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In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space $E$ with type 2, {equation}\label{eq:SEab}\tag{SE} {{aligned} dU(t) & = (A(t)U(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), \quad t\in [0,T],…

Probability · Mathematics 2009-09-14 Mark Veraar

Let $\Phi$ a locally convex space and $\Psi$ be a quasi-complete, bornological, nuclear space (like spaces of smooth functions and distributions) with dual spaces $\Phi'$ and $\Psi'$. In this work we introduce sufficient conditions for time…

Probability · Mathematics 2023-12-07 C. A. Fonseca-Mora

For solution $u(x,t)$ to degenearte parabolic equations in a bounded domain $\Omega$ with homogenous boundary condition, we consider backward problems in time: determine $u(\cdot,t_0)$ in $\Omega$ by $u(\cdot,T)$, where $t$ is the time…

Analysis of PDEs · Mathematics 2023-05-02 Piermarco Cannarsa , Masahiro Yamamoto

In the paper regularity of solutions to stochastic Volterra equations in a separable Hilbert space is studied. Sufficient conditions for the temporal and spatial regularity of stochastic convolutions corresponding to the equations under…

Probability · Mathematics 2012-12-07 Anna Karczewska

We propose the first $\alpha$-parameterized framework for solving time-changed stochastic differential equations (TCSDEs), explicitly linking convergence rates to the driving parameter of the underlying stochastic processes. Theoretically,…

Probability · Mathematics 2025-11-04 Jingwei Chen , Jun Ye , Jinwen Chen , Zhidong Wang

We consider non-autonomous evolutionary problems of the form $u'(t)+A(t)u(t)=f(t)$, $u(0)=u_0,$ on $L^2([0,T];H)$, where $H$ is a Hilbert space. We do not assume that the domain of the operator $A(t)$ is constant in time $t$, but that…

Analysis of PDEs · Mathematics 2016-01-21 Dominik Dier , Rico Zacher

We establish a Lipschitz stability estimate for the inverse problem consisting in the determination of the coefficient $\sigma(t)$, appearing in a Dirichlet initial-boundary value problem for the parabolic equation $\partial_tu-\Delta_x…

Analysis of PDEs · Mathematics 2016-02-01 Mourad Choulli , Yavar Kian

We establish sharp interior and boundary regularity estimates for solutions to $\partial_t u - L u = f(t, x)$ in $I\times \Omega$, with $I \subset \mathbb{R}$ and $\Omega \subset\mathbb{R}^n$. The operators $L$ we consider are…

Analysis of PDEs · Mathematics 2017-03-09 Xavier Fernández-Real , Xavier Ros-Oton

We obtain uniqueness and existence of a solution $u$ to the following second-order stochastic partial differential equation (SPDE) : \begin{align} \label{abs eqn} du= \left( \bar a^{ij}(\omega,t)u_{x^ix^j}+ f \right)dt + g^k dw^k_t, \quad t…

Probability · Mathematics 2020-11-24 Ildoo Kim

The sample-function regularity of the random-field solution to a stochastic partial differential equation (SPDE) depends naturally on the roughness of the external noise, as well as on the properties of the underlying integro-differential…

Probability · Mathematics 2023-11-21 Davar Khoshnevisan , Marta Sanz-Solé

We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential equations on bounded Lipschitz domains…

We are interested in (uniformly) parabolic PDEs with a nonlinear dependance of the leading-order coefficients, driven by a rough right hand side. For simplicity, we consider a space-time periodic setting with a single spatial variable:…

Analysis of PDEs · Mathematics 2018-11-07 Felix Otto , Hendrik Weber

We consider a rather general class of evolutionary PDEs involving dissipation (of possibly fractional order), which competes with quadratic nonlinearities on the regularity of the overall equation. This includes as prototype models,…

Analysis of PDEs · Mathematics 2015-06-16 Animikh Biswas , Eitan Tadmor

In this paper we consider the homogenization problem of nonlinear evolution equations with space-time non-locality, the problems are given by Beltritti and Rossi [JMAA, 2017, 455: 1470-1504]. When the integral kernel $J(x,t;y,s)$ is…

Analysis of PDEs · Mathematics 2023-10-31 Junlong Chen , Yanbin Tang

Under general conditions we show that the solution of a stochastic parabolic partial differential equation of the form \[ \partial_t u = \mathrm{div} (A \nabla u) + f(t,x, u) + g_i (t,x,u) \dot{w}^i_t \] is almost surely H\"older continuous…

Analysis of PDEs · Mathematics 2016-01-12 Elton P. Hsu , Yu Wang , Zhenan Wang

We consider a stochastic heat equation of the type, $\partial_t u = \partial^2_x u + \sigma(u)\dot{W}$ on $(0\,,\infty)\times[-1\,,1]$ with periodic boundary conditions and on-degenerate positive initial data, where $\sigma:\mathbb{R}…

Probability · Mathematics 2022-02-02 Davar Khoshnevisan , Kunwoo Kim , Carl Mueller

Let A be a positive self-adjoint linear operator acting on a real Hilbert space H and $\alpha$, c be positive constants. We show that all solutions of the evolution equation u + Au + cA $\alpha$ u = 0 with u(0) $\in$ D(A 1 2), u (0) $\in$ H…

Analysis of PDEs · Mathematics 2019-09-17 Alain Haraux , Mitsuharu Otani

We consider the homogeneous Dirichlet problem for the parabolic equation \[ u_t- \operatorname{div} \left(|\nabla u|^{p(x,t)-2} \nabla u\right)= f(x,t) + F(x,t, u, \nabla u) \] in the cylinder $Q_T:=\Omega\times (0,T)$, where $\Omega\subset…

Analysis of PDEs · Mathematics 2023-10-23 Rakesh Arora , Sergey Shmarev

In this paper we study the pathwise uniqueness of solution to the following stochastic partial differential equation (SPDE) with H\"older continuous coefficient: \begin{eqnarray*} \frac{\partial X_t(x)}{\partial t}=\frac{1}{2} \Delta X_t(x)…

Probability · Mathematics 2016-10-10 Xu Yang , Xiaowen Zhou

Large time behavior of solutions to abstract differential equations is studied. The corresponding evolution problem is: $$\dot{u}=A(t)u+F(t,u)+b(t), \quad t\ge 0; \quad u(0)=u_0. \qquad (*)$$ Here $\dot{u}:=\frac {du}{dt}$, $u=u(t)\in H$,…

Dynamical Systems · Mathematics 2010-12-14 A. G. Ramm