相关论文: Strong solutions of non-colliding particle systems
In this work, we study the existence and nonexistence of solution for strongly coupled elliptic systems to m-parameters.
We study the three-dimensional compressible Navier-Stokes equations coupled with the $Q$-tensor equation perturbed by a multiplicative stochastic force, which describes the motion of nematic liquid crystal flows. The local existence and…
We introduce a semi-implicit Milstein approximation scheme for some class of non-colliding particle systems modeled by systems of stochastic differential equations with non-constant diffusion coefficients. We show that the scheme converges…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
We consider systems of n particles that move with constant velocity between collisions. Their total momentum but not necessarily their kinetic energy is preserved at collisions. As there are no further constraints, these systems are…
We study a class of stochastic differential equations with non-Lipschitzian coefficients.A unique strong solution is obtained and a large deviation principle of Freidln-Wentzell type has been established.
We establish a consistency result by comparing two independent notions of generalised solutions to a large class of linear hyperbolic first order PDE systems with constant coefficients, showing that they eventually coincide. The first is…
In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…
In this paper we consider stochastic differential equations with discontinuous diffusion coefficient of varying sign, for which weak existence and uniqueness holds but strong uniqueness fails. We introduce the notion of $\varphi $-strong…
In this paper we show the weak differentiability of the unique strong solution with respect to the starting point $x$ as well as Bismut-Elworthy-Li's derivative formula for the following stochastic differential equation in $\mathbb R^d$: $$…
We consider an electrostatic attractive-repulsive differential system in the nonnegative quadrant. Under some condition on the constants there exists a unique global solution. The main difficulty is to prove uniqueness when starting at the…
We consider a system of partial differential equations describing the steady flow of a compressible heat conducting Newtonian fluid in a three-dimensional channel with inflow and outflow part. We show the existence of a strong solution…
We consider a system of stochastic interacting particles with general diffusion coefficient and drift functions and we study the types of collisions that arise in them. In particular, interactions between particles are inversely…
In the paper, we consider the no-explosion condition and pathwise uniqueness for SDEs driven by a Poisson random measure with coefficients that are super-linear and non-Lipschitz. We give a comparison theorem in the one-dimensional case…
We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…
A system of $N$ particles in a chemical medium in $\mathbb{R}^{d}$ is studied in a discrete time setting. Underlying interacting particle system in continuous time can be expressed as \begin{eqnarray} dX_{i}(t) &=&[-(I-A)X_{i}(t) +…
In this paper we consider a linear homogeneous system of $m$ equations in $n$ unknowns with integer coefficients over the reals. Assume that the sum of the absolute values of the coefficients of each equation does not exceed $k+1$ for some…
In this paper we complete the program initiated by the first and second authors and rigorously derive a Boltzmann-type equation that incorporates higher order collisions among gas particles. More precisely, starting from a finite…
The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…
We study the positive, regular, radially symmetric solutions to the nonlinear biharmonic equation $\Delta^2 \phi = \phi^p$. First, we show that there exists a critical value $p_c$, depending on the space dimension, such that the solutions…