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

We consider a locally uniformly strictly elliptic second order partial differential operator in $\mathbb{R}^d$, $d\ge 2$, with low regularity assumptions on its coefficients, as well as an associated Hunt process and semigroup. The Hunt…

The combination of the It\^o formula and the Bismut-Elworthy-Li formula implies that suitable smooth solutions of semilinear Kolmogorov partial differential equations (PDEs) are also solutions to certain stochastic fixed point equations…

We here consider optimal control problems governed by nonlinear stochastic equations on a Hilbert space H with nonconvex payoff, which is rewritten as a deterministic optimal control problem governed by a Kolmogorov equation in H. We prove…

We study the long-time behavior of almost periodic solutions to stochastic scalar conservation laws in any space dimension, under the assumption of Lipschitz continuity of the flux functions and a non-degeneracy condition. We show the…

This paper concerns positive solutions to the boundary value problems of the scalar field equation in the half space with a Sobolev supercritical nonlinearity and an inhomogeneous Dirichlet boundary condition, admitting a nontrivial…

In this article we present an $L_p$-theory ($p\geq 2$) for the time-fractional quasi-linear stochastic partial differential equations (SPDEs) of type $$ \partial^{\alpha}_tu=L(\omega,t,x)u+f(u)+\partial^{\beta}_t \sum_{k=1}^{\infty}\int^t_0…

In this paper we study the nonlinear Dirichlet problem involving p(x)-Laplacian (hemivariational inequality) with nonsmooth potential. By using nonsmooth critical point theory for locally Lipschitz functionals due to Chang and the…

In this paper, we establish large deviation principle for the strong solution of a doubly nonlinear PDE driven by small multiplicative Brownian noise. Motononicity arguments and the weak convergence approach have been exploited in the…

We prove the unique solvability in weighted Sobolev spaces of non-divergence form elliptic and parabolic equations on a half space with the homogeneous Neumann boundary condition. All the leading coefficients are assumed to be only…

We examine nonlinear Kolmogorov partial differential equations (PDEs). Here the nonlinear part of the PDE comes from its Hamiltonian where one maximizes over all possible drift and diffusion coefficients which fall within a…

The celebrated H\"{o}rmander condition is a sufficient (and nearly necessary) condition for a second-order linear Kolmogorov partial differential equation (PDE) with smooth coefficients to be hypoelliptic. As a consequence, the solutions of…

We prove the existence and uniqueness of the mild solution for a nonlinear stochastic heat equation defined on an unbounded spatial domain. The nonlinearity is not assumed to be globally, or even locally, Lipschitz continuous. Instead the…

We prove a fractional version of Poincar\'e inequalities in the context of $\R^n$ endowed with a fairly general measure. Namely we prove a control of an $L^2$ norm by a non local quantity, which plays the role of the gradient in the…

We consider a reaction--diffusion equation perturbed by noise (not necessarily white). We prove existence of the Fomin derivative of the corresponding transition semigroup $P_t$. The main tool is a new estimate for $P_tD\varphi$ in terms of…

Olver and Rosenau studied group-invariant solutions of (generally nonlinear) partial differential equations through the imposition of a side condition. We apply a similar idea to the special case of finite-dimensional Hamiltonian systems,…

In this paper we are interested in a quasi-linear hyperbolic stochastic differential equation (HSPDE) when the vector field is merely bounded and measurable. Although the deterministic counterpart of such equation may be ill-posed (in the…

We are mainly concerned with equations of the form $-Lu=f(x,u)+\mu$, where $L$ is an operator associated with a quasi-regular possibly nonsymmetric Dirichlet form, $f$ satisfies the monotonicity condition and mild integrability conditions,…

We investigate discrete Poincar\'e inequalities on piecewise polynomial subspaces of the Sobolev spaces H(curl) and H(div) in three space dimensions. We characterize the dependence of the constants on the continuous-level constants, the…

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

We prove an integral inequality for the invariant measure $\nu$ of a stochastic differential equation with additive noise in a finite dimensional space $H=\R^d$. As a consequence, we show that there exists the Fomin derivative of $\nu$ in…