中文
相关论文

相关论文: Non-explosion criteria for rough differential equa…

200 篇论文

Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H$ when $H \in (1/3, 1/2]$.

We introduce and study a new class of non-Archimedean stochastic pseudodifferential equations. These equations are the non-Archimedean counterparts of the classical stochastic heat equations. We show the existence and uniqueness of mild…

概率论 · 数学 2014-06-25 W. A. Zúñiga-Galindo

As a companion work to [1], this Note presents a series of simple formulae and explicit results that illustrate and highlight why classical variational phase-field models cannot possibly predict fracture nucleation in elastic brittle…

材料科学 · 物理学 2024-11-22 Farhad Kamarei , John E. Dolbow , Oscar Lopez-Pamies

Backward stochastic differential equations (BSDEs) in the sense of Pardoux-Peng [Backward stochastic differential equations and quasilinear parabolic partial differential equations, Lecture Notes in Control and Inform. Sci., 176, 200--217,…

概率论 · 数学 2010-08-03 Joscha Diehl , Peter Friz

We prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions for perturbed Hammerstein integral equations. Our approach is topological and relies on the classical fixed point index. Some of the…

经典分析与常微分方程 · 数学 2016-03-22 Gennaro Infante , Paolamaria Pietramala , F. Adrian F. Tojo

We provide an existence and uniqueness result for mild solutions to rough partial differential equations in the framework of the semigroup approach. Applications to stochastic partial differential equations driven by infinite dimensional…

概率论 · 数学 2025-11-24 Stefan Tappe

We consider the exterior free boundary Bernoulli problem in the case of a rough given domain. An asymptotic analysis shows that the solution of the initial problem can be approximated by the solution of a non-rough Bernoulli problem at…

偏微分方程分析 · 数学 2013-06-11 Bouchon François , Chupin Laurent

A branched rough path $X$ consists of a rough integral calculus for $X \colon [0, T] \to \mathbb R^d$ which may fail to satisfy integration by parts. Using Kelly's bracket extension [Kel12], we define a notion of pushforward of branched…

经典分析与常微分方程 · 数学 2023-11-29 Emilio Ferrucci

We establish a microscopic convexity principle for nonlinear elliptic and parabolic partial differential equations in general form.

偏微分方程分析 · 数学 2015-05-13 Baojun Bian , Pengfei Guan

We consider a nonlinear boundary value problem driven by a nonhomogeneous differential operator. The problem exhibits competing nonlinearities with a superlinear (convex) contribution coming from the reaction term and a sublinear (concave)…

偏微分方程分析 · 数学 2019-07-12 Nikolaos S. Papageorgiou , Vicenţiu D. Rădulescu , Dušan D. Repovš

We provide a necessary and sufficient condition for a rough control driving a differential equation to be reconstructable, to some order, from observing the resulting controlled evolution. Physical examples and applications in stochastic…

概率论 · 数学 2014-11-17 I. Bailleul , J. Diehl

We give evaluations in closed form of certain non linear differential equations

综合数学 · 数学 2014-04-01 Nikos Bagis

Given an arbitrary fixed continuously differentiable vector field on $\mathbb{R}^n$, we prove that this vector field is coercive if and only if its conservative part is coercive. We apply this result in order to provide sufficient…

经典分析与常微分方程 · 数学 2020-04-15 Razvan M. Tudoran

We continue the approach in Part I \cite{duchong19} to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part II deals with driving…

概率论 · 数学 2020-07-29 Luu Hoang Duc

We use Perron's method to construct viscosity solutions of fully nonlinear degenerate parabolic pathwise (rough) partial differential equations. This provides an intrinsic method for proving the existence of solutions that relies only on a…

偏微分方程分析 · 数学 2018-06-19 Benjamin Seeger

We study bounded, unbounded and blow-up solutions of a delay logistic equation without assuming the dominance of the instantaneous feedback. It is shown that there can exist an exponential (thus unbounded) solution for the nonlinear…

动力系统 · 数学 2017-09-22 István Győri , Yukihiko Nakata , Gergely Röst

The problem of computing differential constraints for a family of evolution PDEs is discussed from a constructive point of view. A new method, based on the existence of generalized characteristics for evolution vector fields, is proposed in…

数学物理 · 物理学 2020-08-04 Francesco C. De Vecchi , Paola Morando

Rough paths theory allows for a pathwise theory of solutions to differential equations driven by highly irregular signals. The fundamental observation of rough paths theory is that if one can define "iterated integrals" above a signal, then…

动力系统 · 数学 2024-04-08 Francesco Cellarosi , Zachary Selk

While the global boundary control of nonlinear wave equations that exhibit blow-up is generally impossible, we show on a typical example, motivated by laser breakdown, that it is possible to control solutions with small data so that they…

偏微分方程分析 · 数学 2017-09-25 Satyanad Kichenassamy

We consider mixing problems in the form of transient convection--diffusion equations with a velocity vector field with multiscale character and rough data. We assume that the velocity field has two scales, a coarse scale with slow spatial…

数值分析 · 数学 2014-05-05 Erik Burman