Related papers: On a class of stochastic semilinear PDE's
We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…
The Feynman-Kac formula implies that every suitable classical solution of a semilinear Kolmogorov partial differential equation (PDE) is also a solution of a certain stochastic fixed point equation (SFPE). In this article we study such and…
In this book we establish under suitable assumptions the uniqueness and existence of viscosity solutions of Kolmogorov backward equations for stochastic partial differential equations (SPDEs). In addition, we show that this solution is the…
In this paper we study a system of stochastic differential equations with dissipative nonlinearity which arise in certain neurobiology models. Besides proving existence, uniqueness and continuous dependence on the initial datum, we shall be…
We study existence problem for semilinear equations with Borel measure data and operator generated by a symmetric Markov semigroup. We assume merely that the nonlinear part satisfies the so-called sign condition. Using the method of sub and…
The class of problems treated here are elliptic partial differential equations with a homogeneous boundary condition and a non-linear perturbation obtained by composition with a fixed smooth function. The existence of solutions is obtained…
The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…
This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…
This paper deals with fractional Sobolev spaces on a compact Riemannian manifold. We prove a Sobolev inequality in the critical range with an optimal constant for these fractional Sobolev spaces. We use this result to study the existence of…
We consider a 2D stochastic modified Swift-Hohenberg equations with multiplicative noise and periodic boundary. First, we establish the existence of local and global martingale and pathwise solutions in the regular Sobolev space $H^{2m}$…
In this article, we consider the following class of stochastic partial differential equations (SPDE): \begin{equation*} \left\{\begin{aligned}\mathrm{d} \mathbf{X}(t)&=\mathrm{A}(t,\mathbf{X}(t))\mathrm{d}…
We consider the Kolmogorov operator associated with a reaction-diffusion equation having polynomially growing reaction coefficient and perturbed by a noise of multiplicative type, in the Banach space $E$ of continuous functions. By…
We establish new general sufficient conditions for the existence of an invariant measure for stochastic functional differential equations and for exponential or subexponential convergence to the equilibrium. The obtained conditions extend…
We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifting of path-dependent SDEs. We investigate existence of…
We establish existence, uniqueness, and Sobolev and H\"older regularity results for the stochastic partial differential equation $$ du=\left(\sum_{i,j=1}^d a^{ij}u_{x^ix^j}+f^0+\sum_{i=1}^d f^i_{x^i}\right)dt+\sum_{k=1}^{\infty}g^kdw^k_t,…
We provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations in the framework of the semigroup approach with locally monotone coefficients. An important component of the proof is…
In this paper, we are concerned with stable solutions , possibly unbounded and sign-changing, of some semi-linear elliptic problem with mixed nonlinear boundary conditions. We establish the nonexistence of stable solutions, the main methods…
We study the doubly nonlinear PDE $$ |\partial_t u|^{p-2}\,\partial_t u-\textrm{div}(|\nabla u|^{p-2}\nabla u)=0. $$ This equation arises in the study of extremals of Poincar\'e inequalities in Sobolev spaces. We prove spatial Lipschitz…
The aim of this paper is to prove the existence and smoothness of stable and unstable invariant manifolds for a stochastic delayed partial differential equation of parabolic type. The stochastic delayed partial differential equation is…
We establish existence of an ergodic invariant measure on $H^1(D,\mathbb{R}^3)\cap L^2(D,\mathbb{S}^2)$ for the stochastic Landau-Lifschitz-Gilbert equation on a bounded one dimensional interval $D$. The conclusion is achieved by employing…