相关论文: Non-explosion solutions for a class of stochastic …

This report addresses the solution of Riemann problems for hyperbolic equations when the nonlinear characteristic fields loose their genuine nonlinearity. In this context, exact solvers for nonconvex 1D Riemann problems are developed. First…

We study the propagation properties of nonnegative and bounded solutions of the class of reaction-diffusion equations with nonlinear fractional diffusion: $u_{t} + (-\Delta)^s (u^m)=f(u)$. For all $0<s<1$ and $m> m_c=(N-2s)_+/N $, we…

In this survey we report on some recent results related to various singular phenomena arising in the study of some classes of nonlinear elliptic equations. We establish qualitative results on the existence, nonexistence or the uniqueness of…

I was asked to make my, by now quite old PhD thesis, available on the arxiv, for parts of it was never submitted for publication. The thesis offers a systematic study of stochastic differential equations (SDEs) on non-compact spaces. In…

In this paper we study the existence of solutions to a steady system that describes the motion of a micropolar electrorheological fluid. The constitutive relations for the stress tensors belong to the class of generalized Newtonian fluids.…

In this paper we establish optimal pointwise decay estimates for non-dispersive (compact) radial solutions to non-linear wave equations in 3 dimensions, in the energy supercritical range. As an application, we show for the full energy…

Stationary solutions to the equations of non-linear diffusive shock acceleration play a fundamental role in the theory of cosmic-ray acceleration. Their existence usually requires that a fraction of the accelerated particles be allowed to…

This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which is assumed to be a fixed point for the equation. We prove…

Motivated by the probabilistic methods for nonlinear differential equations introduced by McKean (1975) for the Kolmogorov-Petrovski-Piskunov (KPP) equation, and by Le Jan and Sznitman (1997) for the incompressible Navier-Stokes equations,…

In the paper, we consider the no-explosion condition and pathwise uniqueness for SDEs driven by a Poisson random measure with coefficients that are super-linear and non-Lipschitz. We give a comparison theorem in the one-dimensional case…

This study deals with the analysis of the Cauchy problem of a general class of nonlocal nonlinear equations modeling the bi-directional propagation of dispersive waves in various contexts. The nonlocal nature of the problem is reflected by…

We present new solutions to the strong explosion problem in a non-power law density profile. The unperturbed self-similar solutions discovered by Waxman & Shvarts describe strong Newtonian shocks propagating into a cold gas with a density…

We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…

We present new solutions to the strong explosion problem in a non power law density profi{}le. The unperturbed self similar solutions developed by Sedov, Taylor and Von Neumann describe strong Newtonian shocks propagating into a cold gas…

The stochastic dynamics of a scalar field in de Sitter spacetime can be regarded as a non-perturbative diffusion process, to which exact distribution and correlation functions are constructed by utilising the correspondence between…

Using a method of stochastic perturbation of a Langevin system associated with the non-viscous Burgers equation we construct a solution to the Riemann problem for the pressureless gas dynamics describing sticky particles. As a bridging step…

We consider the Cauchy problem on nonlinear scalar conservation laws with a diffusion-type source term related to an index $s\in \R$ over the whole space $\R^n$ for any spatial dimension $n\geq 1$. Here, the diffusion-type source term…

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…

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…