相关论文: Random initial conditions for semi-linear PDEs
We study the initial value problem for a defocusing semi-linear wave equation with spatially growing nonlinearity. By employing Moser-Trudinger type inequalities and Strichartz estimates, we establish global well-posedness in the energy…
We present a deep learning emulator for stochastic and chaotic spatio-temporal systems, explicitly conditioned on the parameter values of the underlying partial differential equations (PDEs). Our approach involves pre-training the model on…
We establish existence and uniqueness of global, bounded weak solutions to quasilinear PDEs with bounded, uniformly continuous initial data and investigate their properties. Moreover, we establish existence of bounded weak solutions when…
In this paper we wonder whether a quasilinear system of PDEs of first order admits Hamiltonian formulation with local and nonlocal operators. By using the theory of differential coverings, we find differential-geometric conditions necessary…
We prove local and global well-posedness for semi-relativistic, nonlinear Schr\"odinger equations $i \partial_t u = \sqrt{-\Delta + m^2} u + F(u)$ with initial data in $H^s(\mathbb{R}^3)$, $s \geq 1/2$. Here $F(u)$ is a critical Hartree…
These notes are based on a series of lectures given first at the University of Warwick in spring 2008 and then at the Courant Institute, Imperial College London, and EPFL. It is an attempt to give a reasonably self-contained presentation of…
A wide class of non-autonomous nonlinear parabolic partial differential equations with delay is studied. We allow in our investigations different types of delays such as constant, time-dependent, state-dependent (both discrete and…
This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…
This article studies the effect of discretisation error on the stationary distribution of stochastic partial differential equations (SPDEs). We restrict the analysis to the effect of space discretisation, performed by finite element…
This paper investigates the initial value problem for a system of one-dimensional fourth-order dispersive partial differential-integral equations with nonlinearity involving derivatives up to second order. Examples of the system arise in…
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…
In this paper we study the optimal control of a class of semilinear elliptic partial differential equations which have nonlinear constituents that are only accessible by data and are approximated by nonsmooth ReLU neural networks. The…
Ensuring that a PDE model is well-posed is a necessary precursor to any form of analysis, control, or numerical simulation. Although the Lumer-Phillips theorem provides necessary and sufficient conditions for well-posedness of dissipative…
We consider the Benjamin-Ono equation in the spatially quasiperiodic setting. We establish local well-posedness of the initial value problem with initial data in quasiperiodic Sobolev spaces. This requires developing some of the fundamental…
Recently, there has been a lot of interest in using neural networks for solving partial differential equations. A number of neural network-based partial differential equation solvers have been formulated which provide performances…
In this note we review several situations in which stochastic PDEs exhibit ergodic properties. We begin with the basic dissipative conditions, as stated by Da Prato and Zabczyk in their classical monograph. Then we describe the singular…
We consider some parabolic equations which are model problems for a variety of nonlinear generalizations to the Black-Scholes equation of mathematical finance. In particular, we prove local well-posedness for the Cauchy problem with initial…
In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result…
In the context of training neural network-based approximations of solutions of parameter-dependent PDEs, we investigate the effect of preconditioning via well-conditioned frame representations of operators and demonstrate a significant…
In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…