Coupling for some partial differential equations driven by white noise

Calderon-Type Uniqueness Theorem for Stochastic Partial Differential Equations

In this Note, we present a Calderón-type uniqueness theorem on the Cauchy problem of stochastic partial differential equations. To this aim, we introduce the concept of stochastic pseudo-differential operators, and establish their boundedness and other fundamental properties. The proof of our uniqueness theorem is based on a new Carleman-type estimate.

Stochastic De Giorgi Iteration and Regularity of Stochastic Partial Differential Equation

Under general conditions we show that the solution of a stochastic parabolic partial differential equation of the form \[ \partial_t u = \mathrm{div} (A \nabla u) + f(t,x, u) + g_i (t,x,u) \dot{w}^i_t \] is almost surely Hölder continuous in both space and time variables.

On a stochastic partial differential equation with non-local diffusion

In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one. The equation we consider may also include a reaction term.

On the Dirichlet Problem for Backward Parabolic Stochastic Partial Differential Equations in General Smooth Domains

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the solutions to blow up near the boundary.

Degenerate Dirichlet Problems Related to the Ergodic Property of an Elasto-Plastic Oscillator Excited by a Filtered White Noise

A stochastic variational inequality is proposed to model an elasto-plastic oscillator excited by a filtered white noise. We prove the ergodic properties of the process and characterize the corresponding invariant measure. This extends Bensoussan-Turi's method (Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators, AMO, 2008) with a significant additional difficulty of increasing the dimension. Two points boundary value problem in dimension 1 is replaced by elliptic equations in dimension 2. In the present context, Khasminskii's method (Stochastic Stabilit…

Sharp Estimates for Turbulence in White-Forced Generalised Burgers Equation

We consider the non-homogeneous generalised Burgers equation \frac{\partial u}{\partial t} + f'(u)\frac{\partial u}{\partial x} - ν\frac{\partial^2 u}{\partial x^2} = η,\ t \geq 0,\ x \in S^1. Here f is strongly convex and satisfies a growth condition, νis small and positive, while ηis a random forcing term, smooth in space and white in time. For any solution u of this equation we consider the quasi-stationary regime, corresponding to t>=T_1, where T_1 depends only on f and on the distribution of η. We obtain sharp upper and lower bounds for Sobolev norms of $u$ averaged in time and in ensembl…

Homogenization of Nonlocal Partial Differential Equations Related to Stochastic Differential Equations with Lévy Noise

We study the "periodic homogenization" for a class of nonlocal partial differential equations of parabolic-type with rapidly oscillating coefficients, related to stochastic differential equations driven by multiplicative isotropic $α$-stable Lévy noise ($1<α<2$) which is nonlinear in the noise component. Our homogenization method is probabilistic. It turns out that, under suitable regularity assumptions, the limit of the solutions satisfies a nonlocal partial differential equation with constant coefficients, which are associated to a symmetric $α$-stable Lévy process.

Invariant manifolds for random and stochastic partial differential equations

Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable and pseudo-unstable manifolds for a class of \emph{random} partial differential equations and \emph{stochastic} partial differential equations is shown. Unlike the invariant manifold theory for stochastic \emph{ordinary} differential equations, random norms are not used. The result is then applied to a nonlinear stochastic partial differential equation with …

Global solutions for semilinear rough partial differential equations

We construct global-in-time solutions for semilinear parabolic rough partial differential equations. We work on a scale of Banach spaces tailored to the controlled rough path approach and derive suitable a-priori estimates of the solution which do not contain quadratic terms.

A constant rank theorem for partial convex solutions of partial differential equations

Thanks to the test function of Bian-Guan[2], we successfully obtain a constant rank theorem for partial convex solutions of a class partial differential equations. This is the microscopic version of the macroscopic partial convexity principle in [1], and also is a generalization of the result in [2].

Theory of characteristics for first order partial differential equations

We use the method of synthetic differential geometry to revisit the geometric reasoning employed by Lie, Klein and others in their study of partial differential equations.

