相关论文: Shift Harnack Inequality and Integration by Part F…
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…
In this paper we obtain a Harnack type inequality for solutions to elliptic equations in divergence form with non-standard $p(x)-$type growth. A model equation is the inhomogeneous $p(x)-$laplacian. Namely, \[…
This article is devoted to the analysis of semilinear, parabolic, Stochastic Partial Differential Equations, with slow and fast time scales. Asymptotically, an averaging principle holds: the slow component converges to the solution of…
In this paper we consider the nonlinear Hartree equation in presence of a given external potential, for an initial coherent state. Under suitable smoothness assumptions, we approximate the solution in terms of a time dependent coherent…
In this paper, we establish a scale invariant Harnack inequality for some inhomogeneous parabolic equations in a suitable intrinsic geometry dictated by the nonlinearity. The class of equations that we consider correspond to the parabolic…
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…
We propose a delayed Mittag-Leffler type matrix function with logarithm, which is an extension of the classical Mittag-Leffler type matrix function with logarithm and delayed Mittag-Leffler type matrix function. With the help of the delayed…
We justify WKB analysis for Hartree equation in space dimension at least three, in a regime which is supercritical as far as semiclassical analysis is concerned. The main technical remark is that the nonlinear Hartree term can be considered…
Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…
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…
In this paper, we investigate a class of stochastic impulsive fractional differential evolution equations with infinite delay in Banach space. Firstly sufficient conditions of the existence and uniqueness of the mild solution for this type…
We prove interior Harnack's inequalities for solutions of fractional nonlocal equations. Our examples include fractional powers of divergence form elliptic operators with potentials, operators arising in classical orthogonal expansions and…
We want to prove a Harnack type inequality for solutions of strongly degenerate parabolic, or elliptic-parabolic, equations. To do that, we first define a De Giorgi class of order $p = 2$ that contains the solutions of evolution equations…
In this survey, we provide an in-depth exposition of our recent results on the well-posedness theory for stochastic evolution equations, employing maximal regularity techniques. The core of our approach is an abstract notion of critical…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…
A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…
H\"older estimates and Harnack inequalities are studied for fully nonlinear integro-differential equations under some mild assumptions. We allow the kernels of variable order and critically close to 2.
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
We study existence, uniqueness, norm estimates and asymptotic time behaviour (in some cases can be claimed to be sharp) for the solution of a general evolutionary integral (differential) equation of scalar type on a locally compact…
The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…