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We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…

偏微分方程分析 · 数学 2019-02-12 Pierre Portal , Mark Veraar

In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…

泛函分析 · 数学 2022-05-02 Antonio Agresti , Mark Veraar

We establish a complete picture for well-posedness of parabolic Cauchy problems with time-independent, uniformly elliptic, bounded measurable complex coefficients. We exhibit a range of $p$ for which tempered distributions in homogeneous…

偏微分方程分析 · 数学 2026-03-05 Pascal Auscher , Hedong Hou

In this paper we consider an SPDE where the leading term is a second order operator with periodic boundary conditions, coefficients which are measurable in $(t,\omega)$, and H\"older continuous in space. Assuming stochastic parabolicity…

概率论 · 数学 2023-12-12 Antonio Agresti , Mark Veraar

We establish a new regularity property for weak solutions of parabolic systems with coefficients depending measurably on time as well as on all spatial variables. Namely, weak solutions are locally H{\"o}lder continuous Lp valued functions…

偏微分方程分析 · 数学 2018-09-05 Pascal Auscher , Simon Bortz , Moritz Egert , Olli Saari

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

The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…

统计理论 · 数学 2024-07-26 Randolf Altmeyer , Anton Tiepner , Martin Wahl

This article investigates the well-posedness of weak solutions to non-linear parabolic PDEs driven by rough coefficients with rough initial data in critical homogeneous Besov spaces. Well-posedness is understood in the sense of existence…

偏微分方程分析 · 数学 2026-05-01 Pascal Auscher , Sebastian Bechtel

A stochastic PDE, describing mesoscopic fluctuations in systems of weakly interacting inertial particles of finite volume, is proposed and analysed in any finite dimension $d\in\mathbb{N}$. It is a regularised and inertial version of the…

偏微分方程分析 · 数学 2021-02-10 Federico Cornalba , Tony Shardlow , Johannes Zimmer

We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of…

偏微分方程分析 · 数学 2021-10-11 Qian Lei , Chi Seng Pun

Maximal parabolic $L^p$-regularity of linear parabolic equations on an evolving surface is shown by pulling back the problem to the initial surface and studying the maximal $L^p$-regularity on a fixed surface. By freezing the coefficients…

数值分析 · 数学 2022-02-04 Balázs Kovács , Buyang Li

We prove optimal regularity estimates in Sobolev spaces in time and space for solutions to stochastic porous medium equations. The noise term considered here is multiplicative, white in time and coloured in space. The coefficients are…

概率论 · 数学 2022-10-25 Stefano Bruno , Benjamin Gess , Hendrik Weber

In this paper we study parabolic stochastic partial differential equations defined on arbitrary bounded domain $\cO \subset \bR^d$ allowing Hardy inequality: $$ \int_{\cO}|\rho^{-1}g|^2\,dx\leq C\int_{\cO}|g_x|^2 dx, \quad \forall g\in…

概率论 · 数学 2011-09-23 Kyeong-Hun Kim

A broad class of possibly non-unique generalized kinetic solutions to hyperbolic-parabolic PDEs is introduced. Optimal regularity estimates in time and space for such solutions to nonlocal, and spatially inhomogeneous variants of the porous…

偏微分方程分析 · 数学 2023-11-13 Benjamin Gess , Jonas Sauer

We establish existence, uniqueness, and arbitrary order Sobolev regularity results for the second order parabolic equations with measurable coefficients defined on the conic domains $D$ of the type $$ D(M):=\left\{x\in R^d…

偏微分方程分析 · 数学 2021-03-19 Kyeonghun Kim , Kijung Lee , Jinsol Seo

Maximal regularity is a fundamental concept in the theory of partial differential equations. In this paper, we establish a fully discrete version of maximal regularity for a parabolic equation. We derive various stability results in…

数值分析 · 数学 2016-02-23 Tomoya Kemmochi , Norikazu Saito

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

数值分析 · 数学 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

This paper develops the necessary ingredients for the variational approach of initial boundary-value problems of parabolic partial differential equations on a fixed spatial domain containing evolving subdomains. In particular, we introduce…

偏微分方程分析 · 数学 2025-10-17 Van Chien Le , Karel Van Bockstal

This paper studies the well-posedness of a class of nonlocal parabolic partial differential equations (PDEs), or equivalently equilibrium Hamilton-Jacobi-Bellman equations, which has a strong tie with the characterization of the equilibrium…

偏微分方程分析 · 数学 2026-05-12 Qian Lei , Chi Seng Pun

We develop new solvability methods for divergence form second order, real and complex, elliptic systems above Lipschitz graphs, with $L_2$ boundary data. The coefficients $A$ may depend on all variables, but are assumed to be close to…

偏微分方程分析 · 数学 2010-09-16 Pascal Auscher , Andreas Axelsson
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