Stefan Sperlich, Mathias Wilke
Aim of this work is to extend the results of Clément, Da Prato & Prüss on the fractional white noise perturbation with Hurst parameter 0<H<1. We will obtain similar results and it will turn out that the regularity of the solution u(t) of the stochastic Volterra equation increases with Hurst parameter H.
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In the present work we consider a boundary value problem with gluing conditions of integral form for parabolic-hyperbolic type equation. We prove that the considered problem has the Volterra property. The main tools used in the work are related to the method of the integral equations and functional analysis.
We consider parabolic partial differential equations of Lotka-Volterra type, with a non-local nonlinear term. This models, at the population level, the darwinian evolution of a population; the Laplace term represents mutations and the nonlinear birth/death term represents competition leading to selection. Once rescaled with a small diffusion, we prove that the solutions converge to a moving Dirac mass. The velocity and weights cannot be obtained by a simple expression, e.g., an ordinary differential equation. We show that they are given by a constrained Hamilton-Jacobi equation. This extends s…
This paper investigates the global well-posedness of a class of reaction-advection-diffusion models with nonlinear diffusion and Lotka-Volterra dynamics. We prove the existence and uniform boundedness of the global-in-time solutions to the fully parabolic systems under certain growth conditions on the diffusion and sensitivity functions. Global existence and uniform boundedness of the corresponding parabolic-elliptic system are also obtained. Our results suggest that attraction (positive taxis) inhibits blowups in Lotka-Volterra competition systems.
We consider positive solutions of cooperative parabolic Lotka-Volterra systems with equal diffusion coefficients, in bounded and unbounded domains. The systems are complemented by the Dirichlet or Neumann boundary conditions. Under suitable assumptions on the coefficients of the reaction terms, these problems possess both global solutions and solutions which blow up in finite time. We show that any solution $(u,v)$ defined on the time interval $(0,T)$ satisfies a universal estimate of the form $$u(x,t)+v(x,t)\leq C(1+t^{-1}+(T-t)^{-1}),$$ where $C$ does not depend on $x,t,u,v,T$. In particular…
We study two equations of Lotka-Volterra type that describe the Darwinian evolution of a population density. In the first model a Laplace term represents the mutations. In the second one we model the mutations by an integral kernel. In both cases, we use a nonlinear birth-death term that corresponds to the competition between the traits leading to selection. In the limit of rare or small mutations, we prove that the solution converges to a sum of moving Dirac masses. This limit is described by a constrained Hamilton-Jacobi equation. This was already proved by B. Perthame and G. Barles for the …
In this paper, we introduce and analyze an asymptotic-preserving scheme for Lotka-Volterra parabolic equations. It is a class of nonlinear and nonlocal stiff equations, which describes the evolution of a population structured with phenotypic trait. In a regime of long time and small mutations, the population concentrates at a set of dominant traits. The dynamics of this concentration is described by a constrained Hamilton-Jacobi equation, which is a system coupling a Hamilton-Jacobi equation with a Lagrange multiplier determined by a constraint. This coupling makes the equation nonlocal. Moreo…
Abstract Parabolic Equations with boundary white noise: an integrated semigroup approach
针对带几乎扇形算子、非稠密定义域及白噪声型非齐次边界条件的随机演化方程，采用积分半群理论证明状态空间中温和解的存在唯一性，并将结果应用于带Neumann边界条件的随机抛物型方程。
Here we describe a simple and fundamental approach to the maximal L^p regularity of parabolic equations, which only uses the concept of singular integrals of Volterra type. Knowledge of analytic semigroups, R-boundedness or H^\infty-functional calculus are not required.
In the present work we investigate a boundary problem with non-local conditions, connecting values of seeking function on various characteristics for parabolic-hyperbolic equation with three lines of type changing. The considered problem is equivalently reduced to the system of Volterra integral equations of the second kind.
We consider the non-linear equation $T^{-1} u+\partial_tu-\partial_x^2π(u)=ξ$ driven by space-time white noise $ξ$, which is uniformly parabolic because we assume that $π'$ is bounded away from zero and infinity. Under the further assumption of Lipschitz continuity of $π'$ we show that the stationary solution is - as for the linear case - almost surely Hölder continuous with exponent $α$ for any $α<\frac{1}{2}$ w. r. t. the parabolic metric. More precisely, we show that the corresponding local Hölder norm has stretched exponential moments. On the stochastic side, we use a combination of martin…
The main purpose of this paper is to study the problem of determining initial condition of nonlinear parabolic equation from noisy observations of the final condition. We introduce a regularized method to establish an approximate solution. We prove an upper bound on the rate of convergence of the mean integrated squared error.
