相关论文: The critical variational setting for stochastic ev…

In this paper, we establish the existence of spatially inhomogeneous classical self-similar solutions to a non-Lipschitz semi-linear parabolic Cauchy problem with trivial initial data. Specifically we consider bounded solutions to an…

The resolution of a very large class of linear and non-linear, stationary and evolutive partial differential problems in the half-space (or similar) under the slip boundary condition is reduced here to that of the corresponding results for…

This work addresses the problem of solving the Cahn-Hilliard equation numerically. For that we introduce an abstract formulation for Cahn-Hilliard type equations with dynamic boundary conditions, we conduct the spatial semidiscretization…

In this paper we consider the variational setting for SPDE on a Gelfand triple $(V, H, V^*)$. Under the standard conditions on a linear coercive pair $(A,B)$, and a symmetry condition on $A$ we manage to extrapolate the classical…

For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…

In this article we prove new results regarding the existence and the uniqueness of global variational solutions to Neumann initial-boundary value problems for a class of non-autonomous stochastic parabolic partial differential equations.…

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

The Cahn-Hilliard/Allen-Cahn equation with noise is a simplified mean field model of stochastic microscopic dynamics associated with adsorption and desorption-spin flip mechanisms in the context of surface processes. For such an equation we…

Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differential equations (SDEs).…

The phenomenon of critical slowing down (CSD) has played a key role in the search for reliable precursors of catastrophic regime shifts. This is caused by its presence in a generic class of bifurcating dynamical systems. Simple time-series…

The paper extends well-posedness results of a previously explored class of time-shift invariant evolutionary problems to the case of non-autonomous media. The Hilbert space setting developed for the time-shift invariant case can be utilized…

A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition…

We present a new proof of well-posedness of stochastic evolution equations in variational form, relying solely on a (nonlinear) infinite-dimensional approximation procedure rather than on classical finite-dimensional projection arguments of…

In the Cauchy problem of general relativity one considers initial data that satisfies certain constraints. The evolution equations guarantee that the evolved variables will satisfy the constraints at later instants of time. This is only…

Stochastic factors are not negligible in applications of hydrostatic Euler equations (EE) and hydrostatic Navier-Stokes equations (NSE). Compared with the deterministic cases for which the ill-posedness of these models in the Sobolev spaces…

The aim of this paper is to prove existence of weak solutions of hyperbolic-parabolic evolution inclusions defined on Lipschitz domains with mixed boundary conditions describing, for instance, damage processes and elasticity with inertia…

This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness results are given in the Sobolev space $H^n$ ($=W^n_2$) under…

Motivated by the work of T.E. Govindan in [5,8,9], this paper is concerned with a more general semilinear stochastic evolution equation. The difference between the equations considered in this paper and the previous one is that it makes…

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is…