Remarks on non-linear noise excitability of some stochastic heat equations

We consider nonlinear parabolic SPDEs of the form ${\partial }_{t}u=\Delta u+\lambda \sigma \left(u\right)\dot{w}$ on the interval $(0,L)$, where $\dot{w}$ denotes space–time white noise, $\sigma$ is Lipschitz continuous. Under Dirichlet boundary conditions and a linear growth condition on $\sigma$, we show that the expected $L^2$-energy is of order $exp[\text{const}\times {\lambda }^4]$ as $\lambda \to \infty$. This significantly improves a recent result of Khoshnevisan and Kim. Our method is very different from theirs and it allows us to arrive at the same conclusion for the same equation but with Neumann boundary condition. This improves over another result in Khoshnevisan and Kim.     

Predictor-corrector pseudospectral methods for stochastic partial differential equations with additive white noise

Commonly used finite-difference numerical schemes show some deficiencies in the integration of certain types of stochastic partial differential equations with additive white noise. In this paper efficient predictor-corrector spectral schemes to integrate these equations are discussed. They are all based on the discretization of the system in Fourier space. The nonlinear terms are treated using a pseudospectral approach so as to speed up the computations without a significant loss of accuracy. The proposed schemes are applied to solve, both in one and two spatial dimensions, two paradigmatic continuum models arising in the context of nonequilibrium dynamics of growing interfaces: the Kardar-Parisi-Zhang and Lai-Das Sarma-Villain equations. Numerical results about the Lai-Das Sarma-Villain equation in two spatial dimensions have not been previously reported in the literature.     

Variational solutions for partial differential equations driven by a fractional noise

In this article we develop an existence and uniqueness theory of variational solutions for a class of nonautonomous stochastic partial differential equations of parabolic type defined on a bounded open subset D⊂R^d and driven by an infinite-dimensional multiplicative fractional noise. We introduce two notions of such solutions for them and prove their existence and their indistinguishability by assuming that the noise is derived from an L²(D)-valued fractional Wiener process W^H with Hurst parameter , whose covariance operator satisfies appropriate integrability conditions, and where γ∈(0,1] denotes the Hölder exponent of the derivative of the nonlinearity in the stochastic term of the equations. We also prove the uniqueness of solutions when the stochastic term is an affine function of the unknown random field. Our existence and uniqueness proofs rest upon the construction and the convergence of a suitable sequence of Faedo-Galerkin approximations, while our proof of indistinguishability is based on certain density arguments as well as on new continuity properties of the stochastic integral we define with respect to W^H.     

Stability of solutions of quasilinear parabolic equations

We bound the difference between solutions u and v of ut=aΔu+divxf+h and vt=bΔv+divxg+k with initial data φ and ψ, respectively, by

     

SPDEs driven by space-time white noise in high dimensions: absolute continuity of the law and convergence of solutions

In this paper, we consider stochastic partial differential equations driven by space-time white noise in high dimensions. We prove, under reasonable conditions, that the law of the solution admits a density with respect to Lebesgue measure. The stability of the equation, as the higher order differential operator tends to zero, is also studied in the paper.     

Stochastic partial differential equations with gradient driven by space-time fractional noises

We establish a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises, where we suppose that the drfit term contains a gradient and satisfies certain non-Lipschitz condition. We prove the strong existence and uniqueness and joint Hölder continuity of the solution to the SPDEs.     

Global Hölder continuity of weak solutions to quasilinear divergence form elliptic equations

We derive global Hölder regularity for the -weak solutions to the quasilinear, uniformly elliptic equation

div(aij(x,u)Dju+ai(x,u))+a(x,u,Du)=0     

Existence of positive solutions of higher-order quasilinear ordinary differential equations

In this paper the even-order quasilinear ordinary differential equation is considered under the hypotheses that n is even, D(α _i )x = (|x|αi−1 x)′, α _i > 0(i = 1,2,…, n), β > 0, and p(t) is a continuous, nonnegative, and eventually nontrivial function on an infinite interval [a, ∞), a > 0. The existence of positive solutions of (1.1) is discussed, and basic results to the classical equation are extended to the more general equation (1.1). In particular, necessary and sufficient integral conditions for the existence of positive solutions of (1.1) are established in the case α ₁α₂⋅s α _n ≠ β. This research was partially supported by Grant-in-Aid for Scientific Research (No. 15340048), Japan Society for the Promotion of Science. Mathematics Subject Classification (2000) 34C10, 34C11     

