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We introduce the concept of stochastic measure-valued solutions to the complete Euler system describing the motion of a compressible inviscid fluid subject to stochastic forcing, where the nonlinear terms are described by defect measures.…

Analysis of PDEs · Mathematics 2022-03-01 Thamsanqa Castern Moyo

We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…

Analysis of PDEs · Mathematics 2022-08-29 Alessia Ascanelli , Sandro Coriasco , André Süß

We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…

Numerical Analysis · Mathematics 2021-08-09 Andrea Bonito , Vivette Girault , Diane Guignard , Kumbakonam R. Rajagopal , Endre Süli

We consider the problem of the approximation of the solution of a one-dimensional SDE with non-globally Lipschitz drift and diffusion coefficients behaving as $x^\alpha$, with $\alpha>1$. We propose an (semi-explicit) exponential-Euler…

Probability · Mathematics 2022-11-30 Mireille Bossy , Jean Francois Jabir , Kerlyns Martinez

We show the existence of weak solutions in the extended sense of the Cauchy problem for the cubic nonlinear Schr\"odinger equation in the modulation space $M_{p,q}^{s}(\mathbb R)$ where $1\leq q\leq2$, $2\leq p<\frac{10q'}{q'+6}$ and…

Analysis of PDEs · Mathematics 2019-12-16 Leonid Chaichenets , Dirk Hundertmark , Peer Kunstmann , Nikolaos Pattakos

We prove the almost sure weak convergence of a stochastic proximal point method for minimizing a convex integral function in the general nonlinear context of complete geodesic metric spaces of nonpositive curvature (so-called Hadamard…

Optimization and Control · Mathematics 2026-05-21 Nicholas Pischke

We establish a complete picture for existence, uniqueness, and representation of weak solutions to non-autonomous parabolic Cauchy problems of divergence type. The coefficients are only assumed to be uniformly elliptic, bounded, measurable,…

Analysis of PDEs · Mathematics 2025-05-15 Hedong Hou

The main aim of this paper is to investigate almost periodicity and asymptotic almost periodicity of abstract semilinear Cauchy inclusions of first order with (asymptotically) Stepanov almost periodic coefficients. To achieve our goal, we…

Functional Analysis · Mathematics 2018-08-09 Marko Kostic

The stochastic Euler scheme is known to converge to the exact solution of a stochastic differential equation with globally Lipschitz continuous drift and diffusion coefficient. Recent results extend this convergence to coefficients which…

Numerical Analysis · Mathematics 2021-11-02 Martin Hutzenthaler , Arnulf Jentzen , Peter E. Kloeden

In this paper, we prove convergence for contractive time discretisation schemes for semi-linear stochastic evolution equations with irregular Lipschitz nonlinearities, initial values, and additive or multiplicative Gaussian noise on…

Numerical Analysis · Mathematics 2024-05-13 Katharina Klioba , Mark Veraar

We study a class of stochastic evolution equations in a Banach space $E$ driven by cylindrical Wiener process. Three different concept of solutions: generalised strong, weak and mild are defined and the conditions under which they are…

Functional Analysis · Mathematics 2014-02-27 Mariusz Górajski

In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong…

Probability · Mathematics 2021-11-02 Arnulf Jentzen , Primož Pušnik

In this paper we study the global existence of small data solutions to the Cauchy problem for the semilinear wave equation with scale-invariant damping. We obtain estimates for the solution and its energy with the same decay rate of the…

Analysis of PDEs · Mathematics 2015-09-10 Marcello D'Abbicco

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

Optimization and Control · Mathematics 2021-09-28 Monika Eisenmann , Tony Stillfjord , Måns Williamson

The Cauchy problem for the complete Euler system is in general ill posed in the class of admissible (entropy producing) weak solutions. This suggests there might be sequences of approximate solutions that develop fine scale oscillations.…

Numerical Analysis · Mathematics 2018-03-23 Eduard Feireisl , Maria Lukacova-Medvidova , Hana Mizerova

We prove the existence of weak solutions in the space of energy for a class of non-linear Schroedinger equations in the presence of a external rough magnetic potential. Under our assumptions it is not possible to study the problem by means…

Analysis of PDEs · Mathematics 2018-04-18 Paolo Antonelli , Alessandro Michelangeli , Raffaele Scandone

We study the existence and uniqueness of Lp-bounded mild solutions for a class ofsemilinear stochastic evolutions equations driven by a real L\'evy processes withoutGaussian component not square integrable for instance the stable process…

Probability · Mathematics 2024-01-23 Solym M. Manou-Abi

In this paper, we develop a universal, conceptually simple and systematic method to prove well-posedness to Cauchy problems for weak solutions of parabolic equations with non-smooth, time-dependent, elliptic part having a variational…

Analysis of PDEs · Mathematics 2025-06-25 Pascal Auscher , Khalid Baadi

In this paper we show existence of finite energy solutions for the Cauchy problem associated with a semilinear wave equation with interior damping and supercritical source terms. The main contribution consists in dealing with…

Analysis of PDEs · Mathematics 2008-11-14 Lorena Bociu , Petronela Radu

This paper is concerned with the Cauchy-Dirichlet problem for a doubly nonlinear parabolic equation involving variable exponents and provides some theorems on existence and regularity of strong solutions. In the proof of these results, we…

Analysis of PDEs · Mathematics 2013-07-11 Goro Akagi , Giulio Schimperna