Related papers: Space-time fractional SPDEs with locally Lipschitz…

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

We prove optimal regularity estimates in Sobolev spaces in time and space for solutions to stochastic porous medium equations. The noise term considered here is multiplicative, white in time and coloured in space. The coefficients are…

We consider a family of singular surface quasi-geostrophic equations $$ \partial_{t}\theta+u\cdot\nabla\theta=-\nu (-\Delta)^{\gamma/2}\theta+(-\Delta)^{\alpha/2}\xi,\qquad u=\nabla^{\perp}(-\Delta)^{-1/2}\theta, $$ on…

We study the Cauchy problem for fractional Schr\"odinger equation with cubic convolution nonlinearity ($i\partial_t u - (-\Delta)^{\frac{\alpha}{2}}u\pm (K\ast |u|^2) u =0$) with Cauchy data in the modulation spaces $M^{p,q}(\mathbb…

In this article, we study a class of semilinear stochastic partial differential equations driven by an additive space time white noise. We establish Harnack inequalities for the semigroup associated with the solution by using coupling…

This work studies the local well-posedness of the initial-value problem for the nonlinear sixth-order Boussinesq equation $u_{tt}=u_{xx}+\beta u_{xxxx}+u_{xxxxxx}+(u^2)_{xx}$, where $\beta=\pm1$. We prove local well-posedness with initial…

We study the well-posedness for the inhomogeneous Hartree equation $i\partial_t u + \Delta u = \lambda(I_\alpha \ast |\cdot|^{-b}|u|^p)|x|^{-b}|u|^{p-2}u$ in $H^s$, $s\ge0$. Until recently, its well-posedness theory has been intensively…

We consider nonlinear parabolic stochastic equations of the form $\partial_t u=\sL u + \lambda \sigma(u)\dot \xi$ on the ball $B(0,\,R)$, where $\dot \xi$ denotes some Gaussian noise and $\sigma$ is Lipschitz continuous. Here $\sL$…

The well-posedness for SDEs with singularity in both space and distribution variables is derived, where the interacting drift term is bounded and Lipschitz continuous under total variation distance and the diffusion term is allowed to be…

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.…

This work is focused on establishing sufficient conditions to guarantee the well-posedness of the following nonlinear fractional semidiscrete model \begin{equation*} \begin{cases} \mathbb D^\beta_t u(n,t)= B u(n,t) + f(n-ct,u(n,t)),\,…

This paper studies the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t}(t,x)=\frac{\partial^2}{\partial x^2} u(t,x)+(u(t,x))^{\beta}+\sigma(u(t,x))\dot{W}(t,x)$. We consider an interval $D=[-\pi,\pi]$…

We show that the generalized SQG equation with $\alpha\in(0,\frac 14]$ is locally well-posed on the half-plane in spaces of bounded integrable solutions that are natural for its dynamic on domains with boundaries, and allow for some power…

This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two blocks: the core matter (Chapters 1 to 6) and the appendices…

We study the Hermite operator $H=-\Delta+|x|^2$ in $\mathbb{R}^d$ and its fractional powers $H^\beta$, $\beta>0$ in phase space. Namely, we represent functions $f$ via the so-called short-time Fourier, alias Fourier-Wigner or Bargmann…

We consider the spatially homogeneous Landau equation of kinetic theory, and provide a differential inequality for the Wasserstein distance with quadratic cost between two solutions. We deduce some well-posedness results. The main…

We consider the Cauchy problem for the nonlinear Schr\"odinger equation on $\mathbb{R}^2$, $iu_t + u_{xx} + u_{yy} + \lambda|u|^\sigma u =0$, $\lambda\in \mathbb{R}$, $\sigma>0$. We introduce new functional spaces over which the initial…

We study the large time behaviour of the Fisher-KPP equation $\partial$ t u = $\Delta$u + u -- u 2 in spatial dimension N , when the initial datum is compactly supported. We prove the existence of a Lipschitz function s of the unit sphere,…

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

This paper is concerned with the Cauchy problem of the modified Zakharov-Kuznetsov equation on $\mathbb{R}^d$. If $d=2$, we prove the sharp estimate which implies local in time well-posedness in the Sobolev space $H^s(\mathbb{R}^2)$ for $s…