相关论文: Infinite-dimensional stochastic differential equat…

We present a technique for handling Dirichlet boundary conditions with the Flux Coordinate Independent (FCI) parallel derivative operator with arbitrary-shaped material geometry in general 3D magnetic fields. The FCI method constructs a…

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…

In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where the random periodic behaviour is characterised by the…

This paper presents a general theory and isogeometric finite element implementation for studying mass conserving phase transitions on deforming surfaces. The mathematical problem is governed by two coupled fourth-order nonlinear partial…

We study the elliptic equation with a line Dirac delta function as the source term subject to the Dirichlet boundary condition in a two-dimensional domain. Such a line Dirac measure causes different types of solution singularities in the…

By using a change of scale and space, we study a class of stochastic differential equations (SDEs) whose solutions are drift--perturbed and exhibit behaviour analogous to standard Brownian motion including to the Law of the Iterated…

Singular stochastic partial differential equations informally refer to the partial differential equations with rough random force that leads to the products in the nonlinear terms becoming ill-defined. Besides the theories of regularity…

This paper is concerned with a class of uncertain backward stochastic differential equations (UBSDEs) driven by both an $m$-dimensional Brownian motion and a $d$-dimensional canonical process with uniform Lipschitzian coefficients. Such…

In this paper we consider a class of {\it conditional McKean-Vlasov SDEs} (CMVSDE for short). Such an SDE can be considered as an extended version of McKean-Vlasov SDEs with common noises, as well as the general version of the so-called…

This article deals with the existence and the uniqueness of solutions to quadratic and superquadratic Markovian backward stochastic differential equations (BSDEs for short) with an unbounded terminal condition. Our results are deeply linked…

We prove that a general class of nonlinear, non-autonomous ODEs in Fr\'echet spaces are close to ODEs in a specific normal form, where closeness means that solutions of the normal form ODE satisfy the original ODE up to a residual that…

We study existence and uniqueness of solutions for second order ordinary stochastic differential equations with Dirichlet boundary conditions on a given interval. In the first part of the paper we provide sufficient conditions to ensure…

We investigate a class of fourth-order differential systems with instantaneous and non-instantaneous impulses. Our technical approach is mainly based on a variant of Clark's theorem without the global assumptions. Under locally subquadratic…

We present existence, uniqueness, and sharp regularity results of solution to the stochastic partial differential equation (SPDE) \begin{align} \label{abs eqn} du=(a^{ij}(\omega,t)u_{x^ix^j}+f)dt + (\sigma^{ik}(\omega,t)u_{x^i}+g^k)dw^k_t,…

We analyze a class of multidimensional linear-quadratic stochastic control problems with random coefficients, motivated by multi-asset optimal trade execution. The problems feature non-diffusive controlled state dynamics and a terminal…

In this paper, we prove the strong Feller property for stochastic delay (or functional) differential equations with singular drift. We extend an approach of Maslowski and Seidler to derive the strong Feller property of those equations. The…

We build convergent discretizations and semi-implicit solvers for the Infinity Laplacian and the game theoretical $p$-Laplacian. The discretizations simplify and generalize earlier ones. We prove convergence of the solution of the Wide…

The friction-type interface condition (FIC) is introduced to describe the phenomenon of the slip and leak of fluid flow on the interface happens only when the difference of stress force is above a threshold. The FIC involves the…

The symmetry approach to the classification of evolution integrable partial differential equations (see, for example \cite{MikShaSok91}) produces an infinite series of functions, defined in terms of the right hand side, that are conserved…

The multimesh finite element method enables the solution of partial differential equations on a computational mesh composed by multiple arbitrarily overlapping meshes. The discretization is based on a continuous--discontinuous function…