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Related papers: A stochastic Schauder-Tychonoff type theorem and i…

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We employ Schauder fixed-point Theorem to prove the existence of at least one positive continuous solution of the quadratic integral equation Moreover, the maximal and the minimal solutions of the last equation are also proved.

Classical Analysis and ODEs · Mathematics 2021-11-17 Insaf F. Ben Saouda , Haitham A. Makhzoumb , Kheria M. Msaikc

This paper is devoted to prove the existence of one or multiple solutions of a wide range of nonlinear differential boundary value problems. To this end, we obtain some new fixed point theorems for a class of integral operators. We follow…

Classical Analysis and ODEs · Mathematics 2017-03-28 Alberto Cabada , Lorena Saavedra

We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochastic differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses drift…

Numerical Analysis · Mathematics 2020-10-02 Charles-Edouard Bréhier

We study a time-inhomogeneous nonlinear SDE with drift and diffusion governed by state-dependent variable exponents. This framework generalizes models like the geometric Brownian motion (GBM) and the constant elasticity of variance (CEV),…

Probability · Mathematics 2026-03-17 Mustafa Avci

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

In this work we investigate the existence of solutions, their uniqueness and finally dependence on parameters for solutions of second order neutral nonlinear difference equations. The main tool which we apply is Darbo fixed point theorem.

Classical Analysis and ODEs · Mathematics 2014-05-21 Marek Galewski , Ewa Schmeidel

We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…

Probability · Mathematics 2018-10-02 Rainer Buckdahn , Christian Keller , Jin Ma , Jianfeng Zhang

The aim of this article is to give the well-posedness results for the Cauchy problem of the nonlinear Schr\"odinger equation with power type nonlinearities on H-type groups. To do this, we prove the dispersive estimate and Strichartz…

Analysis of PDEs · Mathematics 2025-10-02 Hiroyuki Hirayama , Yasuyuki Oka

We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We discuss existence and uniqueness pathwise and in law under…

Probability · Mathematics 2015-04-16 Anthony Lecavil , Nadia Oudjane , Francesco Russo

We consider a stochastic partial differential equation close to bifurcation of pitchfork type, where a one-dimensional space changes its stability. For finite-time Lyapunov exponents we characterize regions depending on the distance from…

Probability · Mathematics 2023-04-24 Dirk Blömker , Alexandra Neamtu

By using a classical truncated argument and introducing the local Wasserstein distance, the global existence and uniqueness are proved for the distribution dependent SDEs with local Lipschitz coefficients. Due to the measure dependence, the…

Probability · Mathematics 2021-03-25 Shan-Shan Hu

The existence of nonzero periodic travelling wave solutions for a general discrete nonlinear Schr\"odinger equation (DNLS) on finite one-dimensional lattices is proved. The DNLS features a general nonlinear term and variable range of…

Dynamical Systems · Mathematics 2017-11-08 Dirk Hennig

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

This article is a sequel to [M.Z.Z.1] aimed at completing the characterization of the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near…

Probability · Mathematics 2008-09-19 Salah-Eldin A. Mohammed , Tusheng Zhang , Huaizhong Zhao

The existence and uniqueness of the stationary distribution of the numerical solution generated by the stochastic theta method is studied. When the parameter theta takes different values, the requirements on the drift and diffusion…

Numerical Analysis · Mathematics 2018-01-30 Yanan Jiang , Wei Liu , Lihui Weng

Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…

Probability · Mathematics 2018-10-05 Christian Kuehn , Alexandra Neamtu

We study the invariance of stochastic differential equations under random diffeomorphisms, and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich form.…

Mathematical Physics · Physics 2017-11-10 Giuseppe Gaeta , Francesco Spadaro

I investigate the possibility that explicit solutions of stochastic reaction-diffusion equations can be found by multiplying the deterministic travelling waves with a stochastic exponent. This approach has become widespread in the…

Analysis of PDEs · Mathematics 2026-03-27 C. H. S. Hamster

This paper deals with the existence and uniqueness of solutions for a nonlinear boundary value problem involving a sequential $\psi$-Hilfer fractional integro-differential equations with nonlocal boundary conditions. The existence and…

Analysis of PDEs · Mathematics 2023-02-28 Faouzi Haddouchi , Mohammad Esmael Samei , Shahram Rezapour

For an infinite Toeplitz matrix $T$ with nonnegative real entries we find the conditions, under which the equation $\boldsymbol{x}=T\boldsymbol{x}$, where $\boldsymbol{x}$ is an infinite vector-column, has a nontrivial bounded positive…

Probability · Mathematics 2023-06-22 Vyacheslav M. Abramov
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