We present a nonlinear predator-prey system consisting of a nonlocal conservation law for predators coupled with a parabolic equation for preys. The drift term in the predators' equation is a nonlocal function of the prey density, so that the movement of predators can be directed towards region with high prey density. Moreover, Lotka-Volterra type right hand sides describe the feeding. A theorem ensuring existence, uniqueness, continuous dependence of weak solutions and various stability estimates is proved, in any space dimension. Numerical integrations show a few qualitative features of the …
In the present article we investigate a boundary problem with non-local conditions for mixed parabolic-hyperbolic type equation with three lines of type changing. Considered mixed domain contains a rectangle as a parabolic part and three domains bounded by smooth curves and by type-changing lines as a hyperbolic part of the mixed domain. We prove the uniqueness applying energy integral method. The proof of the existence will be done by reducing the original problem into the system of the second kind Volterra integral equations.
The stochastic parabolic equations with random potentials, driving forces and initial conditions are considered. The Wick product is used to give sense to the product of two generalized stochastic processes, and the existence and uniqueness of solutions are proved via the chaos expansion method from white noise analysis. The estimates on coefficients in the chaos expansion form of the solutions are provided.
In this work we investigate a boundary problem with non-local conditions for mixed parabolic-hyperbolic type equation with three lines of type-changing with Caputo fractional derivative in the parabolic part. We equivalently reduce considered problem to the system of second kind Volterra integral equations. In the parabolic part we use solution of the first boundary problem with appropriate Green's function and in hyperbolic parts we use corresponding solutions of the Cauchy problem.
Solutions with positive components to quasilinear parabolic systems
本文建立一般拟线性抛物问题非负分量解存在唯一的充分条件，并用于分析带扩散的Lotka-Volterra竞争模型的非负解及其长时间渐近收敛性。
H{ö}lder regularity of parabolic equations with Dirichlet boundary conditions and application to reaction-diffusion and reaction-cross-diffusion systems
本文研究了具有狄利克雷边界条件的抛物方程的Hölder正则性，并将其应用于证明反应扩散和反应交叉扩散系统的全局强解存在性及解的估计。
Sharp logarithmic corrections for a strong-weak Lotka-Volterra competition system
本研究针对一维强弱Lotka-Volterra竞争扩散系统，通过转化为等价合作抛物系统建立动边界比较原理，推导了较强物种最右侧水平集的尖锐对数渐近展开，分类出五种长时间动力学 regime，捕捉了波剖面的细微相位偏移。
We construct solutions of a renormalized continuum fractional parabolic Anderson model, formally given by $\partial_t u=-(-Δ)^{1/2}u+ξu$, where $ξ$ is a periodic spatial white noise. To be precise, we construct limits as $\varepsilon\to 0$ to solutions of $\partial_t u_\varepsilon=-(-Δ)^{1/2}u_\varepsilon+(ξ_\varepsilon-C_\varepsilon)u_\varepsilon$, where $ξ_\varepsilon$ is a mollification of $ξ$ at scale $\varepsilon$ and $C_\varepsilon$ is a logarithmically diverging renormalization constant. We use a simple renormalization scheme based on that of Hairer and Labbé, "A simple construction of …
Nonlocal Lotka-Volterra models have the property that solutions concentrate as Dirac masses in the limit of small diffusion. Is it possible to describe the dynamics of the limiting concentration points and of the weights of the Dirac masses? What is the long time asymptotics of these Dirac masses? Can several Dirac masses co-exist? We will explain how these questions relate to the so-called "constrained Hamilton-Jacobi equation" and how a form of canonical equation can be established. This equation has been established assuming smoothness. Here we build a framework where smooth solutions exist…
This paper provides necessary as well as sufficient conditions on the Hurst parameters so that the continuous time parabolic Anderson model $\frac{\partial u}{\partial t}=\frac{1}{2}\frac{\partial^2 u}{\partial x^2}+u\dot{W}$ on $[0, \infty)\times {\bf R}^d $ with $d\geq 1$ has a unique random field solution, where $W(t, x)$ is a fractional Brownian sheet on $[0, \infty)\times {\bf R}^d$ and formally $\dot W =\frac{\partial^{d+1}}{\partial t \partial x_1 \cdots \partial x_d} W(t, x)$. When the noise $W(t, x)$ is white in time, our condition is both necessary and sufficient when the initial dat…
Anderson stochastic quantization equation
本文研究紧曲面上带乘性空间白噪声和独立时空白噪声驱动的抛物型散焦随机量子化方程，通过重整化构造随机 Gibbs 测度，并证明初值服从该测度时动力学的几乎必然全局适定性与 Gibbs 测度不变性。