Nonlinear Partial Differential Equations of Elliptic Type

Course Notes on Nonlinear Partial Differential Equations of Elliptic Type given to Master students at the University of Craiova, Romania.

Some reflections on variational methods for partial differential inclusions

We discuss the application of variational methods, based on non-smooth critical point theory, to a general class of partial differential inclusions.

Reductions and exact solutions of a cubic Schrodinger Partial Differential Equation

Lie symmetry analysis is an established method for generating symmetries of differential equations. We apply this method together the generalized fundamental theorem of double reduction. In particular, Noether symmetries and some associated conservation laws are constructed in our investigation to find exact solutions of higher order partial differential equations and complex partial differential equations.

Gevrey estimates of formal solutions for certain moment partial differential equations with variable coefficients

The goal of this paper is to investigate Gevrey properties of formal solutions of certain generalized linear partial differential equations with variable coefficients. In particular, we extend the notion of moment partial differential equations to include differential operators that are not connected with kernel functions. Using the modified version of Nagumo norms and the properties of the Newton polygon we compute the Gevrey estimate for formal solutions of such generalized partial differential equations.

Stochastic Quantization of Laser Propagation Models

This paper identifies certain interesting mathematical problems of stochastic quantization type in the modeling of Laser propagation through turbulent media. In some of the typical physical contexts the problem reduces to stochastic Schrodinger equation with space-time white noise of Gaussian, Poisson and Levy type. We identify their mathematical resolution via stochastic quantization. Nonlinear phenomena such as Kerr effect can be modeled by stochastic nonlinear Schrodinger equation in the focusing case with space-time white noise. A treatment of stochastic transport equation, the Korteweg-de…

The first order partial differential equations resolved with any derivatives

In this paper we discuss the first order partial differential equations resolved with any derivatives. At first, we transform the first order partial differential equation resolved with respect to a time derivative into a system of linear equations. Secondly, we convert it into a system of the first order linear partial differential equations with constant coefficients and nonlinear algebraic equations. Thirdly, we solve them by the Fourier transform and convert them into the equivalent integral equations. At last, we extend to discuss the first order partial differential equations resolved wi…

Local Solvability For a Class of Partial Differential Operators With Double Characteristics

A necessary and sufficient condition for local solvability is presented for the linear partial differential operators $-X^2-Y^2+ia(x)[X,Y]$ in $\bold R^3=\{(x,y,t)\}$, where $X=\partial_x,\; Y=\partial_y+x^k\partial_t$, and $a\in C^{\infty}(\bold R^1)$ is real valued, for each positive integer $k$.

Bivariate second--order linear partial differential equations and orthogonal polynomial solutions

In this paper we construct the main algebraic and differential properties and the weight functions of orthogonal polynomial solutions of bivariate second--order linear partial differential equations, which are admissible potentially self--adjoint and of hypergeometric type. General formulae for all these properties are obtained explicitly in terms of the polynomial coefficients of the partial differential equation, using vector matrix notation. Moreover, Rodrigues representations for the polynomial eigensolutions and for their partial derivatives of any order are given. Finally, as illustratio…

A Compactness Theorem for Homogenization of Parabolic Partial Differential Equations

In order to have a better description of homogenization for parabolic partial differential equations with periodic coefficients, we define the notion of parametric two-scale convergence. A compactness theorem is proved to justify this notion.

Quasilinear parabolic stochastic partial differential equations: existence, uniqueness

In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone nor locally monotone.

Infinite dimensional families of locally nonsolvable partial differential operators

Local solvability is analyzed for natural families of partial differential operators having double characteristics. In some families the set of all operators that are not locally solvable is shown to have both infinite dimension and infinite codimension.

