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The explicit Euler scheme and similar explicit approximation schemes (such as the Milstein scheme) are known to diverge strongly and numerically weakly in the case of one-dimensional stochastic ordinary differential equations with…

Numerical Analysis · Mathematics 2019-03-15 Matteo Beccari , Martin Hutzenthaler , Arnulf Jentzen , Ryan Kurniawan , Felix Lindner , Diyora Salimova

We study generalized solutions of an evolutionary equation related to a densely defined skew-symmetric operator in a real Hilbert space. We establish existence of a contractive semigroup, which provides generalized solutions, and find…

Analysis of PDEs · Mathematics 2025-11-05 Evgeny Yu. Panov

We study the convergence of semilinear parabolic stochastic evolution equations, posed on a sequence of Banach spaces approximating a limiting space and driven by additive white noise projected onto the former spaces. Under appropriate…

Probability · Mathematics 2025-06-11 Yves van Gennip , Jonas Latz , Joshua Willems

We consider the Cauchy problem with smooth data for compressible Euler equations in many dimensions and concentrate on two cases: solutions with finite mass and energy and solutions corresponding to a compact perturbation of a nontrivial…

Analysis of PDEs · Mathematics 2020-10-30 Olga Rozanova

In this paper, we focus on studying the Cauchy problem for semilinear damped wave equations involving the sub-Laplacian $\mathcal{L}$ on the Heisenberg group $\mathbb{H}^n$ with power type nonlinearity $|u|^p$ and initial data taken from…

Analysis of PDEs · Mathematics 2024-04-09 Aparajita Dasgupta , Vishvesh Kumar , Shyam Swarup Mondal , Michael Ruzhansky

We consider a finite element approximation of a general semi-linear stochastic partial differential equation (SPDE) driven by space-time multiplicative and additive noise. We examine the full weak convergence rate of the exponential Euler…

Numerical Analysis · Mathematics 2015-07-28 Antoine Tambue , Jean Medard T. Ngnotchouye

The Aubin-Lions lemma and its variants play crucial roles for the existence of weak solutions of nonlinear evolutionary PDEs. In this paper, we aim to develop some compactness criteria that are analogies of the Aubin--Lions lemma for the…

Functional Analysis · Mathematics 2018-07-06 Lei Li , Jian-Guo Liu

We consider the nonlinear Poisson-Boltzmann equation in the context of electrostatic models for a biological macromolecule, embedded in a bounded domain containing a solution of an arbitrary number of ionic species which is not necessarily…

Analysis of PDEs · Mathematics 2022-04-26 José A. Iglesias , Svetoslav Nakov

Strong convergence rates for time-discrete numerical approximations of semilinear stochastic evolution equations (SEEs) with smooth and regular nonlinearities are well understood in the literature. Weak convergence rates for time-discrete…

Probability · Mathematics 2021-11-02 Arnulf Jentzen , Ryan Kurniawan

In a Hilbert setting, we introduce a new dynamical system and associated algorithms for solving monotone inclusions by rapid methods. Given a maximal monotone operator $A$, the evolution is governed by the time dependent operator $I -(I +…

Optimization and Control · Mathematics 2015-04-20 Hedy Attouch , Maicon Marques Alves , Benar F. Svaiter

Solutions to the Cauchy problem for the one-dimensional cubic nonlinear Schr\"odinger equation on the real line are studied in Sobolev spaces $H^s$, for $s$ negative but close to 0. For smooth solutions there is an {\em a priori} upper…

Analysis of PDEs · Mathematics 2007-05-23 Michael Christ , James Colliander , Terence Tao

In this paper, we study the existence of solution for stochastic evolution equations with almost sectorial operators and possibly a non dense domain. Such problems cover several types of evolution equations, we are interested here in…

Analysis of PDEs · Mathematics 2023-07-25 Arnaud Ducrot , Fatima Zahra Lahbiri

The Cauchy problem for the Boltzmann equation with soft potential, in the framework of small perturbation of an equilibrium state, has been studied in many spaces. The method of strongly continuous semigroup has been applied by…

Analysis of PDEs · Mathematics 2024-02-08 Dingqun Deng

In this paper, we establish the well-posedness of Cauchy problems for weak solutions to second-order degenerate parabolic equations with a non-smooth, time-dependent degenerate elliptic part that includes both bounded and unbounded…

Analysis of PDEs · Mathematics 2025-12-04 Khalid Baadi

We consider the numerical approximation of the mild solution to a semilinear stochastic wave equation driven by additive noise. For the spatial approximation we consider a standard finite element method and for the temporal approximation, a…

Numerical Analysis · Mathematics 2023-12-06 Mihály Kovács , Annika Lang , Andreas Petersson

In this paper, under the exponential/polynomial decay condition in Fourier space, we prove that the nonlinear solution to the quasi-periodic Cauchy problem for the weakly nonlinear Schr\"odinger equation in higher dimensions will…

Analysis of PDEs · Mathematics 2025-09-24 Fei Xu

A semilinear ordinary differential equation is derived from a semilinear Schr\"odinger equation in the homogeneous and isotropic spacetime by the Ehrenfest theorem. The Cauchy problem for the equation is considered. Exact solutions and…

Analysis of PDEs · Mathematics 2020-03-12 Makoto Nakamura

Recently, Martin Hutzenthaler pointed out that the explicit Euler method fails to converge strongly to the exact solution of a stochastic differential equation (SDE) with superlinearly growing and globally one sided Lipschitz drift…

Numerical Analysis · Mathematics 2015-02-03 M. H. Song , Y. L. Lu , M. Z. Liu

The present article investigates the existence, multiplicity and regularity of weak solutions of problems involving a combination of critical Hartree type nonlinearity along with singular and discontinuous nonlinearity. By applying…

Analysis of PDEs · Mathematics 2023-09-15 Gurdev C. Anthal , Jacques Giacomoni , Konijeti Sreenadh

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…

Probability · Mathematics 2013-12-03 Erfan Salavati , Bijan Z. Zangeneh