scholarly journals Existence and uniqueness of solutions for two- dimensional fractional non- colliding particle systems

2020 ◽  
Vol 71 (1) ◽  
pp. 11-17
Author(s):  
Huong Vu Thi

In this paper, we consider the stochastic evolution of two particles with electrostatic repulsion and restoring force which is modeled by a system of stochastic differential equations driven by fractional Brownian motion where the diffusion coefficients are constant. This is the simplest case for some classes of non- colliding particle systems such as Dyson Brownian motions, Brownian particles systems with nearest neighbour repulsion. We will prove that the equation has a unique non- colliding solution in path- wise sense.

2003 ◽  
Vol 03 (02) ◽  
pp. 141-167 ◽  
Author(s):  
María J. Garrido-Atienza ◽  
José Real

Some results on the existence and uniqueness of solutions for stochastic evolution equations of second order in time, containing some hereditary characteristics, are proved. Our theory is developed from a variational point of view and in a general functional setting which permit us to deal with several kinds of delay terms in a unified formulation. The theory is illustrated with two examples.


2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Said Mesloub ◽  
Faten Aldosari

AbstractWe show herein the existence and uniqueness of solutions for coupled fractional order partial differential equations modeling a thermoelastic fractional Kirchhoff plate model associated with initial, Dirichlet, and nonlocal boundary conditions involving fractional Caputo derivative. Some efficient results of existence and uniqueness are obtained by employing the energy inequality method.


2009 ◽  
Vol 09 (04) ◽  
pp. 549-595 ◽  
Author(s):  
XICHENG ZHANG

In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that contains backward stochastic evolution equations, stochastic Volterra type evolution equations and stochastic functional evolution equations. In particular, the results can be used to treat a large class of quasi-linear stochastic equations, which includes the reaction diffusion and porous medium equations.


2022 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
David Massatt

<p style='text-indent:20px;'>We address the global existence and uniqueness of solutions for the anisotropically reduced 2D Kuramoto-Sivashinsky equations in a periodic domain with initial data <inline-formula><tex-math id="M1">\begin{document}$ u_{01} \in L^2 $\end{document}</tex-math></inline-formula> and <inline-formula><tex-math id="M2">\begin{document}$ u_{02} \in H^{-1 + \eta} $\end{document}</tex-math></inline-formula> for <inline-formula><tex-math id="M3">\begin{document}$ \eta &gt; 0 $\end{document}</tex-math></inline-formula>.</p>


2013 ◽  
Vol 2013 ◽  
pp. 1-7
Author(s):  
Iryna Volodymyrivna Komashynska

By using successive approximation, we prove existence and uniqueness result for a class of nonlinear stochastic differential equations. Moreover, it is shown that the solution of such equations is a diffusion process and its diffusion coefficients are found.


2012 ◽  
Vol 12 (02) ◽  
pp. 1150015 ◽  
Author(s):  
JING WU

We prove the existence and uniqueness of solutions to Wiener–Poisson type multivalued stochastic evolution equations in abstract spaces. We also prove that the solution has the Markov property. Moreover, applications to stochastic ordinary differential equations and stochastic partial differential equations are presented.


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