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By applying a high-dimensional parabolic-to-elliptic transformation, we establish a monotonicity formula for the extension problem of the fractional parabolic semilinear equation $(\partial_t -\Delta)^s u = |u|^{p-1}u$, where $0<s<1$. This…

Analysis of PDEs · Mathematics 2025-04-15 Ignacio Bustamante

In this note we give a proof of the Sobolev and Morrey embedding theorems based on the representation of functions in terms of the fundamental solution of suitable partial differential operators. We also prove the compactness of the Sobolev…

Analysis of PDEs · Mathematics 2021-06-21 Filippo Camellini , Michela Eleuteri , Sergio Polidoro

We show that a wide range of overdetermined boundary problems for semilinear equations with position-dependent nonlinearities admits nontrivial solutions. The result holds true both on the Euclidean space and on compact Riemannian…

Analysis of PDEs · Mathematics 2017-11-27 Miguel Dominguez-Vazquez , Alberto Enciso , Daniel Peralta-Salas

The aim of this article is to study the asymptotic behaviour for large times of solutions to a certain class of stochastic partial differential equations of parabolic type. In particular, we will prove the backward uniqueness result and the…

Analysis of PDEs · Mathematics 2009-06-18 Z. Brzeźniak , M. Neklyudov

The class of problems treated here are elliptic partial differential equations with a homogeneous boundary condition and a non-linear perturbation obtained by composition with a fixed smooth function. The existence of solutions is obtained…

Analysis of PDEs · Mathematics 2017-04-24 Jon Johnsen , Thomas Runst

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the…

Probability · Mathematics 2009-10-24 Kai Du , Shanjian Tang

We derive explicit expressions of the homogeneous solutions in two dimensional cones for Pucci's extremal equations. As examples of possible applications, we obtain monotonicity formulas for all nonnegative supersolutions and necessary and…

Analysis of PDEs · Mathematics 2016-08-09 Fabiana Leoni

In two preceding articles, we studied the problem of the existence and uniqueness of a solution to some general BSDE on manifolds. In these two articles, we assumed some Lipschitz conditions on the drift $f(b,x,z)$. The purpose of this…

Probability · Mathematics 2007-05-23 Fabrice Blache

In this paper, we study the doubly conditional reflected backward stochastic differential equations (BSDEs), where constraints are made on the conditional expectation of the first component of the solution with respect to a general…

Probability · Mathematics 2026-01-27 Hanwu Li

In this paper we consider quasilinear elliptic equations with double phase phenomena and a reaction term depending on the gradient. Under quite general assumptions on the convection term we prove the existence of a weak solution by applying…

Analysis of PDEs · Mathematics 2019-10-28 Leszek Gasinski , Patrick Winkert

We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…

Probability · Mathematics 2020-03-17 Khaled Bahlali , Brahim Boufoussi , Soufiane Mouchtabih

We introduce a novel spectral, finite-dimensional approximation of general Sobolev spaces in terms of Chebyshev polynomials. Based on this polynomial surrogate model (PSM), we realise a variational formulation, solving a vast class of…

Numerical Analysis · Mathematics 2023-01-13 Juan-Esteban Suarez Cardona , Phil-Alexander Hofmann , Michael Hecht

We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…

Analysis of PDEs · Mathematics 2018-10-03 Carlo Marinelli , Luca Scarpa

We show a triviality result for "pointwise" monotone in time, bounded "eternal" solutions of the semilinear heat equation \begin{equation*} u_{t}=\Delta u + |u|^{p} \end{equation*} on complete Riemannian manifolds of dimension $n \geq 5$…

Analysis of PDEs · Mathematics 2020-07-16 Giovanni Catino , Daniele Castorina , Carlo Mantegazza

In this paper, we study a class of semilinear nonlocal elliptic equations posed on settings without compact Sobolev embedding. More precisely, we prove the existence of infinitely many solutions to the fractional Brezis-Nirenberg problems…

Analysis of PDEs · Mathematics 2015-03-10 Woocheol Choi , Jinmyoung Seok

We prove the existence of weak solutions for the one obstacle problem associated with a class of quasilinear wave equations in one space dimension, extending previous results obtained in the linear case, and we also address the two…

Analysis of PDEs · Mathematics 2026-04-02 João Paulo Dias , Wladimir Neves , José Francisco Rodrigues

We provide Sobolev estimates for solutions of first order Hamilton-Jacobi equations with Hamiltonians which are superlinear in the gradient variable. We also show that the solutions are differentiable almost everywhere. The proof relies on…

Analysis of PDEs · Mathematics 2014-11-04 Pierre Cardaliaguet , Alessio Porretta , Daniela Tonon

This paper is concerned with the stochastic Hamilton-Jacobi-Bellman equation with controlled leading coefficients, which is a type of fully nonlinear backward stochastic partial differential equation (BSPDE for short). In order to formulate…

Optimization and Control · Mathematics 2015-03-23 Jinniao Qiu

In this paper linear stochastic transport and continuity equations with drift in critical $L^{p}$ spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity…

Probability · Mathematics 2019-12-17 Lisa Beck , Franco Flandoli , Massimiliano Gubinelli , Mario Maurelli

The aim of this paper is to study the obstacle problem with an elliptic operator having degenerate coercivity. We prove the existence of an entropy solution to the obstacle problem under the assumption of $L^{1}-$summability on the data.…

Analysis of PDEs · Mathematics 2015-11-25 Jun Zheng , Binhua Feng , Zhihua Zhang