A note on boundary point principles for partial differential inequalities of elliptic type

In this note we consider boundary point principles for partial differential inequalities of elliptic type. Firstly, we highlight the difference between conditions required to establish classical strong maximum principles and classical boundary point lemmas for second order linear elliptic partial differential inequalities. We highlight this difference by introducing a singular set in the domain where the coefficients of the partial differential inequality need not be defined, and in a neighborhood of which, can blow-up. Secondly, as a consequence, we establish a comparison-type boundary point …

${L^p}$-Liouville Theorems for Invariant Partial Differential Operators in ${\mathbb{R}^n}$

We prove some $L^p$-Liouville theorems for hypoelliptic second order Partial Differential Operators left translation invariant with respect to a Lie group composition law in $\mathbb{R}^n$. Results for both solutions and subsolutions are given.

On a class of singular nonlinear first order partial differential equations

In this paper, we consider a class of singular nonlinear first order partial differential equations $t(\partial u/\partial t)=F(t,x,u, \partial u/\partial x)$ with $(t,x) \in \mathbb{R} \times \mathbb{C}$ under the assumption that $F(t,x,z_1,z_2)$ is a function which is continuous in $t$ and holomorphic in the other variables. Under suitable conditions, we determine all the solutions of this equation in a neighborhood of the origin.

随机解与奇异偏微分方程

Stochastic solutions and singular partial differential equations

本文提出将随机解技术推广至分布值噪声驱动的偏微分方程，作为其求解方法。

Some interesting class of integrable partial differential equation systems

We determine a considerable class of nonlinear partial differential equation systems which have global regular solutions. Uniqueness is not a direct general consequence of this method. The scheme can be applied to the incompressible Navier Stokes equation.

具有无界系数的偏微分方程抛物系统的核估计

Kernel estimates for parabolic systems of partial differential equations with unbounded coefficients

本文针对具有无界系数且扩散系数可能逐方程无界变化的非退化椭圆偏微分方程组，研究了其相关半群转移核的逐点上界估计。

On local solvability of nonlinear elliptic partial differential systems of principle type: the second order

We prove results on solvability of nonlinear elliptic partial differential systems of principle type of second order. They are consequences of existence of non-radial solutions for nonlinear partial differential systems of Poisson type. As applications to geometry, we prove the exsitence of local harmonic maps with given tangent plane at a point between any Riemannan manifolds. More generally geometric objects defined by Beltrami-Laplace always exist locally.

A Microscopic Convexity Principle for Nonlinear Partial Differential Equations

We establish a microscopic convexity principle for nonlinear elliptic and parabolic partial differential equations in general form.

Stochastic Partial Differential Equations on Evolving Surfaces and Evolving Riemannian Manifolds

We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting of the analysis to stochastic partial differential equations. Considering mainly linear stochastic partial differential equations, we establish various existence and uniqueness theorems.

Intertwining Laplace Transformations of Linear Partial Differential Equations

We propose a generalization of Laplace transformations to the case of linear partial differential operators (LPDOs) of arbitrary order in R^n. Practically all previously proposed differential transformations of LPDOs are particular cases of this transformation (intertwining Laplace transformation, ILT). We give a complete algorithm of construction of ILT and describe the classes of operators in R^n suitable for this transformation. Keywords: Integration of linear partial differential equations, Laplace transformation, differential transformation

Summable solutions of some partial differential equations and generalised integral means

We describe partial differential operators for which we can construct generalised integral means satisfying Pizzetti-type formulas. Using these formulas we give a new characterisation of summability of formal power series solutions to some multidimensional partial differential equations in terms of holomorphic properties of generalised integral means of the Cauchy data.

Integration of vector hydrodynamical partial differential equations over octonions

New technique of integration of certain types of partial differential equations is developed. For this purpose non-commutative integration over Cayley-Dickson algebras is used. Applications to non-linear vector partial differential equations of Korteweg-de-Vries and Kadomtzev-Petviashvili types and describing non-isothermal flows of incompressible Newtonian liquids are given.

The Cauchy problem for higher-order linear partial differential equation

For the linear partial differential equation $P(\partial_x,\partial_t)u=f(x,t)$, where $x\in\mathbb{R}^n,\;t\in\mathbb{R}^1$, with $P(\partial_x,\partial_t)$ is $\prod^m_{i=1}(\frac{\partial}{\partial{t}}-a_iP(\partial_x))$ or $\prod^m_{i=1}(\frac{\partial^2}{\partial{t^2}}-a_i^2P(\partial_x))$, the authors give the analytic solution of the cauchy problem using the abstract operators $e^{tP(\partial_x)}$ and $\frac{\sinh(tP(\partial_x)^{1/2})}{P(\partial_x)^{1/2}}$. By representing the operators with integrals, explicit solutions are obtained with an integral form of a given function.

