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We construct diffusions with values in the nonnegative orthant, normal reflection along each of the axes, and two pairs of local drift/variance characteristics assigned according to rank; one of the variances is allowed to vanish, but not…

概率论 · 数学 2014-01-29 Tomoyuki Ichiba , Ioannis Karatzas , Vilmos Prokaj

By using Zvonkin's transformation and a two-step fixed point argument in distributions, the well-posedness and regularity estimates are derived for singular McKean-Vlasov SDEs with distribution dependent noise, where the drift contains a…

概率论 · 数学 2022-04-21 Xing Huang , Feng-Yu Wang

This article is concerned with the local well-posedness problem for the compressible Euler equations in gas dynamics. For this system we consider the free boundary problem which corresponds to a physical vacuum. Despite the clear physical…

偏微分方程分析 · 数学 2023-03-28 Mihaela Ifrim , Daniel Tataru

This article represents a first step towards understanding the well-posedness for the dispersive Hunter-Saxton equation. This problem arises in the study of nematic liquid crystals, and although the equation has formal similarities with the…

偏微分方程分析 · 数学 2021-05-06 Albert Ai , Ovidiu-Neculai Avadanei

It is shown that a model coupling the heat-conducting compressible Navier-Stokes equations to a micro-physics model of moisture in air is locally strongly well-posed for large data in suitable function spaces and strongly well-posed on…

偏微分方程分析 · 数学 2026-03-16 Felix Brandt , Matthias Hieber , Lin Ma , Tarek Zöchling

We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…

数值分析 · 数学 2021-10-19 Pelin Çiloğlu , Hamdullah Yücel

In this work, we extend existing well-posedness by noise results for the stochastic transport and continuity equations by treating them as special cases of the linear advection equation of $k$-forms, which arises naturally in geometric…

偏微分方程分析 · 数学 2022-11-29 Aythami Bethencourt de Leon , So Takao

Classically, to solve differential equation problems, it is necessary to specify sufficient initial and/or boundary conditions so as to allow the existence of a unique solution. Well-posedness of differential equation problems thus involves…

In this work we continue to investigate well-posedness for stable driven McKean-Vlasov SDEs with distributional interaction kernel following the approach introduced in [8]. We specifically focus on the impact of the Besov smoothness of the…

偏微分方程分析 · 数学 2025-07-22 P. -E Chaudru de Raynal , J. -F Jabir , S Menozzi

The aim of the article is to investigate the relative dispersion properties of the Well Mixed class of Lagrangian Stochastic Models. Dimensional analysis shows that given a model in the class, its properties depend solely on a…

大气与海洋物理 · 物理学 2007-05-23 A. Maurizi , G. Pagnini , F. Tampieri

We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…

数值分析 · 数学 2025-02-10 Jiamin Jian , Qingshuo Song , Xiaojie Wang , Zhongqiang Zhang , Yuying Zhao

Nowadays we have many methods allowing to exploit the regularising properties of the linear part of a nonlinear dispersive equation (such as the KdV equation, the nonlinear wave or the nonlinear Schroedinger equations) in order to prove…

偏微分方程分析 · 数学 2018-12-14 Nikolay Tzvetkov

We study a nonlinear branching diffusion process in the sense of McKean, i.e., where particles are subjected to a mean-field interaction. We consider first a strong formulation of the problem and we provide an existence and uniqueness…

概率论 · 数学 2024-09-12 Julien Claisse , Jiazhi Kang , Xiaolu Tan

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

概率论 · 数学 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

The first goal of this note is to prove the strong well-posedness of McKean-Vlasov SDEs driven by L{\'e}vy processes on $\mathbb{R}^d$ having a finite moment of order $\beta \in [1,2]$ and under standard Lipschitz assumptions on the…

概率论 · 数学 2025-04-24 Thomas Cavallazzi

We propose a general strategy for solving nonlinear integro-differential evolution problems with periodic boundary conditions, where no direct maximum/minimum principle is available. This is motivated by the study of recent macroscopic…

偏微分方程分析 · 数学 2022-05-17 Maria Bruna , Martin Burger , Antonio Esposito , Simon Schulz

In the recent paper `Well-posedness and regularity for a generalized fractional Cahn-Hilliard system' (arXiv:1804.11290) by the same authors, general well-posedness results have been established for a a class of evolutionary systems of two…

偏微分方程分析 · 数学 2018-10-23 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…

统计力学 · 物理学 2019-01-23 Romain Bachelard , Nicola Piovella , Shamik Gupta

We consider a two-dimensional nonlinear Schr\"odinger equation with concentrated nonlinearity. In both the focusing and defocusing case we prove local well-posedness, i.e., existence and uniqueness of the solution for short times, as well…

数学物理 · 物理学 2019-02-06 Raffaele Carlone , Michele Correggi , Lorenzo Tentarelli

This paper is dedicated to the local existence theory of the Cauchy problem for a general class of symmetrizable hyperbolic partially diffusive systems (also called hyperbolic-parabolic systems) in the whole space $\mathbb{R}^d$ with $d\ge…

偏微分方程分析 · 数学 2024-10-30 Jean-Paul Adogbo , Raphäel Danchin