We prove existence of global solutions to singular SPDEs on $\mathbb{R}^d$ with cubic nonlinearities and additive white noise perturbation, both in the elliptic setting in dimensions $d=4,5$ and in the parabolic setting for $d=2,3$. We prove uniqueness and coming down from infinity for the parabolic equations. A motivation for considering these equations is the construction of scalar interacting Euclidean quantum field theories. The parabolic equations are related to the $Φ^4_d$ Euclidean quantum field theory via Parisi--Wu stochastic quantization, while the elliptic equations are linked to th…
In this work we consider a class of stochastic parabolic equations with singular space depending potential, random driving force and random initial condition. For the analysis of these equations we combine the chaos expansion method from the white noise analysis and the concept of very weak solutions. For given stochastic parabolic equation we introduce the notion of a stochastic very weak solution, prove the existence and uniqueness of the very weak solution to corresponding stochastic initial value problem and show its independence of a regularization on given singular potential. In addition…
We consider the damped nonlinear wave (NLW) equation driven by a spatially regular white noise. Assuming that the noise is non-degenerate in all Fourier modes, we establish a large deviations principle (LDP) for the occupation measures of the trajectories. The lower bound in the LDP is of a local type, which is related to the weakly dissipative nature of the equation and seems to be new in the context of randomly forced PDE's. The proof is based on an extension of methods developed in \cite{JNPS-2012} and \cite{JNPS-2014} in the case of kick forced dissipative PDE's with parabolic regularisati…
Stochastic very weak solution to parabolic equations with singular coefficients
该研究结合白噪声混沌展开与偏微分方程极弱解理论，定义并证明了奇异势随机抛物型方程随机极弱解的存在唯一性及其与弱解的一致性。
We study the two-dimensional stochastic nonlinear heat equation (SNLH) and stochastic damped nonlinear wave equation (SdNLW) with an exponential nonlinearity $λβe^{βu }$, forced by an additive space-time white noise. We prove local and global well-posedness of these equations, depending on the sign of $λ$ and the size of $β^2 > 0$, and invariance of the associated Gibbs measures. See the abstract of the paper for a more precise abstract. (Due to the limit on the number of characters for an abstract set by arXiv, the full abstract can not be displayed here.)
Parabolic equations with concave non-linearity
本文研究具有凹非线性的半线性抛物型方程，通过证明一般测度空间上 Hammerstein-Volterra 型积分方程解的存在唯一性，获得了对任意正数据均成立的正温和解存在唯一性结果，并推广到黎曼流形、李群及含阻尼项等多种情形。
Parabolic Anderson model in bounded domains of recurrent metric measure spaces
本文研究了常返度量测度空间有界区域中的抛物Anderson模型，证明了Itô意义下的解的存在唯一性，并获得了矩和间歇性的精确 $L^p$ 估计，揭示了与空间几何内在相关的新指数。
On the parabolic $Φ_3^4$ model for the harmonic oscillator: diagrams and local existence
本文证明了$\mathbb{R}^3$上与谐振子相关的重整化抛物型$Φ^4_3$模型的局部适定性，基于paracontrolled calculus并调整随机图构建等关键工具以适应谐振子框架。
Effective Medium Theory for Heat Generation Using Plasmonics: A Parabolic Transmission Problem Driven by the Maxwell System
针对入射电磁波激发等离激元纳米颗粒诱导的局部热生成问题，提出统一数学框架：离散分布时用Volterra型积分方程与Foldy-Lax型系统耦合计算，大数量时收敛到含Drude模型有效介电常数的连续抛物线方程，解决麦克斯韦与热方程耦合难题。
We study the spatial homogenisation of parabolic linear stochastic PDEs exhibiting a two-scale structure both at the level of the linear operator and at the level of the Gaussian driving noise. We show that in some cases, in particular when the forcing is given by space-time white noise, it may happen that the homogenised SPDE is not what one would expect from existing results for PDEs with more regular forcing terms.
The global asymptotic stability of the unique steady state of a nonlinear scalar parabolic equation with a nonlocal boundary condition is studied. The equation describes the evolution of the temperature profile that is subject to a feedback control loop. It can be viewed as a model of a rudimentary thermostat, where a parameter controls the intensity of the heat flow in response to the magnitude of the deviation from the reference temperature at a boundary point. The system is known to undergo a Hopf bifurcation when the parameter exceeds a critical value. Results on the characterization of th…
We introduce an approach to study certain singular PDEs which is based on techniques from paradifferential calculus and on ideas from the theory of controlled rough paths. We illustrate its applicability on some model problems like differential equations driven by fractional Brownian motion, a fractional Burgers type SPDE driven by space-time white noise, and a non-linear version of the parabolic Anderson model with a white noise potential.
