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相关论文: Dean-Kawasaki Dynamics: Ill-posedness vs. Triviali…

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This article is concerned with the existence of solution to the stochastic Degasperis-Procesi equation on $\mathbb{R}$ with an infinite dimensional multiplicative noise and integrable initial data. Writing the equation as a system composed…

概率论 · 数学 2024-09-05 Nikolai V. Chemetov , Fernanda Cipriano

Inspired by [Fehrman, Gess; Invent. Math., 2023], we provide a fine analysis of the McKean-Vlasov PDE with singular interactions and drift terms of square root form. As the corresponding skeleton equation of Dean-Kawasaki equation with…

概率论 · 数学 2024-07-29 Zhengyan Wu , Rangrang Zhang

We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…

偏微分方程分析 · 数学 2022-02-03 Florian Kunick

We analyze the well-posedness of a so called McKean Feynman-Kac Equation (MFKE), which is a McKean type equation with a Feynman-Kac perturbation. We provide in particular weak and strong existence conditions as well as pathwise uniqueness…

概率论 · 数学 2024-03-08 Jonas Lieber , Nadia Oudjane , Francesco Russo

We derive the uniqueness of weak solutions to the Shigesada-Kawasaki-Teramoto (SKT) systems using the adjoint problem argument. Combining with [PT17] we then derive the well-posedness for the SKT systems in space dimension $d\le 4$

偏微分方程分析 · 数学 2017-03-31 Du Pham , Roger Temam

The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…

偏微分方程分析 · 数学 2017-09-15 Nicolas Seguin

In this paper we propose a new type of viscosity solutions for fully nonlinear path dependent PDEs. By restricting to certain pseudo Markovian structure, we remove the uniform non- degeneracy condition imposed in our earlier works [9, 10].…

偏微分方程分析 · 数学 2016-04-11 Ibrahim Ekren , Jianfeng Zhang

In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…

概率论 · 数学 2018-01-26 Feng-Yu Wang

The model of inelastic Maxwell particles (IMP) allows one to derive some exact results which show the strong influence of inelasticity on the nonequilibrium properties of a granular gas. The aim of this work is to propose a simple model…

统计力学 · 物理学 2007-08-30 Andres Santos

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…

概率论 · 数学 2021-03-30 Michele Coghi , Benjamin Gess

In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…

概率论 · 数学 2023-01-02 Sandra Cerrai , Yichun Zhu

Polynomial dynamical systems describing interacting particles in the plane are studied. A method replacing integration of a polynomial multi--particle dynamical system by finding polynomial solutions of a partial differential equations is…

可精确求解与可积系统 · 物理学 2014-07-08 Maria V. Demina , Nikolai A. Kudryashov

In this paper, we develop a class of interacting particle Langevin algorithms to solve inverse problems for partial differential equations (PDEs). In particular, we leverage the statistical finite elements (statFEM) formulation to obtain a…

Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental…

数值分析 · 数学 2016-12-21 Romana Boiger , Jan Hasenauer , Sabrina Hross , Barbara Kaltenbacher

In the present paper, we consider multidimensional nonlinear backward stochastic differential equations (BSDEs) with a driver depending on the martingale part $M$ of a solution. We assume that the nonlinear term is merely monotone…

概率论 · 数学 2023-08-22 Tomasz Klimsiak , Maurycy Rzymowski

This work proposes a new way for handling obstacles to asymptotic integrability in perturbed nonlinear PDEs within the method of Normal Forms - NF - for the case of multi-wave solutions. Instead of including the whole obstacle in the NF,…

可精确求解与可积系统 · 物理学 2009-11-11 Alex Veksler , Yair Zarmi

Using the symmetry approach, we find a class of integrable nonlinear PDEs with dispersion law $\omega(k)=k^{\frac32}$. All these equations turn out to be linearizable by means of a differential parametrization.

可精确求解与可积系统 · 物理学 2007-05-23 R. Hernandez Heredero , A. Shabat , V. Sokolov

In this paper, we extend the notion of stochastic kinetic solutions introduced in arXiv:2108.08858 to establish the well-posedness of stochastic kinetic solutions of generalized Dean-Kawasaki equations with correlated noise on bounded,…

概率论 · 数学 2024-10-14 Shyam Popat

We present the systematic formalism to derive the path-integral formulation for the hard-core particle systems far from equilibrium. Writing the master equation for a stochastic process of the system in terms of the annihilation and…

统计力学 · 物理学 2009-10-31 Su-Chan Park , Doochul Kim , Jeong-Man Park

The paper develops the method for construction of families of particular solutions to some classes of nonlinear Partial Differential Equations (PDE). Method is based on the specific link between algebraic matrix equations and PDE.…

可精确求解与可积系统 · 物理学 2007-05-23 A. I. Zenchuk