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Related papers: On a class of stochastic semilinear PDE's

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We consider the stochastic Ginzburg-Landau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The low-lying frequencies are then only connected to this forcing through the non-linear…

Chaotic Dynamics · Physics 2009-10-31 Jean-Pierre Eckmann , Martin Hairer

By a new approximate method, dimensional free Harnack inequalities are established for a class of semilinear stochastic differential equations in Hilbert space with multiplicative noise. These inequalities are applied to study the strong…

Probability · Mathematics 2012-08-21 Shao-Qin Zhang

For any subcritical index of regularity $s>3/2$, we prove the almost global well posedness for the 2-dimensional semilinear wave equation with the cubic nonlinearity in the derivatives, when the initial data are small in the Sobolev space…

Analysis of PDEs · Mathematics 2014-03-14 Daoyuan Fang , Chengbo Wang

We introduce and study some backward Kolmogorov equations associated to stochastic filtering problems. Measure-valued processed arise naturally in the context of stochastic filtering and one can formulate two stochastic differential…

Probability · Mathematics 2023-07-19 Mattia Martini

We show that any semi-direct sum $L$ of Lie algebras with Levi factor $S$ must be perfect if the representation associated with it does not possess a copy of the trivial representation. As a consequence, all invariant functions of $L$ must…

Differential Geometry · Mathematics 2023-01-04 J C Ndogmo

In this note we consider problems related to parabolic partial differential equations in geodesic metric measure spaces, that are equipped with a doubling measure and a Poincar\'e inequality. We prove a location and scale invariant Harnack…

Analysis of PDEs · Mathematics 2014-01-29 Niko Marola , Mathias Masson

We consider a Volterra convolution equation in $\mathbb{R}^d$ perturbed with an additive fractional Brownian motion of Riemann-Liouville type with Hurst parameter $H\in (0,1)$. We show that its solution solves a stochastic partial…

Probability · Mathematics 2023-09-26 Alessandro Bondi , Franco Flandoli

Building upon a recent work by two of the authours and J. Seidler on bw-Feller property for stochastic nonlinear beam and wave equations, we prove the existence of an invariant measure to stochastic 2-D Navier-Stokes (with multiplicative…

Probability · Mathematics 2016-07-05 Zdzisław Brzeźniak , Elżbieta Motyl , Martin Ondrejat

By using quasi-Banach techniques as key ingredient we prove Poincar\'e- and Sobolev- type inequalities for $m$-subharmonic functions with finite $(p,m)$-energy. A consequence of the Sobolev type inequality is a partial confirmation of B\l…

Complex Variables · Mathematics 2020-04-24 Per Ahag , Rafal Czyz

We study the following backward stochastic differential equation on finite time horizon driven by an integer-valued random measure $\mu$ on $\mathbb R_+\times E$, where $E$ is a Lusin space, with compensator $\nu(dt,dx)=dA_t\,\phi_t(dx)$:…

Probability · Mathematics 2015-06-09 Elena Bandini

We establish a Lipschitz stability inequality for the problem of determining the nonlinear term in a quasilinear elliptic equation by boundary measurements. We give a proof based on a linearization procedure together with special solutions…

Analysis of PDEs · Mathematics 2022-11-28 Mourad Choulli

Elliptic and parabolic integro-differential model problems are considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in L_{p}-spaces of functions whose regularity is defined by a scalable,…

Analysis of PDEs · Mathematics 2016-05-24 R. Mikulevicius , C. Phonsom

This work aims to investigate the existence of ergodic invariant measures and its uniqueness, associated with obstacle problems governed by a T-monotone operator defined on Sobolev spaces and driven by a multiplicative noise in a bounded…

Probability · Mathematics 2025-02-03 Yassine Tahraoui

Consider the linear stochastic evolution equation dU(t) = AU(t) + dW_H(t), t\ge 0, where A generates a C_0-semigroup on a Banach space E and W_H is a cylindrical Brownian motion in a continuously embedded Hilbert subspace H of E. Under the…

Functional Analysis · Mathematics 2014-08-15 Jan van Neerven

We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…

Analysis of PDEs · Mathematics 2019-10-21 Ludovic Goudenège

In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…

Probability · Mathematics 2011-04-29 Lahcen Boulanba , Mohamed Mellouk

We study optimal control problems that are governed by semilinear elliptic partial differential equations that involve non-Lipschitzian nonlinearities. It is shown that, for a certain class of such PDEs, the solution map is Fr\'{e}chet…

Optimization and Control · Mathematics 2024-12-03 Constantin Christof

Let $A,C,P:D(A)\subset X\to X$ be linear operators on a Banach space $X$ such that $-A$ generates a strongly continuous semigroup on $X$, and $F:X\to X$ be a globally Lipschitz function. We study the well-posedness of semilinear equations…

Functional Analysis · Mathematics 2022-04-22 Mohamed Fkirine , Said Hadd

Starting from the nonlinear ODE $z'' + f(t)\,z + g(t)\, z^{m}=0$ with $m>1$, we show that after a suitable normal-form reduction of any Hill equation one may, without loss of generality, fix the linear part as $f(t)\equiv \omega^{2}$ (with…

Dynamical Systems · Mathematics 2025-10-29 Johannes Hagel

We prove Sobolev-Poincar\'e and Poincar\'e inequalities in variable Lebesgue spaces $L^{p(\cdot)}(\Omega)$, with $\Omega\subset{\mathbb R}^n$ a bounded John domain, with weaker regularity assumptions on the exponent $p(\cdot)$ that have…

Analysis of PDEs · Mathematics 2024-09-11 David Cruz-Uribe , Fernando López-García , Ignacio Ojea
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