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This article shows that the unconditional stability of the Dual-Finite Volume Method, which is at least valid for linear problems, is not true for generic nonlinear differential equations including the PMEs unless the coefficient appearing…

Numerical Analysis · Computer Science 2015-07-21 Hidekazu Yoshioka

In the semigroup approach to stochastic evolution equations, the fundamental issue of uniqueness of mild solutions is often "reduced" to the much easier problem of proving uniqueness for strong solutions. This reduction is usually carried…

Analysis of PDEs · Mathematics 2010-02-01 Carlo Marinelli , Michael Röckner

The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…

Analysis of PDEs · Mathematics 2022-02-08 Ioana Ciotir , Dan Goreac , Ionut Munteanu

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…

Probability · Mathematics 2021-02-12 Michael Salins

This paper establishes the existence of a unique nonnegative continuous viscosity solution to the HJB equation associated with a Markovian linear-quadratic control problems with singular terminal state constraint and possibly unbounded cost…

Mathematical Finance · Quantitative Finance 2020-04-29 Ulrich Horst , Xiaonyu Xia

In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent…

Probability · Mathematics 2019-07-08 Zhun Gou , Ming-hui Wang , Nan-jing Huang

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

Probability · Mathematics 2016-06-21 Michael Rockner , Ionut Munteanu

We are concerned with the 3D stochastic magnetohydrodynamic (MHD) equations driven by additive noise on torus. For arbitrarily prescribed divergence-free initial data in $L^{2}_x$, we construct infinitely many probabilistically strong and…

Analysis of PDEs · Mathematics 2024-08-13 Wenping Cao , Yachun Li , Deng Zhang

It is well-known that a stochastic differential equation (sde) on a Euclidean space driven by a (possibly infinite-dimensional) Brownian motion with Lipschitz coefficients generates a stochastic flow of homeomorphisms. If the Lipschitz…

Probability · Mathematics 2016-03-23 Michael Scheutzow , Susanne Schulze

We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…

Dynamical Systems · Mathematics 2013-09-02 Alexandra Rodkina , Nikolai Dokuchaev , John Appleby

We prove global existence of nonnegative weak solutions to a degenerate parabolic system which models the interaction of two thin fluid films in a porous medium. Furthermore, we show that these weak solutions converge at an exponential rate…

Analysis of PDEs · Mathematics 2011-10-31 Joachim Escher , Philippe Laurencot , Bogdan-Vasile Matioc

Linear stability of inviscid, parallel, and stably stratified shear flow is studied under the assumption of smooth strictly monotonic profiles of shear flow and density, so that the local Richardson number is positive everywhere. The…

Fluid Dynamics · Physics 2016-05-04 Makoto Hirota , Philip J. Morrison

First, a new sufficient condition for uniqueness of weak solutions is proved for the system of 2D viscous Primitive Equations. Second, global existence and uniqueness are established for several classes of weak solutions with partial…

Analysis of PDEs · Mathematics 2018-08-10 Ning Ju

Complementing the analysis in [41], we investigate the well-posedness of SPDEs problems of doubly nonlinear type. These arise ubiquitously in the modelization of dissipative media and correspond to generalized balance laws between…

Analysis of PDEs · Mathematics 2020-09-18 Luca Scarpa , Ulisse Stefanelli

We prove existence of martingale solutions to a class of stochastic thin-film equations for mobility exponents $n \in (2,3)$ and compactly supported initial data. With the perspective to study free-boundary problems related to stochastic…

Analysis of PDEs · Mathematics 2024-06-13 Günther Grün , Lorenz Klein

In this paper we establish existence of a solution to a semilinear equation with free boundary conditions on stratified Lie groups. In the process, a monotonicity condition is proved, which is quintessential in establishing the regularity…

Analysis of PDEs · Mathematics 2022-09-21 Debajyoti Choudhuri , Dušan D. Repovš

We are interested in nonlocal Eikonal Equations arising in the study of the dynamics of dislocations lines in crystals. For these nonlocal but also non monotone equations, only the existence and uniqueness of Lipschitz and local-in-time…

Analysis of PDEs · Mathematics 2009-02-13 Guy Barles , Pierre Cardaliaguet , Olivier Ley , Regis Monneau

We show that advection-diffusion equations with porous media type diffusion and integrable initial data are globally solvable under very mild conditions. Some generalizations and related results are also given.

Analysis of PDEs · Mathematics 2018-05-22 N. M. L. Diehl , L. Fabris , P. R. Zingano

We prove the existence and uniqueness, for wave speeds sufficiently large, of monotone traveling wave solutions connecting stable to unstable spatial equilibria for a class of $N$-dimensional lattice differential equations with…

Dynamical Systems · Mathematics 2010-06-14 Aaron Hoffman , Benjamin Kennedy

We establish stability properties of weak solutions for systems of porous medium type with respect to the exponent $m$. Thereby we treat stability for the local case as well as for Cauchy-Dirichlet problems. Both degenerate and singular…

Analysis of PDEs · Mathematics 2021-11-15 Kristian Moring , Rudolf Rainer