相关论文: Smooth densities of the laws of perturbed diffusio…

We present several results on smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…

We consider the one-dimensional stochastic differential equation \begin{equation*} X_t = x_0 + L_t + \int_0^t \mu(X_s)ds, \quad t \geq 0, \end{equation*} where $\mu$ is a finite measure of Kato class $K_{\eta}$ with $\eta \in (0,\alpha-1]$…

In this paper, we study the regularities of solutions of nonlinear stochastic partial differential equations in the framework of Hilbert scales. Then we apply our general result to several typical nonlinear SPDEs such as stochastic Burgers…

We consider the (in)stability problem of the inviscid 2D Boussinesq equations near a combination of a shear flow $v=(y,0)$ and a stratified temperature $\theta=\alpha y$ with $\alpha>\frac{1}{4}$. We show that for any $\epsilon>0$ there…

The standard formulation of the smoothed particle hydrodynamics (SPH) assumes that the local density distribution is differentiable. This assumption is used to derive the spatial derivatives of other quantities. However, this assumption…

The Lax equivalence theorem guarantees convergence of stable and consistent discretizations for linear hyperbolic partial differential equations (PDEs). For nonlinear problems, however, stability and consistency alone do not generally…

Starting from the equations of Stokes flow and the mass conservation of particles as determined by shear-induced diffusion, we derive the coupled equations for the dynamics of particle concentration and film thickness for the free-surface…

In this work we tackle the problem of estimating the density $ f_X $ of a random variable $ X $ by successive smoothing, such that the smoothed random variable $ Y $ fulfills the diffusion partial differential equation $ (\partial_t -…

We show the existence of infinitely many admissible weak solutions for the incompressible porous media equations for all Muskat-type initial data with $C^{3,\alpha}$-regularity of the interface in the unstable regime and for all…

We consider a process given as the solution of a stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. Explicit and optimal bounds for the Lebesgue density of that…

We study a one-dimensional stochastic differential equation driven by a stable L\'evy process of order $\alpha$ with drift and diffusion coefficients $b,\sigma$. When $\alpha\in (1,2)$, we investigate pathwise uniqueness for this equation.…

In this paper, we consider the following inhomogeneous nonlinear Schr\"odinger equation (INLS) \[ i\partial_t u + \Delta u + \mu |x|^{-b} |u|^\alpha u = 0, \quad (t,x)\in \mathbb{R} \times \mathbb{R}^d \] with $b, \alpha>0$. First, we…

We study the regularity of the probability density function of the supremum of the solution to the linear stochastic heat equation. Using a general criterion for the smoothness of densities for locally nondegenerate random variables, we…

One of the major problems in the theory of the porous medium equation is the regularity of the solutions and the free boundaries. Here we assume flatness of the solution in space time cylinder and derive smoothness of the interface after a…

Francesco Severi showed that equisingular families of plane nodal curves are T-smooth, i.e. smooth of the expected dimension, whenever they are non-empty. For families with more complicated singularities this is no longer true. Given a…

We prove that the stochastic differential equation $$ Y_{s,t}(x) = Y_{s,s}(x) + \int_0^{t-s} f(Y_{s,s+u}(x)) dX_{s+u}, Y_{s,s}(x)=x\in\R^d. $$ driven by a L\'evy process whose paths have finite p-variation almost surely for some $p\in[1,2)$…

In this paper, we establish a necessary and sufficient condition for the existence and regularity of the density of the solution to a semilinear stochastic (fractional) heat equation with measure-valued initial conditions. Under a mild cone…

We consider non-ergodic class of stationary real harmonizable symmetric $\alpha$-stable processes $X=\left\{X(t):t\in\mathbb{R}\right\}$ with a finite symmetric and absolutely continuous control measure. We refer to its density function as…

This paper establishes the convergence of a time-steeping scheme for time fractional diffusion problems with nonsmooth data. We first analyze the regularity of the model problem with nonsmooth data, and then prove that the time-steeping…

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…