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相关论文: Existence, uniqueness, and regularity for stochast…

200 篇论文

We consider systems of stochastic evolutionary equations of the type $$du=\mathrm{div}\,S(\nabla u)\,dt+\Phi(u)dW_t$$ where $S$ is a non-linear operator, for instance the $p$-Laplacian $$S(\xi)=(1+|\xi|)^{p-2}\xi,\quad \xi\in\mathbb…

偏微分方程分析 · 数学 2020-05-15 Dominic Breit

In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equations with jumps. The conditions we posed are weaker than…

概率论 · 数学 2014-07-08 Guangqiang Lan , Jiang-Lun Wu

In this paper we consider an initial boundary value problem for a semilinear parabolic equation with absorption and nonlinear nonlocal Neumann boundary condition. We prove comparison principle, the existence theorem of a local solution and…

偏微分方程分析 · 数学 2016-02-17 Alexander Gladkov

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 equation and mild conditions on the obstacle the problem has a unique…

偏微分方程分析 · 数学 2018-10-09 Tomasz Klimsiak

The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…

概率论 · 数学 2015-02-18 Khaled Bahlali , Antoine Hakassou , Youssef Ouknine

We present a simple and self-contained approach to establish the unique continuation property for some classical evolution equations of second order in a cylindrical domain. We namely discuss this property for wave, parabolic and…

偏微分方程分析 · 数学 2024-03-15 Mourad Choulli

In this paper we focus on nonlinear SPDEs with singularities included in both drift and noise coefficients, for which the Gelfand-triple argument developed for (local) monotone SPDEs turns out to be invalid. We propose a general framework…

偏微分方程分析 · 数学 2023-06-06 Hao Tang , Feng-Yu Wang

We prove existence of strong solutions to a family of some semilinear parabolic free boundary problems by means of elliptic regularization. Existence of solutions is obtained in two steps: we first show some uniform energy estimates and…

偏微分方程分析 · 数学 2023-06-12 Alessandro Audrito , Tomás Sanz-Perela

In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…

概率论 · 数学 2022-09-14 Seiichiro Kusuoka

We prove existence and Sobolev regularity of solutions of a nonlinear system of degenerate-parabolic PDEs with self- and cross-diffusion, transport/confinement and nonlocal interaction terms. The macroscopic system of PDEs is formally…

偏微分方程分析 · 数学 2021-06-01 Luca Alasio , Maria Bruna , Simone Fagioli , Simon Schulz

We quantify the uniqueness of continuation from Cauchy or interior data. Our approach consists in extending the existing results in the linear case. As by product we obtain a new stability estimate in the linear case. We also show the…

偏微分方程分析 · 数学 2022-08-18 Mourad Choulli

In this work, we address a parabolic problem featuring a potentially doubly nonlinear term, governed by a combination of local and nonlocal operators (see Problem P1 below). We first establish the local existence of weak energy solutions…

偏微分方程分析 · 数学 2026-04-07 Abdelhamid Gouasmia , Hichem Hajaiej , Kaushik Bal

We review models of biological evolution in which the population frequency changes deterministically with time. If the population is self-replicating, although the equations for simple prototypes can be linearised, nonlinear equations arise…

种群与进化 · 定量生物学 2015-05-27 Kavita Jain , Sarada Seetharaman

We consider locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of parabolic initial-boundary value problems with variable, possibly discontinuous in space…

数值分析 · 数学 2020-03-23 Ulrich Langer , Andreas Schafelner

This set of five lectures provides an introduction to regularity structures and their use for the study of singular stochastic partial differential equations. Two appendices provide some additional informations that enter in the main text…

概率论 · 数学 2025-12-17 I. Bailleul

This paper is concerned with an evolution problem having an elliptic equation involving the 1-Laplacian operator and a dynamical boundary condition. We apply nonlinear semigroup theory to obtain existence and uniqueness results as well as a…

偏微分方程分析 · 数学 2018-02-28 M. Latorre , S. Segura de León

In this paper linear stochastic transport and continuity equations with drift in critical $L^{p}$ spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity…

概率论 · 数学 2019-12-17 Lisa Beck , Franco Flandoli , Massimiliano Gubinelli , Mario Maurelli

This article investigates the well-posedness of weak solutions to non-linear parabolic PDEs driven by rough coefficients with rough initial data in critical homogeneous Besov spaces. Well-posedness is understood in the sense of existence…

偏微分方程分析 · 数学 2026-05-01 Pascal Auscher , Sebastian Bechtel

The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha>0$ one can find a simple $1$-dimensional constant…

概率论 · 数学 2019-03-14 Máté Gerencsér

This paper is a continuation of [26]. Here theorems on conditional uniqueness and regularity for solutions to stochastic Navier-Stokes equations in $\mathbb R^d$ are presented.

概率论 · 数学 2025-03-27 István Gyöngy , Nicolai V. Krylov