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We establish new results for path-dependent Hamilton-Jacobi equations with nonlinear monotone, and coercive operators on Hilbert space, which were initially studied in Bayraktar and Keller [J. Funct. Anal., 275 (8) (2018), pp. 2096-2161].…

Analysis of PDEs · Mathematics 2025-09-22 Erhan Bayraktar , Mikhail Gomoyunov , Christian Keller

We consider a transport-diffusion equation with L\'{e}vy noises and H\"{o}lder continuous coefficients. By using the heat kernel estimates, we derive the Schauder estimates for the mild solutions. Moreover, when the transport term vanishes…

Probability · Mathematics 2017-04-20 Jinlong Wei , Jinqiao Duan , Guangying Lv

We introduce a notion of state-constraint viscosity solutions for one dimensional \junction"-type problems for Hamilton-Jacobi equations with non convex coercive Hamiltonians and study its well- posedness and stability properties. We show…

Analysis of PDEs · Mathematics 2016-08-15 P. -L. Lions , P. E. Souganidis

We study the asymptotic spreading of Kolmogorov-Petrovsky-Piskunov (KPP) fronts in heterogeneous shifting habitats, with any number of shifting speeds, by further developing the method based on the theory of viscosity solutions of…

Analysis of PDEs · Mathematics 2021-01-22 King-Yeung Lam , Xiao Yu

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

The aim of this paper is to study the $L^1$-stability of periodic stationary solutions of scalar convection-diffusion equations. We obtain dispersion in $L^2$ for all space dimensions using Kru\v{z}kov type entropy. And when the space…

Analysis of PDEs · Mathematics 2009-02-12 Valérie Le Blanc

We investigate the stabilization of a locally coupled wave equations with only one internal viscoelastic damping of Kelvin-Voigt type. The main novelty in this paper is that both the damping and the coupling coefficients are non smooth.…

Analysis of PDEs · Mathematics 2020-04-16 Mohammad Akil , Ibtissam Issa , Ali Wehbe

We propose notions of minimax and viscosity solutions for a class of fully nonlinear path-dependent PDEs with nonlinear, monotone, and coercive operators on Hilbert space. Our main result is well-posedness (existence, uniqueness, and…

Analysis of PDEs · Mathematics 2018-07-24 Erhan Bayraktar , Christian Keller

Characterization of composite materials, whose properties vary in space over microscopic scales, has become a problem of broad interdisciplinary interest. In particular, estimation of the inhomogeneous transport coefficients, e.g. the…

Statistical Mechanics · Physics 2022-07-20 Roman Belousov , Ali Hassanali , Édgar Roldán

Stability of a set of travelling wave solutions to the hyperbolic generalization of the convection-reaction-diffusion equation is studied by means of the qualitative methods and numerical simulation.

Pattern Formation and Solitons · Physics 2015-05-18 Vsevolod Vladimirov , Czeslaw Maczka

In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…

Numerical Analysis · Mathematics 2022-11-10 Guoliang Zhang , Hongqiang Zhu , Tao Xiong

We consider a transport-diffusion equation forced by random noise of three types: additive, linear multiplicative in It$\hat{\mathrm{o}}$'s interpretation, and transport in Stratonovich's interpretation. Via convex integration modified to…

Analysis of PDEs · Mathematics 2022-03-28 Ujjwal Koley , Kazuo Yamazaki

We consider driftless stochastic differential equations and the diffusions starting from the positive half line. It is shown that the Feller test for explosions gives a necessary and sufficient condition to hold pathwise uniqueness for…

Probability · Mathematics 2016-12-21 Hiroya Hashimoto , Takahiro Tsuchiya

This paper is devoted to the study of fully nonlinear stochastic Hamilton-Jacobi (HJ) equations for the optimal stochastic control problem of ordinary differential equations with random coefficients. Under the standard Lipschitz continuity…

Optimization and Control · Mathematics 2019-03-28 Jinniao Qiu , Wenning Wei

The diffusive viscous wave equation describes wave propagation in diffusive and viscous media. Examples include seismic waves traveling through the Earth's crust, taking into account of both the elastic properties of rocks and the…

Numerical Analysis · Mathematics 2025-01-13 Siyang Wang

The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…

Analysis of PDEs · Mathematics 2023-08-30 Samuel Daudin , Benjamin Seeger

We study stochastic differential equations(SDEs) with a small perturbation parameter. Under the dissipative condition on the drift coefficient and the local Lipschitz condition on the drift and diffusion coefficients we prove the existence…

Probability · Mathematics 2022-05-05 Luca Di Persio , Yuri Kondratiev , Viktorya Vardanyan

We study the linear stability with respect to lateral perturbations of free surface films of polymer mixtures on solid substrates. The study focuses on the stability properties of the stratified and homogeneous steady film states studied in…

Fluid Dynamics · Physics 2010-10-15 Santiago Madruga , Uwe Thiele

We deduce stability and pathwise uniqueness for a McKean-Vlasov equation with random coefficients and a multidimensional Brownian motion as driver. Our analysis focuses on a non-Lipschitz drift coefficient and includes moment estimates for…

Probability · Mathematics 2024-08-21 Alexander Kalinin , Thilo Meyer-Brandis , Frank Proske

We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…

Statistical Mechanics · Physics 2011-07-06 Kwok Sau Fa