相关论文: Existence, uniqueness, and regularity for stochast…
The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…
This paper is concerned with the analysis of a new stable space-time finite element method (FEM) for the numerical solution of parabolic evolution problems in moving spatial computational domains. The discrete bilinear form is elliptic on…
We propose consistent locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of non-autonomous parabolic evolution problems under the assumption of maximal…
Parameter identifiability is often requisite to the effective application of mathematical models in the interpretation of biological data, however theory applicable to the study of partial differential equations remains limited. We present…
Several aspects of regularity theory for parabolic systems are investigated under the effect of random perturbations. The deterministic theory, when strict parabolicity is assumed, presents both classes of systems where all weak solutions…
We establish well-posedness and maximal regularity estimates for linear parabolic SPDE in divergence form involving random coefficients that are merely bounded and measurable in the time, space, and probability variables. To reach this…
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 note, we give an introduction to the concept of maximal $L^p$-regularity as a method to solve nonlinear partial differential equations. We first define maximal regularity for autonomous and non-autonomous problems and describe the…
The aim of this article is to study the asymptotic behaviour for large times of solutions to a certain class of stochastic partial differential equations of parabolic type. In particular, we will prove the backward uniqueness result and the…
Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…
We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…
We consider a class of space-time coupled evolution equations (CEEs), obtained by a subordination of the heat operator. Our CEEs reformulate and extend known governing equations of non-Markovian processes arising as scaling limits of…
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…
In this short communication, we announce an algorithmic procedure for constructing non-uniqueness counter-examples of classical solutions to initial-boundary-value problems for a wide class of linear evolution partial differential…
Let $(u,v)$ be a nonnegative solution to the semilinear parabolic system \[ \mbox{(P)} \qquad \cases{ \partial_t u=D_1\Delta u+v^p, & $x\in{\bf R}^N,\,\,\,t>0,$\\ \partial_t v=D_2\Delta v+u^q, & $x\in{\bf R}^N,\,\,\,t>0,$\\…
In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…
Stochastic factors are not negligible in applications of hydrostatic Euler equations (EE) and hydrostatic Navier-Stokes equations (NSE). Compared with the deterministic cases for which the ill-posedness of these models in the Sobolev spaces…
In this article we study the existence and uniqueness of solutions of stochastic continuity equation with irregular coefficients.
We study linear stochastic partial differential equations of parabolic type with non-local in time or mixed in time boundary conditions. The standard Cauchy condition at the terminal time is replaced by a condition that mixes the random…
We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…