Related papers: A note on Tricomi-type partial differential equati…
The Tricomi equation is a second-order partial differential equation of mixed elliptic-hyperbolic type. It was first analyzed in the work by Francesco Giacomo Tricomi (1923) on the well-posedness of a boundary value problem. The Tricomi…
We prove well-posedness for some abstract differential equations of the first order. Our result covers the usual case of Lipschitz composition operators. It also contains the case of some integro-differential operators acting on spaces with…
In this article, we consider the nonlinear stochastic partial differential equation of fractional order in both space and time variables with constant initial condition: \begin{equation*}…
We consider a higher-order Milstein scheme for stochastic partial differential equations with trace class noise which fulfill a certain commutativity condition. A novel technique to generally improve the order of convergence of Taylor…
In this paper, we study two types of inverse problems for space semi-discrete stochastic parabolic equations in arbitrary dimensions. The first problem concerns a semi-discrete inverse source problem, which involves determining the random…
This paper provides necessary as well as sufficient conditions on the Hurst parameters so that the continuous time parabolic Anderson model $\frac{\partial u}{\partial t}=\frac{1}{2}\frac{\partial^2 u}{\partial x^2}+u\dot{W}$ on $[0,…
We investigate a stochastic partial differential equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by a space-time white noise. We introduce a notion of weak…
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…
For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…
In this paper we analyse the well-posedness of the Cauchy problem for a rather general class of hyperbolic systems with space-time dependent coefficients and with multiple characteristics of variable multiplicity. First, we establish a…
We define a class of pseudo-differential operators in a completely new way, which is called the abstract operators and expounded systematically the theory of abstract operators. By combining abstract operators with the Laplace transform, we…
In this paper we study weakly hyperbolic second order equations with time dependent irregular coefficients. This means to assume that the coefficients are less regular than H\"older. The characteristic roots are also allowed to have…
In this paper, we consider the Cauchy problem for a hyperbolic equation $Q(\partial_t,\partial_x)u=0$ of any order $m\geq3$, where $t\geq0$ and $x\in\mathbb{R}^n$, and $Q=P_m+P_{m-1}+P_{m-2}$ is a sum of homogeneous hyperbolic polynomials…
In this paper, we consider the KPZ equation driven by space-time white noise replaced with its fractional derivatives of order $\gamma>0$ in spatial variable. A well-posedness theory for the KPZ equation is established by Hairer [3] as an…
We study the Cauchy problem for effectively hyperbolic operators $P$ with principal symbol $p(t, x,\tau,\xi)$ having triple characteristics on $t = 0$. Under a condition (E) we show that such operators are strongly hyperbolic, that is the…
We analyze continuity equations with Stratonovich stochasticity, $\partial \rho+ div_h \left[ \rho \circ\left(u(t,x)+\sum_{i=1}^N a_i(x) \dot W_i(t) \right) \right]=0$, defined on a smooth closed Riemannian manifold $M$ with metric $h$. The…
We study the stochastic dissipative quasi-geostrophic equation with space-time white noise on the two-dimensional torus. This equation is highly singular and basically ill-posed in its original form. The main objective of the present paper…
We are concerned with the well-posedness of the Cauchy problem for the first-order quasilinear equations with non-Lipschitz source terms and the global structures of the multi-dimensional Riemann solutions. For such quasilinear equations…
The numerical approximation of the solution to a stochastic partial differential equation with additive spatial white noise on a bounded domain is considered. The differential operator is assumed to be a fractional power of an integer order…
A choice of first-order variables for the characteristic problem of the linearized Einstein equations is found which casts the system into manifestly well-posed form. The concept of well-posedness for characteristic problems invoked is that…