDEs · Mathematics 2018-02-13 Riccardo Montalto

We improve the results by Gr\'ebert and Paturel in \cite{GP} and prove that a linear Schr\"odinger equation on $R^d$ with harmonic potential $|x|^2$ and small $t$-quasiperiodic potential as $$ {\rm i}u_t - \Delta u+|x|^2u+\varepsilon…

Dynamical Systems · Mathematics 2017-04-25 Zhenguo Liang , Zhiguo Wang
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