相关论文: Existence, uniqueness, and regularity for stochast…
We study some systems of interacting fields whose evolution is given by some singular stochastic partial differential equations of mean field type. We provide a robust setting for their study and prove a well-posedness result and a…
In this paper, we study initial boundary value problem of semilinear parabolic equations and prove that any positive solution of its steady-state problem is an initial datum threshold for the existence and nonexistence of global solution to…
The goal of this review article is to provide a survey about the foundations of semilinear stochastic partial differential equations. In particular, we provide a detailed study of the concepts of strong, weak and mild solutions, establish…
In this paper, we announce a rigorous approach to establishing uniqueness results, under certain conditions, for initial-boundary-value problems for a class of linear evolution partial differential equations (PDEs) formulated in a…
We discuss the issue of maximal regularity for evolutionary equations with non-autonomous coefficients. Here evolutionary equations are abstract partial-differential algebraic equations considered in Hilbert spaces. The catch is to consider…
In this note we provide a self-contained proof of an existence and uniqueness result for a class of Banach space valued evolution equations with an additive forcing term. The framework of our abstract result includes, for example, finite…
We consider a non-linear parabolic partial differential equation (PDE) on $\mathbb R^d$ with a distributional coefficient in the non-linear term. The distribution is an element of a Besov space with negative regularity and the non-linearity…
We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…
Well-posedness of certain semilinear parabolic problems with nonlocal initial conditions is shown in time-weighted spaces. The result is applied to recover the initial states in semilinear parabolic problems with nonlinearities of…
For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…
We consider existence and uniqueness issues for the initial value problem of parabolic equations $\partial_{t} u = {\rm div} A \nabla u$ on the upper half space, with initial data in $L^p$ spaces. The coefficient matrix $A$ is assumed to be…
Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…
We study the question of existence of positive steady states of nonlinear evolution equations. We recast the steady state equation in the form of eigenvalue problems for a parametrised family of unbounded linear operators, which are…
Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric…
We consider stochastic equations for the class of formal mappings. Existence and uniqueness of solution, as well as evolution property are proved.
Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in control theory, and derivative prices in finance. It is often…
Evolution PDEs for dispersive waves are considered in both linear and nonlinear integrable cases, and initial-boundary value problems associated with them are formulated in spectral space. A method of solution is presented, which is based…
We consider a class of parabolic stochastic partial differential equations featuring an antimonotone nonlinearity. The existence of unique maximal and minimal variational solutions is proved via a fixed-point argument for nondecreasing…
Evolutionary PDEs for geometric order parameters that admit propagating singular solutions are introduced and discussed. These singular solutions arise as a result of the competition between nonlinear and nonlocal processes in various…
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…