In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group $\mathbf{H}^{n}$ of order $n$. This equation is written as $\partial_t u=\frac{1}{2}Δu+u\dot{W}_α$, where $Δ$ is the hypoelliptic Laplacian on $\mathbf{H}^{n}$ and $\{\dot{W}_α; α>0\}$ is a family of Gaussian space-time noises which are white in time and have a covariance structure generated by $(-Δ)^{-α}$ in space. Our aim is threefold: (i) Give a proper description of the noise $W_α$; (ii) Prove that one can solve the stochastic heat equation in the Itô sense as soon as $α>\frac{n}{2}$; (iii) Gi…
We present a new mixed finite element method for a class of parabolic equations with $p$-Laplacian and nonlinear memory. The applicability, stability and convergence of the method are studied. First, the problem is written in a mixed formulation as a system of one parabolic equation and a Volterra equation. Then, the system is discretized in the space variable using the finite element method with Lagrangian basis of degree $r\geq1$. Finally, the Cranck-Nicolson method with the trapezoidal quadrature is applied to discretize the time variable. For each method, we establish existence, uniqueness…
The present paper is a continuation of our previous work on the stochastic quantization of the $\exp(Φ)_2$-quantum field model on the two-dimensional torus. Making use of key properties of Gaussian multiplicative chaos and refining the method for singular SPDEs introduced in the previous work, we construct a unique time-global solution to the corresponding parabolic stochastic quantization equation in the full "$L^{1}$-regime" $\vertα\vert<\sqrt{8π}$ of the charge parameter $α$. We also identify the solution with an infinite-dimensional diffusion process constructed by the Dirichlet form appro…
Inverse Random Source and Cauchy Problems for Semi-Discrete Stochastic Parabolic Equations in Arbitrary Dimensions
本文研究了半离散随机抛物方程在任意维度中的逆源和Cauchy逆问题，利用新的Carleman估计获得稳定性结果。
Second order estimates for transition layers and a curvature estimate for the parabolic Allen-Cahn
本文证明了抛物型Allen-Cahn方程向平均曲率流改进的收敛性质（即相变水平集在$C^2$中收敛则必在$C^{2,θ}$中收敛），并以此推导出该方程的曲率估计，可视为平均曲率流Brakke和White正则性定理的扩散版本。
A mild rough Gronwall Lemma with applications to non-autonomous evolution equations
本研究推导了非自治抛物型粗糙偏微分方程温和解的Gronwall型不等式，结合噪声相关空间分析得到解的任意阶矩存在性，借助乘性遍历定理证明李雅普诺夫指数存在，并以带乘性边界噪声的随机偏微分方程为例验证结果。
A parameter dependent perturbation of the spectrum of the scalar Laplacian is studied for a class of nonlocal and non-self-adjoint rank one perturbations. A detailed description of the perturbed spectrum is obtained both for Dirichlet boundary conditions on a bounded interval as well as for the problem on the full real line. The perturbation results are applied to the study of a related parameter dependent nonlinear and nonlocal parabolic equation. The equation models a feedback system that e.g. can be interpreted as a thermostat device or in the context of an agent based price formation model…
Hydrodynamic limit of the Kuramoto-Sakaguchi equation with inertia and noise effects
该研究针对含惯性与白噪声的Kuramoto-Sakaguchi类非线性抛物积分微分方程，推导其流体动力学极限，并在证明过程中给出了全实轴上Hardy型不等式的相关支撑结论。
We study the parabolic Anderson model (PAM) \begin{equation} {\partial \over \partial t}u(t,x) =\frac{1}{2}Δu(t,x) + u(t,x)ξ(x), \quad t>0, x\in \mathbb{R}^d, \quad \text{and} \quad u(0,x) \equiv 1, \quad \forall x\in \mathbb{R}^d, \end{equation} where $ξ$ is spatial white noise on $\mathbb{R}^d$ with $d \in\{2,3\}$. We show that the peaks of the PAM are macroscopically multifractal. More precisely, we prove that the spatial peaks of the PAM have infinitely many distinct values and we compute the macroscopic Hausdorff dimension (introduced by Barlow and Taylor) of those peaks. As a byproduct, …
Polynomial mixing for the white-forced wave equation on the whole line
本文研究全直线上白噪声驱动波动方程的遍历性，证明其平稳测度唯一且在双-Lipschitz度量下多项式混合，克服了无光滑耗散及域无界的困难，依赖四项关键技术完成证明。
Non-uniqueness in Mean Curvature Flow: Non-canonical solutions via the parabolic Allen--Cahn
本文通过抛物型 Allen--Cahn 方程的极限构造了严格位于增厚区域内部的非最外层弱平均曲率流，首次给出闭的非典范积分 Brakke 运动例子，并证明了从分形集出发的此类运动存在。
Upon the recent development of the quasi-reversibility method for terminal value parabolic problems in \cite{Nguyen2019}, it is imperative to investigate the convergence analysis of this regularization method in the stochastic setting. In this paper, we positively unravel this open question by focusing on a coupled system of Dirichlet reaction-diffusion equations with additive white Gaussian noise on the terminal data. In this regard, the approximate problem is designed by adding the so-called perturbing operator to the original problem and by exploiting the Fourier reconstructed terminal data…
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