中文
相关论文

相关论文: Existence and uniqueness for the mild solution of …

200 篇论文

In our work we study non-variational, nonlinear singularly perturbed elliptic models enjoying a double degeneracy character with prescribed boundary value in a domain. In such a scenario, we establish the existence of solutions. We also…

偏微分方程分析 · 数学 2024-04-17 João V. Silva , Elzon C. Júnior , Gleydson C. Ricarte

We consider a nonlinear stochastic heat equation $\partial_tu=\frac{1}{2}\partial_{xx}u+\sigma(u)\partial_{xt}W$, where $\partial_{xt}W$ denotes space-time white noise and $\sigma:\mathbf {R}\to \mathbf {R}$ is Lipschitz continuous. We…

概率论 · 数学 2013-07-12 Daniel Conus , Mathew Joseph , Davar Khoshnevisan

We consider a unique continuation problem for the wave equation given data in a volumetric subset of the space time domain. In the absence of data on the lateral boundary of the space-time cylinder we prove that the solution can be…

数值分析 · 数学 2025-10-24 Erik Burman , Lauri Oksanen , Janosch Preuss , Ziyao Zhao

In this paper we study the longtime dynamics of mild solutions to retarded stochastic evolution systems driven by a Hilbert-valued Brownian motion. As a preparation for this purpose we have to show the existence and uniqueness of a cocycle…

动力系统 · 数学 2013-02-12 Hakima Bessaih , María J. Garrido-Atienza , Björn Schmalfuss

We consider a class of semilinear Volterra type stochastic evolution equation driven by multiplicative Gaussian noise. The memory kernel, not necessarily analytic, is such that the deterministic linear equation exhibits a parabolic…

概率论 · 数学 2016-02-25 Boris Baeumer , Matthias Geissert , Mihaly Kovacs

We consider a system of stochastic partial differential equations modeling heat conduction in a non-linear medium. We show global existence of solutions for the system in Sobolev spaces of low regularity, including spaces with norm beneath…

数学物理 · 物理学 2007-05-23 Luc Rey-Bellet , Lawrence E. Thomas

In this paper, we consider the spatially inhomogeneous diffusively driven inelastic Boltzmann equation in different cases: the restitution coefficient can be constant or can depend on the impact velocity (which is a more physically relevant…

偏微分方程分析 · 数学 2015-12-04 Isabelle Tristani

We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…

概率论 · 数学 2017-05-16 Ennio Fedrizzi , Franco Flandoli , Enrico Priola , Julien Vovelle

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…

偏微分方程分析 · 数学 2018-09-27 Alessia Ascanelli , Sandro Coriasco , André Süß

In this work, we study a class of non-autonomous two-time-scale stochastic reaction-diffusion equations driven by Poisson random measures, in which the coefficients satisfy the polynomial growth condition and local Lipschitz condition.…

概率论 · 数学 2020-09-15 Ruifang Wang , Yong Xu

We consider the stochastic heat equation on the integer lattice $\mathbb{Z}^d$ in dimension $d \geq 3$ and with small coupling constant. We show uniqueness of global solutions within the class of positive functions that are stationary in…

概率论 · 数学 2026-05-25 Tobias Hurth , Konstantin Khanin , Beatriz Navarro Lameda

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L_p$ spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be…

偏微分方程分析 · 数学 2015-12-15 Carlo Marinelli

The object of the present paper is to find new sufficient conditions for the existence of unique strong solutions to a class of (time-inhomogeneous) stochastic differential equations with random, non-Lipschitzian coefficients. We give an…

概率论 · 数学 2014-04-04 Guangqiang Lan , Jiang-Lun Wu

We study the nonlinear stochastic heat equation driven by space-time white noise in the case that the initial datum $u_0$ is a (possibly signed) measure. In this case, one cannot obtain a mild random-field solution in the usual sense. We…

概率论 · 数学 2010-04-19 Daniel Conus , Davar Khoshnevisan

We investigate nonlinear stochastic Volterra equations in space and time that are driven by L\'evy bases. Under a Lipschitz condition on the nonlinear term, we give existence and uniqueness criteria in weighted function spaces that depend…

概率论 · 数学 2017-08-22 Carsten Chong

When a solution to the Cauchy problem for nonlinear dispersive equations is obtained by a fixed point argument using auxiliary function spaces, it is non-trivial to ensure uniqueness of solutions in a natural space such as the class of…

偏微分方程分析 · 数学 2021-07-20 Nobu Kishimoto

Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under moderate regularity conditions on the drift and diffusion coefficients. Both drift and diffusion depend on the marginal measure of the…

概率论 · 数学 2023-01-02 Alexander Veretennikov

We consider strong uniqueness and thus also existence of strong solutions for the stochastic heat equation with a multiplicative colored noise term. Here, the noise is white in time and colored in q dimensional space ($q \geq 1$) with a…

概率论 · 数学 2012-12-19 Thomas Rippl , Anja Sturm

We consider a family of nonlinear stochastic heat equations of the form $\partial_t u=\mathcal{L}u + \sigma(u)\dot{W}$, where $\dot{W}$ denotes space-time white noise, $\mathcal{L}$ the generator of a symmetric L\'evy process on $\R$, and…

概率论 · 数学 2011-10-19 Daniel Conus , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu

We study the stochastic Burgers equation driven by a multiplicative Rosenblatt noise with Hurst parameter $H \in (1/2,1)$. Using a fixed-point argument in a Malliavin--Sobolev space that controls the solution and its first two Malliavin…

概率论 · 数学 2026-02-17 Atef Lechiheb