stochastic pde
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Author(s):  
Carlo Marinelli ◽  
Lluís Quer-Sardanyons

AbstractWe prove absolute continuity of the law of the solution, evaluated at fixed points in time and space, to a parabolic dissipative stochastic PDE on L2(G), where G is an open bounded domain in $\mathbb {R}^{d}$ ℝ d with smooth boundary. The equation is driven by a multiplicative Wiener noise and the nonlinear drift term is the superposition operator associated to a real function that is assumed to be monotone, locally Lipschitz continuous, and growing not faster than a polynomial. The proof, which uses arguments of the Malliavin calculus, crucially relies on the well-posedness theory in the mild sense for stochastic evolution equations in Banach spaces.


2020 ◽  
Vol 380 (3) ◽  
pp. 1025-1089
Author(s):  
Ivan Corwin ◽  
Promit Ghosal ◽  
Konstantin Matetski
Keyword(s):  

2020 ◽  
Vol 375 (3) ◽  
pp. 1945-2038 ◽  
Author(s):  
Ivan Corwin ◽  
Promit Ghosal ◽  
Hao Shen ◽  
Li-Cheng Tsai
Keyword(s):  

Author(s):  
Tadahiro Oh ◽  
Mamoru Okamoto

AbstractWe consider the Cauchy problem for the defocusing stochastic nonlinear Schrödinger equations (SNLS) with an additive noise in the mass-critical and energy-critical settings. By adapting the probabilistic perturbation argument employed in the context of the random data Cauchy theory by Bényi et al. (Trans Am Math Soc Ser B 2:1–50, 2015) to the current stochastic PDE setting, we present a concise argument to establish global well-posedness of the mass-critical and energy-critical SNLS.


2018 ◽  
Vol 18 (4) ◽  
pp. 649-669 ◽  
Author(s):  
Carina Geldhauser ◽  
Enrico Valdinoci

AbstractWe study an optimization problem with SPDE constraints, which has the peculiarity that the control parameter s is the s-th power of the diffusion operator in the state equation. Well-posedness of the state equation and differentiability properties with respect to the fractional parameter s are established. We show that under certain conditions on the noise, optimality conditions for the control problem can be established.


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