Related papers: Sobolev solution for semilinear PDE with obstacle …

We give necessary and sufficient condition for existence and uniqueness of $\mathbb{L}^{p}$-solutions of reflected BSDEs with continuous barrier, generator monotone with respect to $y$ and Lipschitz continuous with respect to $z$, and with…

This paper deals with the problem of existence and uniqueness of a solution for a backward stochastic differential equation (BSDE for short) with one reflecting barrier in the case when the terminal value, the generator and the obstacle…

We show the existence of nodal solutions to perturbed quasilinear elliptic equations with critical Sobolev exponent on compact Riemannian manifolds. A nonexistence result is also given.

We consider positive solutions to semilinear elliptic problems with singular nonlinearities, under zero Dirichlet boundary condition. We exploit a refined version of the moving plane method to prove symmetry and monotonicity properties of…

The paper introduces a new way to construct dissipative solutions to a second order variational wave equation. By a variable transformation, from the nonlinear PDE one obtains a semilinear hyperbolic system with sources. In contrast with…

We prove the existence and uniqueness of weak solution of a Neumann boundary problem for an elliptic partial differential equation (PDE for short) with a singular divergence term which can only be understood in a weak sense. A probabilistic…

In this article we find the equivalent conditions to assure the existence and uniqueness of positive solutions to semilinear elliptic equations wih double power nonlinearities. As a bonus, we give a simpler proof of our former result that…

This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…

We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appears, e.g., in the log-Laplace functionals of historical…

We have found one of the possible conditions under which the Beltrami equation with degeneration of ellipticity has a continuous solution of the Sobolev class. With some additional requirements, this solution is homeomorphic

We show an existence of a weak solution of a degenerate and/or singular semilinear elliptic boundary value (nonhomogeneous) problem lying between a given weak subsolution and a given weak supersolution. It has been applied for an existence…

In this paper, we study the existence of random periodic solutions for semilinear SPDEs on a bounded domain with a smooth boundary. We identify them as the solutions of coupled forward-backward infinite horizon stochastic integral equations…

This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use it connection with…

We prove the existence of positive solutions for a class of semipositone problem with singular Trudinger-Moser nonlinearities. The proof is based on compactness and regularity arguments.

In this paper, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equation driven by G-Brownian motion satisfying the obstacle constraint with monotone coefficients.

We study the homogenization problem of semi linear reflected partial differential equations (reflected PDEs for short) with nonlinear Neumann conditions. The non-linear term is a function of the solution but not of its gradient. The proof…

For a non-local semilinear eigenvalue problem, we prove simplicity and isolation of the first eigenvalue with homogeneous Dirichlet boundary conditions on open sets supporting a suitable compact Sobolev embedding.

We introduce a probabilistic representation for solutions of quasilinear wave equation with analytic nonlinearities. We use stochastic cascades to prove existence and uniqueness of the solution.

For numerical approximation the reformulation of a PDE as a residual minimisation problem has the advantages that the resulting linear system is symmetric positive definite, and that the norm of the residual provides an a posteriori error…

We provide a probabilistic solution of a not necessarily Markovian control problem with a state constraint by means of a Backward Stochastic Differential Equation (BSDE). The novelty of our solution approach is that the BSDE possesses a…