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We study linear stochastic partial differential equations of parabolic type. We consider a new boundary value problem where a Cauchy condition is replaced by a prescribed average of the solution either over time and probabilistic space for…

概率论 · 数学 2017-06-22 Nikolai Dokuchaev

Strong convergence rates for time-discrete numerical approximations of semilinear stochastic evolution equations (SEEs) with smooth and regular nonlinearities are well understood in the literature. Weak convergence rates for time-discrete…

概率论 · 数学 2021-11-02 Arnulf Jentzen , Ryan Kurniawan

In recent years, many papers have been devoted to the regularity of doubly nonlinear singular evolution equations. Many of the proofs are unnecessarily complicated, rely on superfluous assumptions or follow an inappropriate approximation…

偏微分方程分析 · 数学 2020-01-14 Vincenzo Vespri , Matias Vestberg

A general class of singular abstract Cauchy problems is considered which naturally arises in applications to certain Free Boundary Problems. Existence of an associated evolution operator characterizing its solutions is established and is…

偏微分方程分析 · 数学 2018-08-14 Patrick Guidotti

A Stokes-type problem for a viscoelastic model of salt rocks is considered, and existence, uniqueness and regularity are investigated in the scale of $L^2$-based Sobolev spaces. The system is transformed into a generalized Stokes problem,…

偏微分方程分析 · 数学 2017-01-27 R. A. Cipolatti , I. -S. Liu , L. A. Palermo , M. A. Rincon , R. M. S. Rosa

Non-existence and uniqueness results are proved for several local and non-local supercritical bifurcation problems involving a semilinear elliptic equation depending on a parameter. The domain is star-shaped but no other symmetry assumption…

偏微分方程分析 · 数学 2015-05-13 Jean Dolbeault , Robert Stanczy

This article proves the existence and regularity of weak solutions for a class of mixed local-nonlocal problems with singular nonlinearities. We examine both the purely singular problem and perturbed singular problems. A central…

偏微分方程分析 · 数学 2025-02-27 Sanjit Biswas , Prashanta Garain

In this paper, we are concerned with the uniqueness and the non-degeneracy of positive radial solutions for a class of semilinear elliptic equations. Using detailed ODE analysis, we extend previous results to cases where nonlinear terms may…

偏微分方程分析 · 数学 2025-09-15 Shinji Adachi , Masataka Shibata , Tatsuya Watanabe

We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the eqution and mild conditions on the obstacle a unique continuous solution…

概率论 · 数学 2009-12-14 Tomasz Klimsiak

We consider infinite-dimensional parabolic rough evolution equations. Using regularizing properties of analytic semigroups we prove global-in-time existence of solutions and investigate random dynamical systems for such equations.

概率论 · 数学 2019-04-08 Robert Hesse , Alexandra Neamtu

In this paper, we study the homogenization of the third boundary value problem for semilinear parabolic PDEs with rapidly oscillating periodic coefficients in the weak sense. Our method is entirely probabilistic, and builds upon the work of…

概率论 · 数学 2024-06-25 Junxia Duan , Jun Peng

In this work, we present a result on the local existence and uniqueness of solutions to nonlinear Partial Differential-Algebraic Equations (PDAEs). By applying established theoretical results, we identify the conditions that guarantee the…

偏微分方程分析 · 数学 2025-02-11 Seyyid Ali Benabdallah

This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…

概率论 · 数学 2025-10-24 Ioana Ciotir , Dan Goreac , Jonas M. Tölle

This paper is concerned with the regularity of solutions to linear and nonlinear evolution equations extending our findings in [22] to domains of polyhedral type. In particular, we study the smoothness in the specific scale…

偏微分方程分析 · 数学 2021-05-28 Stephan Dahlke , Cornelia Schneider

In this paper we study a class of nonlinear anisotropic parabolic problems in bounded domains. In detail, we study the influences of the initial data and the forcing term f on the behavior of the solutions. We prove existence and uniqueness…

偏微分方程分析 · 数学 2024-05-24 di Blasio Giuseppina , Maria Michaela Porzio

We study averaging for Stochastic Differential Equations (SDEs) and Poisson equations. We succeed in obtaining a uniform in time (UiT) averaging result, with a rate, for fully coupled SDE models with super-linearly growing coefficients.…

概率论 · 数学 2024-04-08 Dan Crisan , Paul Dobson , Ben Goddard , Michela Ottobre , Iain Souttar

We consider a class of semilinear Volterra type stochastic evolution equation driven by multiplicative Gaussian noise. The memory kernel, not necessarily analytic, is such that the deterministic linear equation exhibits a parabolic…

概率论 · 数学 2016-02-25 Boris Baeumer , Matthias Geissert , Mihaly Kovacs

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…

概率论 · 数学 2025-08-28 Antonio Agresti , Mark Veraar

In this paper, we develop a universal, conceptually simple and systematic method to prove well-posedness to Cauchy problems for weak solutions of parabolic equations with non-smooth, time-dependent, elliptic part having a variational…

偏微分方程分析 · 数学 2025-06-25 Pascal Auscher , Khalid Baadi

Stochasticity plays a key role in many biological systems, necessitating the calibration of stochastic mathematical models to interpret associated data. For model parameters to be estimated reliably, it is typically the case that they must…

统计方法学 · 统计学 2025-12-11 Alexander P Browning , Michael J Chappell , Hamid Rahkooy , Torkel E Loman , Ruth E Baker