A weighted identity for stochastic partial differential operators and its applications

In this paper, a pointwise weighted identity for some stochastic partial differential operators (with complex principal parts) is established. This identity presents a unified approach in studying the controllability, observability and inverse problems for some deterministic/stochastic partial differential equations. Based on this identity, one can deduce all the known Carleman estimates and observability results, for some deterministic partial differential equations, stochastic heat equations, stochastic Schrödinger equations and stochastic transport equations. Meanwhile, as its new applicati…

Self-similar solutions of some model degenerate partial differential equations of the second, third and fourth order

When studying boundary value problems for some partial differential equations arising in applied mathematics, we often have to study the solution of a system of partial differential equations satisfied by hypergeometric functions and find explicit linearly independent solutions for the system. In this study, we construct self-similar solutions of some model degenerate partial differential equations of the second, third, and fourth order. These self-similar solutions are expressed in terms of hypergeometric functions.

Geometric shape of invariant manifolds for a class of stochastic partial differential equations

Invariant manifolds play an important role in the study of the qualitative dynamical behaviors for nonlinear stochastic partial differential equations. However, the geometric shape of these manifolds is largely unclear. The purpose of the present paper is to try to describe the geometric shape of invariant manifolds for a class of stochastic partial differential equations with multiplicative white noises. The local geometric shape of invariant manifolds is approximated, which holds with significant likelihood. Furthermore, the result is compared with that for the corresponding deterministic pa…

A dynamical approximation for stochastic partial differential equations

Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the random invariant manifold is almost surely asymptotically complete. The asymptotic dynamical behavior is thus described by a stochastic ordinary differential system on the random invariant manifold, under suitable conditions. As an application, stationary states (invariant measures) is considered for one example of stochastic partial differential equations.

Geometric Partial Differential Equations from Unified String Theories

An informal introduction to some new geometric partial differential equations motivated by string theories is provided. Some of these equations are also interesting from the point of view of non-Kähler geometry and the theory of non-linear partial differential equations. In particular, a survey is given of joint works of the author with Teng Fei, Bin Guo, Sebastien Picard, and Xiangwen Zhang.

偏微分方程组的约化与常微分方程组的广义对称性

Reducing of system of partial differential equations and generalized symmetry of ordinary differential equations

本文研究两个非线性偏微分方程组的对称性约化，提出将方程组化为常微分方程组的拟设，并应用于KdV相关及反应-扩散方程组，展示了构造含任意函数的非演化方程解的可能性。

On solvability of dissipative partial differential-algebraic equations

In this article we investigate the solvability of infinite-dimensional differential algebraic equations. Such equations often arise as partial differential-algebraic equations (PDAEs). A decomposition of the state-space that leads to an extension of the Hille-Yosida Theorem on Hilbert spaces for these equations is described. For dissipative partial differential equations the famous Lumer-Phillips generation theorem characterizes solvability and also boundedness of the associated semigroup. An extension of the Lumer-Phillips generation theorem to dissipative differential-algebraic equations is …

Partial differential equations from integrable vertex models

In this work we propose a mechanism for converting the spectral problem of vertex models transfer matrices into the solution of certain linear partial differential equations. This mechanism is illustrated for the $U_q[\widehat{\mathfrak{sl}}(2)]$ invariant six-vertex model and the resulting partial differential equation is studied for particular values of the lattice length.

Cellular Computing and Least Squares for partial differential problems parallel solving

This paper shows how partial differential problems can be solved thanks to cellular computing and an adaptation of the Least Squares Finite Elements Method. As cellular computing can be implemented on distributed parallel architectures, this method allows the distribution of a resource demanding differential problem over a computer network.