相关论文: Probability density for a hyperbolic SPDE with tim…

In this paper the existence of a smooth density is proved for the solution of an SDE, with locally Lipschitz coefficients and semi-monotone drift, under H\"ormander condition. We prove the nondegeneracy condition for the solution of the…

We study smoothness of densities for the solutions of SDEs whose coefficients are smooth and nondegenerate only on an open domain $D$. We prove that a smooth density exists on $D$ and give upper bounds for this density. Under some…

In this paper we study the existence of densities for strongly degenerate stochastic differential equations (SDEs) whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong…

This paper is concerned with an abstract dissipative hyperbolic equation with time-dependent coefficient. Under an assumption which ensures that the energy does not decay, this paper provides a condition on the coefficient, which is…

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…

We consider non-negative solutions to some infinite-dimensional SDEs on $\mathbb{Z}^d$ with H\"older continuous noise coefficients. We prove that if the H\"older exponent is less than $1/2$, solutions are compactly supported for almost all…

We consider one-dimensional hyperbolic PDEs, linear and nonlinear, with random initial data. Our focus is the {\em pointwise statistics,} i.e., the probability measure of the solution at any fixed point in space and time. For linear…

We prove the convergence of hyperbolic approximations for several classes of higher-order PDEs, including the Benjamin-Bona-Mahony, Korteweg-de Vries, Gardner, Kawahara, and Kuramoto-Sivashinsky equations, provided a smooth solution of the…

We prove stability for a formally determined inverse problem for a hyperbolic PDE where the coefficients depend on space and time variables. The hyperbolic operator has constant wave speed and we study the recovery of zeroth order and first…

By using the local dimension-free Harnack inequality established on incomplete Riemannian manifolds, integrability conditions on the coefficients are presented for SDEs to imply the non-explosion of solutions as well as the existence,…

In this paper we address the question of whether it is possible to integrate time-dependent high-dimensional PDEs with hierarchical tensor methods and explicit time stepping schemes. To this end, we develop sufficient conditions for…

This paper concerns autonomous boundary value problems for 1D semilinear hyperbolic PDEs. For time-periodic classical solutions, which satisfy a certain non-resonance condition, we show the following: If the PDEs are continuous with respect…

In this paper we study the existence of densities for strongly degenerate stochastic differential equations whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong…

The present paper is devoted to finding a necessary and sufficient condition on the occurence of scattering for the regularly hyperbolic systems with time-dependent coefficients whose time-derivatives are integrable over the real line. More…

We study a class of linear parabolic path-dependent PDEs (PPDEs) defined on the space of c\`adl\`ag paths $x \in D([0,T])$, in which the coefficient functions at time $t$ depend on $x(t)$ and $\int_{0}^{t}x(s)dA_{s}$, for some…

The object of the present paper is to find new sufficient conditions for the existence of unique strong solutions to a class of (time-inhomogeneous) stochastic differential equations with random, non-Lipschitzian coefficients. We give an…

Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric…

A fundamental open problem in the theory of the multidimensional compressible Navier-Stokes equations is whether smooth solutions can develop singularities in finite time. For constant viscosity coefficients, recent remarkable results show…

This paper concerns the homogenization problem of a parabolic equation with large, time-dependent, random potentials in high dimensions $d\geq 3$. Depending on the competition between temporal and spatial mixing of the randomness, the…

The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that…