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相关论文: A support theorem for parabolic stochastic PDEs wi…

200 篇论文

Consider the stochastic heat equation $\dot{u}=\frac12 u"+\sigma(u)\xi$ on $(0\,,\infty)\times\mathbb{R}$ subject to $u(0)\equiv1$, where $\sigma:\mathbb{R}\to\mathbb{R}$ is a Lipschitz (local) function that does not vanish at $1$, and…

概率论 · 数学 2017-08-07 Jingyu Huang , Davar Khoshnevisan

We consider divergence form uniformly parabolic SPDEs with bounded and measurable leading coefficients and possibly growing lower-order coefficients in the deterministic part of the equations. We look for solutions which are summable to the…

概率论 · 数学 2009-08-13 N. V. Krylov

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 one-dimensional stochastic differential equations of form $dX_t = \sigma(X_t)dY_t$, where $Y$ is a suitable H\"older continuous driver such as the fractional Brownian motion $B^H$ with $H>\frac12$. The innovative aspect of the…

概率论 · 数学 2019-08-09 Soledad Torres , Lauri Viitasaari

Existence of specific \emph{eternal solutions} in exponential self-similar form to the following quasilinear diffusion equation with strong absorption$$\partial_t u=\Delta u^m-|x|^{\sigma}u^q,$$posed for…

偏微分方程分析 · 数学 2023-10-12 Razvan Gabriel Iagar , Philippe Laurençot

In this paper we develop an existence theory for the nonlinear initial-boundary value problem with singular diffusion $\partial_t u = \text{div}(k(x)\nabla G(u))$, $u|_{t=0}=u_0$ with Neumann boundary conditions $k(x)\nabla G(u)\cdot \nu =…

偏微分方程分析 · 数学 2020-04-28 Giuseppe Maria Coclite , Helge Holden , Nils Henrik Risebro

We consider the perturbation of parabolic operators of the form $\partial_t+P(x,D)$ by large-amplitude highly oscillatory spatially dependent potentials modeled as Gaussian random fields. The amplitude of the potential is chosen so that the…

数学物理 · 物理学 2015-05-13 Guillaume Bal

We consider linear and nonlinear hyperbolic SPDEs with mixed derivatives with additive space-time Gaussian white noise of the form $Y_{xt}=F(Y) + \sigma W_{xt}.$ Such equations, which transform to linear and nonlinear wave equations,…

数值分析 · 数学 2015-08-10 Henry C. Tuckwell

We study existence and stability of travelling waves for nonlinear convection diffusion equations in the 1-D Euclidean space. The diffusion coefficient depends on the gradient in analogy with the p-Laplacian and may be degenerate.…

偏微分方程分析 · 数学 2017-05-17 Eduard Feireisl , Danielle Hilhorst , Hana Petzeltova , Peter Takac

We give a probabilistic representation for the gradient of a 2nd order linear parabolic PDE $\partial_{t}u(t,x)=(1/2)a^{ij}\partial_{ij}u(t,x)+b^{i}\partial_{i}u(t,x)$ with Cauchy initial condition $u(0,x)=f(x)$ and Neumann boundary…

概率论 · 数学 2025-10-03 Abdelatif Benchérif Madani

In this article we prove pathwise Holder convergence with optimal rates of the implicit Euler scheme for semi-linear parabolic stochastic differential equations with multiplicative noise, set in a UMD Banach space X. We assume the…

泛函分析 · 数学 2012-01-24 S. G. Cox , J. M. A. M. van Neerven

We investigate the regularity of local weak solutions to evolution equations of the form \[…

偏微分方程分析 · 数学 2026-04-23 Pasquale Ambrosio , Simone Ciani , Giovanni Cupini

Local and global well-posedness, along with finite time blow-up, are investigated for the following Hardy-H\'enon equation involving a quasilinear degenerate diffusion and a space-dependent superlinear source featuring a singular potential…

偏微分方程分析 · 数学 2025-03-06 Razvan Gabriel Iagar , Philippe Laurençot

In this paper, we establish a necessary and sufficient condition for the existence and regularity of the density of the solution to a semilinear stochastic (fractional) heat equation with measure-valued initial conditions. Under a mild cone…

概率论 · 数学 2016-11-15 Le Chen , Yaozhong Hu , David Nualart

In the first part we present a generalized implicit function theorem for abstract equations of the type $F(\lambda,u)=0$. We suppose that $u_0$ is a solution for $\lambda=0$ and that $F(\lambda,\cdot)$ is smooth for all $\lambda$, but,…

偏微分方程分析 · 数学 2025-12-10 Irina Kmit , Lutz Recke

This paper is devoted to studying the local behavior of non-negative weak solutions to the doubly non-linear parabolic equation \begin{equation*} \partial_t u^q - \text{div}\big(|D u|^{p-2}D u\big) = 0 \end{equation*} in a space-time…

偏微分方程分析 · 数学 2023-05-16 Verena Bögelein , Frank Duzaar , Ugo Gianazza , Naian Liao , Christoph Scheven

In this paper, we study the existence of solution for stochastic evolution equations with almost sectorial operators and possibly a non dense domain. Such problems cover several types of evolution equations, we are interested here in…

偏微分方程分析 · 数学 2023-07-25 Arnaud Ducrot , Fatima Zahra Lahbiri

We study the following equation \begin{equation*} \frac{\partial u(t,\,x)}{\partial t}= \Delta u(t,\,x)+b(u(t,\,x))+\sigma \dot{W}(t,\,x),\quad t>0, \end{equation*} where $\sigma$ is a positive constant and $\dot{W}$ is a space-time white…

概率论 · 数学 2020-04-29 Mohammud Foondun , Eulalia Nualart

We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager,…

概率论 · 数学 2007-05-23 Marta Sanz-Solé , Iván Torrecilla-Tarantino

We consider semilinear parabolic stochastic PDEs driven by additive noise. The question addressed in this note is that of the regularity of transition probabilities. If the equation satisfies a Hormander 'bracket condition', then any…

概率论 · 数学 2009-10-05 Martin Hairer