Second-order hyperbolic s.p.d.e.'s driven by homogeneous Gaussian noise on a hyperplane

We study a class of hyperbolic stochastic partial differential equations in Euclidean space, that includes the wave equation and the telegraph equation, driven by Gaussian noise concentrated on a hyperplane. The noise is assumed to be white in time but spatially homogeneous within the hyperplane. Two natural notions of solutions are function-valued solutions and random field solutions. For the linear form of the equations, we identify the necessary and sufficient condition on the spectral measure of the spatial covariance for existence of each type of solution, and it turns out that the conditions differ. In spatial dimensions 2 and 3, under the condition for existence of a random field solution to the linear form of the equation, we prove existence and uniqueness of a random field solution to non-linear forms of the equation.

     

The obstacle problem for quasilinear stochastic integral-partial differential equations

ABSTRACT

We prove the existence and uniqueness of solutions to a kind of quasilinear stochastic integral-partial differential equations with obstacles. Our method is based on the probabilistic interpretation of the solutions so that penalization method can be applied to a sequence of backward doubly stochastic differential equations with jumps. Relations between regular potentials and regular measures play an important role.     

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.     

Almost automorphic solutions for stochastic differential equations driven by Lévy noise

We introduce the concepts of Poisson square-mean almost automorphy and almost automorphy in distribution. Under suitable conditions on the coefficients, we establish the existence of solutions which are almost automorphic in distribution for some semilinear stochastic differential equations with infinite dimensional Lévy noise. We further discuss the global asymptotic stability of these solutions. Finally, to illustrate the theoretical results obtained in this paper, we give several examples.     

On the asymptotic behavior of nonoscillatory solutions of second order quasilinear ordinary differential equations

In this paper second order quasilinear ordinary differential equations are considered, and a necessary and sufficient condition for the existence of a slowly growing positive solution is established. Moreover, the precise asymptotic forms as t→∞ of slowly growing positive solutions and slowly decaying positive solutions are obtained.     

On the existence of optimal controls for quasilinear parabolic partial differential equations

A class of systems governed by quasilinear parabolic partial differential equations with first boundary conditions is considered. Existence of solutions for this class of systems and theira priori estimates are established. Further, a theorem on the existence of optimal controls for the corresponding control problem is obtained. Its proof is based on Filippov's implicit functions lemma. The control restraint setU is taken as a measurable multifunction.The authors wish to thank Professor L. Cesari for his most valuable comments and suggestions. In fact, a condition assumed in the original version of this paper was substantially relaxed by him. For details, see Remark 4.1.     

Branches of positive and free boundary solutions for some singular quasilinear elliptic problems

We study the existence and multiplicity of solutions, strictly positive or nonnegative having a free boundary (the boundary of the set where the solution vanishes) of some one-dimensional quasilinear problems of eigenvalue type with possibly singular nonlinear terms.     

Oscillation and nonoscillation criteria for quasilinear differential equations

Some oscillation and nonoscillation criteria for quasilinear differential equations of second order are obtained. These results are extensions of earlier results of Huang (J. Math. Anal. Appl. 210 (1997) 712-723) and Elbert (J. Math. Anal. Appl. 226 (1998) 207-219).     

Lattice Approximations for Stochastic Quasi-Linear Parabolic Partial Differential Equations driven by Space-Time White Noise II

We approximate quasi-linear parabolic SPDEs substituting the derivatives with finite differences. We investigate the resulting implicit and explicit schemes. For the implicit scheme we estimate the rate of L^p convergence of the approximations and we also prove their almost sure convergence when the nonlinear terms are Lipschitz continuous. When the nonlinear terms are not Lipschitz continuous we obtain convergence in probability provided pathwise uniqueness for the equation holds. For the explicit scheme we get these results under an additional condition on the mesh sizes in time and space.     

Nonoscillation criteria for quasilinear second order differential equations

Some nonoscillation criteria for quasilinear second order differential equations are obtained. These results generalize the classical results of Hille, Wintner and Opial and recent results of Elbert, Yan, Del Pino as well as Takasi and Yoshida.