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Related papers: A note on Tricomi-type partial differential equati…

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In this paper, we study the Cauchy problem for a two-component higher order Camassa-Holm systems with fractional inertia operator $A=(1-\partial_x^2)^r,r\geq1$, which was proposed by Escher and Lyons. By the transport equation theory and…

Analysis of PDEs · Mathematics 2016-06-09 Rong Chen , Shouming Zhou

In this paper, we deal with a Cauchy problem for a nonlinear fractional differential equation with the Caputo derivative of order $\alpha \in (0, 1)$. As initial data, we consider a pair consisting of an initial point, which does not…

Optimization and Control · Mathematics 2022-08-23 Mikhail I. Gomoyunov

In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random initial conditions given by harmonizable…

Probability · Mathematics 2020-03-30 Yuriy Kozachenko , Enzo Orsingher , Lyudmyla Sakhno , Olga Vasylyk

The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…

Analysis of PDEs · Mathematics 2013-07-19 Elena Issoglio

We study the compact support property for solutions of the following stochastic partial differential equations: $$\partial_t u = a^{ij}u_{x^ix^j}(t,x)+b^{i}u_{x^i}(t,x)+cu+h(t,x,u(t,x))\dot{F}(t,x),\quad (t,x)\in…

Probability · Mathematics 2023-03-07 Beom-Seok Han , Kunwoo Kim , Jaeyun Yi

We consider a stochastic Camassa-Holm equation driven by a one-dimensional Wiener process with a first order differential operator as diffusion coefficient. We prove the existence and uniqueness of local strong solutions of this equation.…

Functional Analysis · Mathematics 2019-11-19 Sergio Albeverio , Zdzisław Brzeźniak , Alexei Daletskii

Stable computational algorithms for the approximate solution of the Cauchy problem for nonstationary problems are based on implicit time approximations. Computational costs for boundary value problems for systems of coupled multidimensional…

Numerical Analysis · Mathematics 2024-03-28 P. N. Vabishchevich

This paper studies the behaviour of quadratic variations of a stochastic wave equation driven by a noise that is white in space and fractional in time. Complementing the analysis of quadratic variations in the space component carried out by…

Probability · Mathematics 2021-11-29 Radomyra Shevchenko

In this paper, we are concerned with the local existence and singularity structure of low regularity solutions to the semilinear generalized Tricomi equation $\p_t^2u-t^m\Delta u=f(t,x,u)$ with typical discontinuous initial data $(u(0,x),…

Analysis of PDEs · Mathematics 2012-11-05 Zhuoping Ruan , Ingo Witt , Huicheng Yin

We consider a parabolic stochastic partial differential equation (SPDE) on $[0\,,1]$ that is forced with multiplicative space-time white noise with a bounded and Lipschitz diffusion coefficient and a drift coefficient that is locally…

Probability · Mathematics 2026-03-26 Mohammud Foondun , Davar Khoshnevisan , Eulalia Nualart

We pursue the investigations initiated in [Aur{\'e}lien Deya: A non-linear wave equation with fractional perturbation (2017)] about a wave-equation model with quadratic perturbation and stochastic forcing given by a space-time fractional…

Probability · Mathematics 2017-10-24 Aurélien Deya

In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…

Numerical Analysis · Mathematics 2022-01-27 Daxin Nie , Jing Sun , Weihua Deng

In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…

Probability · Mathematics 2016-03-31 Raluca M. Balan , Daniel Conus

In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…

Probability · Mathematics 2023-03-22 Yuhui Guo , Jian Song , Xiaoming Song

We discuss several classes of linear second order initial-boundary value problems, where damping terms appear in the main wave equation as well as in the dynamic boundary condition. We investigate their well-posedness and describe some…

Analysis of PDEs · Mathematics 2018-12-21 Delio Mugnolo

The problem on identification of a limit of an ordinary differential equation with discontinuous drift that perturbed by a zero-noise is considered in multidimensional case. This problem is a classical subject of stochastic analysis.…

Probability · Mathematics 2015-10-06 Andrey Pilipenko , Frank Norbert Proske

Starting with a set of conditions for bipartite separability of arbitrary quantum states in any dimension and expressed in terms of arbitrary operators whose commutator is a $c$-number, we derive a hierarchy of conditions for tripartite…

Quantum Physics · Physics 2015-06-18 E. Shchukin , P. van Loock

In this paper we consider the Cauchy problem for $2m$-order stochastic partial differential equations of parabolic type in a class of stochastic Hoelder spaces. The Hoelder estimates of solutions and their spatial derivatives up to order…

Probability · Mathematics 2019-05-23 Yuxing Wang , Kai Du

We consider the Cauchy problem for a second-order evolution equation, in which the problem operator is the sum of two self-adjoint operators. The main feature of the problem is that one of the operators is represented in the form of the…

Numerical Analysis · Mathematics 2020-11-18 Petr N. Vabishchevich

We consider the Cauchy problem for weakly hyperbolic $m$-th order partial differential equations with coefficients low-regular in time and smooth in space. It is well-known that in general one has to impose Levi conditions to get $C^\infty$…

Analysis of PDEs · Mathematics 2017-11-17 Daniel Lorenz , Michael Reissig