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Given a sequence $\dot{L}^{\varepsilon}$ of L\'evy noises, we derive necessary and sufficient conditions in terms of their variances $\sigma^2(\varepsilon)$ such that the solution to the stochastic heat equation with noise…

概率论 · 数学 2019-11-06 Carsten Chong , Thomas Delerue

We demonstrate the large deviation principle in the small noise limit for the mild solution of stochastic evolution equations with monotone nonlinearity. A recently developed method, weak convergent method, has been employed in studying the…

概率论 · 数学 2013-09-10 Hassan Dadashi

Scalar conservation laws sit at the intersection between being simple enough to study analytically, while being complex enough to exhibit a wide range of nonlinear phenomena. We introduce a novel stochastic perturbation of scalar…

偏微分方程分析 · 数学 2025-10-30 Ulrik S. Fjordholm , Magnus C. Ørke

In this work, we prove existence and uniqueness of a bounded viscosity solution for the Cauchy problem of degenerate parabolic equations with variable exponent coefficients. We construct the solution directly using the stochastic…

偏微分方程分析 · 数学 2025-11-13 Mustafa Avci

In this paper, we study the Cauchy problem for a nonlinear wave equation with frictional and viscoelastic damping terms. As is pointed out by [8], in this combination, the frictional damping term is dominant for the viscoelastic one for the…

偏微分方程分析 · 数学 2016-05-25 Ryo Ikehata , Hiroshi Takeda

Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…

概率论 · 数学 2024-12-24 Xinying Deng , Yong Li , Xue Yang

In this article, we develop what are, to the best of our knowledge, the first negative results for scalar conservation laws. We begin with explicit examples where bounded initial data leads to $L^{\infty}$ blow-up despite flux regularity.…

偏微分方程分析 · 数学 2026-01-14 Shyam Sundar Ghoshal , Abraham Sylla , Parasuram Venkatesh

In this paper, we investigate the asymptotic behavior of solutions toward a multiwave pattern of the Cauchy problem for the scalar viscous conservation law where the far field states are prescribed. Especially, we deal with the case when…

偏微分方程分析 · 数学 2014-11-25 Natsumi Yoshida

We prove a large deviation principle result for solutions of abstract stochastic evolution equations perturbed by small Levy noise. We use general large deviations theorems of Varadhan and Bryc, viscosity solutions of integro-partial…

概率论 · 数学 2010-03-09 Andrzej Swiech , Jerzy Zabczyk

L\'evy stochastic processes, with noise distributed according to a L\'evy stable distribution, are ubiquitous in science. Focusing on the case of a particle trapped in an external harmonic potential, we address the problem of finding…

统计力学 · 物理学 2024-01-09 Marco Baldovin , David Guéry-Odelin , Emmanuel Trizac

For stochastic conservation laws driven by a semilinear noise term, we propose a generalization of the Kru\v{z}kov entropy condition by allowing the Kru\v{z}kov constants to be Malliavin differentiable random variables. Existence and…

偏微分方程分析 · 数学 2016-08-23 Kenneth Hvistendahl Karlsen , Erlend Briseid Storrøsten

This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…

动力系统 · 数学 2019-07-24 Pingyuan Wei , Ying Chao , Jinqiao Duan

We consider the Cauchy problem for a class of nonlinear degenerate parabolic equa- tion with forcing. By using the vanishing viscosity method we obtain generalized solutions. We prove some regularity results about this generalized…

偏微分方程分析 · 数学 2014-12-02 Eric Hernandez Sastoque , Juan C. Juajibioy , Christian Klingenberg , Leonardo RendÓn

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

概率论 · 数学 2007-07-19 Benjamin Jourdain , Sylvie Méléard , Wojbor Woyczynski

The Cauchy problem for a nonlinear elastic wave equations with viscoelastic damping terms is considered on the 3 dimensional whole space. Decay and smoothing properties of the solutions are investigated when the initial data are…

偏微分方程分析 · 数学 2021-11-09 Yoshiyuki Kagei , Hiroshi Takeda

We focus in this paper on the stochastic stabilization problems of PDEs by Levy noise. Sufficient conditions under which the perturbed systems decay exponentially with a general rate function are provided and some examples are constructed…

概率论 · 数学 2011-04-15 Jianhai Bao , Chenggui Yuan

This paper is devoted to studying the Cauchy problem for the three-dimensional isentropic compressible Navier-Stokes equations with density-dependent viscosities given by $\mu=\rho^\alpha,\lambda=\rho^\alpha(\alpha>0)$. We establish the…

偏微分方程分析 · 数学 2025-07-23 Jie Fan , Xiangdi Huang , Anchun Ni

In this paper, we study the Cauchy problem for a nonlinear wave equation with frictional and viscoelastic damping terms. Our aim is to obtain the threshold, to classify the global existence of solution for small data or the finite time…

偏微分方程分析 · 数学 2016-04-29 Ryo Ikehata , Hiroshi Takeda

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

概率论 · 数学 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…

概率论 · 数学 2012-11-30 Xicheng Zhang