Strong solutions of semilinear stochastic partial differential equations

We study the Cauchy problem for a semilinear stochastic partial differential equation driven by a finite-dimensional Wiener process. In particular, under the hypothesis that all the coefficients are sufficiently smooth and have bounded derivatives, we consider the equation in the context of power scale generated by a strongly elliptic differential operator. Application of semigroup arguments then yields the existence of a continuous strong solution.     

Investigation of the Cauchy problem for stochastic partial differential equations

It is shown that the solutions of stochastic linear parabolic equations with Poisson perturbations are stabilized in the mean square. The problem of determining the reserve of stability for a rod under random perturbations is studied.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 9, pp. 1259–1265, September, 1993.     

Periodic solutions of semilinear partial differential equations of parabolic type

Summary In this paper we obtain necessary and sufficient conditions for the existence of solutions of a class of periodic-Dirichlet problems for parabolic- partial differential equations. The structure of the solution set and the asymptotic behaviour of the solution is also studied.Entrata in Redazione il 17 giugno 1983.     

Regularities for semilinear stochastic partial differential equations

In this paper, we study the regularities of solutions to semilinear stochastic partial differential equations in general settings, and prove that the solution can be smooth arbitrarily when the data is sufficiently regular. As applications, we also study several classes of semilinear stochastic partial differential equations on abstract Wiener space, complete Riemannian manifold as well as bounded domain in Euclidean space.     

On the non-existence of global solutions to the Cauchy problem for semilinear parabolic equations and inequalities

We generalize and improve recent non-existence results for global solutions to the Cauchy problem for the inequality as well as for the equation u_t = Δu + |u|^q in the half-space . Received: 16 September 2005     

Degenerate parabolic stochastic partial differential equations

We study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic solution which is well suited for degenerate parabolic problems and supplies a good technical framework to prove the comparison principle. The proof of existence is based on the vanishing viscosity method: the solution is obtained by a compactness argument as the limit of solutions of nondegenerate approximations.     

Controllability results for discontinuous semilinear parabolic partial differential equations

In this Note, we present new null and approximate controllability results for the discontinuous semilinear heat equation. For simplicity, we only consider the distributed control case, with the support of the control functions arbitrarily small. We obtain results of the same kind with and without discontinuities provided the nonlinear term can be written as the sum of a (regular) function and a bounded multi-function.     

Blow-up of solutions of semilinear parabolic differential equations

For a semilinear parabolic initial boundary value problem we establish criterions on blow-up of the solution in finite time and give bounds for the blow-up time. We treat several applications in both finite and infinite domains. For comparison, sufficient conditions are also given for the existence of global solutions.

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Zusammenfassung Für ein semilineares parabolisches Rand- und Anfangswertproblem stellen wir Kriterien für die Explosion der Lösung in endlicher Zeit auf und geben Schranken für die Explosionszeit an. Einige Anwendungen in beschränkten und unbeschränkten Gebieten werden untersucht, wobei wir als Gegenüberstellung auch hinreichende Bedingungen für die Existenz globaler Lösungen angeben.

     

The substitution theorem for semilinear stochastic partial differential equations

In this article we establish a substitution theorem for semilinear stochastic evolution equations (see's) depending on the initial condition as an infinite-dimensional parameter. Due to the infinite-dimensionality of the initial conditions and of the stochastic dynamics, existing finite-dimensional results do not apply. The substitution theorem is proved using Malliavin calculus techniques together with new estimates on the underlying stochastic semiflow. Applications of the theorem include dynamic characterizations of solutions of stochastic partial differential equations (spde's) with anticipating initial conditions and non-ergodic stationary solutions. In particular, our result gives a new existence theorem for solutions of semilinear Stratonovich spde's with anticipating initial conditions.     

Global weak solutions of the Cauchy problem for semilinear pseudo-hyperbolic equations

The Cauchy problem for a class of semilinear pseudo-hyperbolic equations is considered. For the corresponding linear problems, we obtain L _p → L _q estimates. By using these estimates, we prove global solvability theorems. We also establish the behavior of solutions as t → + ∞.     

Approximating the coefficients in semilinear stochastic partial differential equations

We investigate, in the setting of UMD Banach spaces E, the continuous dependence on the data A, F, G and ξ of mild solutions of semilinear stochastic evolution equations with multiplicative noise of the form

Multisummability of formal solutions to the Cauchy problem for some linear partial differential equations

The paper considers the Cauchy problem for linear partial differential equations of non-Kowalevskian type in the complex domain. It is shown that if the Cauchy data are entire functions of a suitable order, the problem has a formal solution which is multisummable. The precise bound of the admissible order of entire functions is described in terms of the Newton polygon of the equation.     

Ergodicity for a class of semilinear stochastic partial differential equations

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs of various types such as the stochastic Burgers equation and the reaction-diffusion equations perturbed by space-time white noise.     

The Cauchy problem for a linear parabolic partial differential equation

Numerical approximation of the solution of the Cauchy problem for the linear parabolic partial differential equation is considered. The problem: (p(x)u_x)_x ? q(x)u = p(x)u_t, 0 < x < 1,0 < t? T; $\text{u(0, t) = ?}{}_1\text{(t), 0 < t ? T}$; $\text{u(1,t) = ?}{}_2\text{(t), 0 < t ? T}$; p(0) u_x(0, t) = g(t), 0 < t₀ ? t ? T, is ill-posed in the sense of Hadamard. Complex variable and Dirichlet series techniques are used to establish Hölder continuous dependence of the solution upon the data under the additional assumption of a known uniform bound for ¦ u(x, t)¦ when 0 ? x ? 1 and 0 ? t ? T. Numerical results are obtained for the problem where the data ?₁, ?₂ and g are known only approximately.     

Finite element methods for semilinear elliptic stochastic partial differential equations

We study finite element methods for semilinear stochastic partial differential equations. Error estimates are established. Numerical examples are also presented to examine our theoretical results. This research is supported by Air Force Office of Scientific Research under the grant number FA9550-05-1-0133 and 985 Project of Jilin University.     

Application of stochastic equivalence for solving parabolic partial differential equations

An approach to solving parabolic partial differential equations based on the method of stochastic characteristics is proposed. The method allows decomposition of the numerical procedure into separate unified blocks. The approximation error and the efficiency of the method are evaluated. An example is given.