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We construct, for any given ${\ell}=\frac{1}{2}+{\mathbb{N}}_0$, the second-order, linear PDEs which are invariant under the centrally extended Conformal Galilei Algebra. \par At the given ${\ell}$, two invariant equations in one time and…

Mathematical Physics · Physics 2015-07-01 N. Aizawa , Z. Kuznetsova , F. Toppan

The main goal of this paper is to study the parameter estimation problem, using the Bayesian methodology, for the drift coefficient of some linear (parabolic) SPDEs driven by a multiplicative noise of special structure. We take the spectral…

Statistics Theory · Mathematics 2019-03-05 Ziteng Cheng , Igor Cialenco , Ruoting Gong

We consider the perturbation of parabolic operators of the form $\partial_t+P(x,D)$ by large-amplitude highly oscillatory spatially dependent potentials modeled as Gaussian random fields. The amplitude of the potential is chosen so that the…

Mathematical Physics · Physics 2015-05-13 Guillaume Bal

We consider one-dimensional hyperbolic PDEs, linear and nonlinear, with random initial data. Our focus is the {\em pointwise statistics,} i.e., the probability measure of the solution at any fixed point in space and time. For linear…

Analysis of PDEs · Mathematics 2025-12-17 Alina Chertock , Pierre Degond , Amir Sagiv , Li Wang

Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bounded domain. Considering an infill asymptotic regime in…

Statistics Theory · Mathematics 2019-11-26 Florian Hildebrandt , Mathias Trabs

Brambles were introduced as the dual notion to treewidth, one of the most central concepts of the graph minor theory of Robertson and Seymour. Recently, Grohe and Marx showed that there are graphs G, in which every bramble of order larger…

Discrete Mathematics · Computer Science 2009-07-20 Stephan Kreutzer , Siamak Tazari

The solutions to a large class of semi-linear parabolic PDEs are given in terms of expectations of suitable functionals of a tree of branching particles. A sufficient, and in some cases necessary, condition is given for the integrability of…

Probability · Mathematics 2007-05-23 D. Blömker , M. Romito , R. Tribe

Partial differential equations (PDEs) are typically used as models of physical processes but are also of great interest in PDE-based image processing. However, when it comes to their use in imaging, conventional numerical methods for…

Computer Vision and Pattern Recognition · Computer Science 2021-10-19 Pascal Tom Getreuer , Peyman Milanfar , Xiyang Luo

We study the Allen-Cahn equation with a cubic-quintic nonlinear term and a stochastic $Q$-trace-class stochastic forcing in two spatial dimensions. This stochastic partial differential equation (SPDE) is used as a test case to understand,…

Dynamical Systems · Mathematics 2017-02-28 Christian Kuehn

This paper analyzes the SParareal algorithm for stochastic differential equations (SDEs). Compared to the classical Parareal algorithm, the SParareal algorithm accelerates convergence by introducing stochastic perturbations, achieving…

Numerical Analysis · Mathematics 2025-02-19 Huanxin Wang , Junhan Lyu , Zicheng Peng , Min Li

We consider divergence form uniformly parabolic SPDEs with bounded and measurable leading coefficients and possibly growing lower-order coefficients in the deterministic part of the equations. We look for solutions which are summable to the…

Probability · Mathematics 2009-08-13 N. V. Krylov

We study, by means of a topological approach, the forced oscillations of second order functional retarded differential equations subject to periodic perturbations. We consider a delay-type functional dependence involving a gamma probability…

Classical Analysis and ODEs · Mathematics 2022-05-30 Alessandro Calamai , Maria Patrizia Pera , Marco Spadini

Motivated by Girsanov's nonuniqueness examples for SDEs, we prove nonuniqueness for the parabolic stochastic partial differential equation (SPDE) \[\frac{\partial u}{\partial t}=\frac{\Delta}{2}u(t,x)…

Probability · Mathematics 2014-09-04 Carl Mueller , Leonid Mytnik , Edwin Perkins

In this second paper on the method of deriving linearizing transformations for nonlinear ODEs, we extend the method to a set of two coupled second order nonlinear ODEs. We show that besides the conventional point, Sundman and generalized…

Exactly Solvable and Integrable Systems · Physics 2012-01-27 V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

We consider a general class of $L^2$-valued stochastic processes that arise primarily as solutions of parabolic SPDEs on p.c.f. fractals. Using a Kolmogorov-type continuity theorem, conditions are found under which these processes admit…

Probability · Mathematics 2018-04-30 Ben Hambly , Weiye Yang

We consider a class of parabolic stochastic partial differential equations featuring an antimonotone nonlinearity. The existence of unique maximal and minimal variational solutions is proved via a fixed-point argument for nondecreasing…

Analysis of PDEs · Mathematics 2020-12-11 Luca Scarpa , Ulisse Stefanelli

This paper aims to devise an adaptive neural network basis method for numerically solving a second-order semilinear partial differential equation (PDE) with low-regular solutions in two/three dimensions. The method is obtained by combining…

Numerical Analysis · Mathematics 2024-11-05 Jianguo Huang , Haohao Wu , Tao Zhou

We develope a perturbation theory for stochastic differential equations (SDEs) by which we mean both stochastic ordinary differential equations (SODEs) and stochastic partial differential equations (SPDEs). In particular, we estimate the $…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

In this paper, we prove existence results of a one-dimensional periodic solution to equations with the fractional Laplacian of order $s\in(1/2,1)$, singular nonlinearity, and gradient term under various situations, including nonlocal…

Analysis of PDEs · Mathematics 2021-11-16 Lisbeth Carrero , Alexander Quaas

Existence and spatio-temporal symmetric patterns of periodic solutions to second order reversible equivariant non-autonomous periodic systems with multiple delays are studied under the Hartman-Nagumo growth conditions. The method is based…

Dynamical Systems · Mathematics 2020-06-01 Zalman Balanov , Wieslaw Krawcewicz , Norimichi Hirano , Xiaoli Ye