Related papers: Stochastic approach for a multivalued Dirichlet-Ne…

In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for…

We provide very mild sufficient conditions for space-time domains (non-necessarily cylindrical) which ensure that the continuous Dirichlet problem and the H\"older Dirichlet problem are well-posed, for any parabolic operator in divergence…

In this paper we prove existence and uniqueness results for nonlinear parabolic problems with Dirichlet boundary values whose model is \[ \left\{ \begin{aligned} &b(u)_t-\Delta_{p}u=\mu\;\mbox{in }(0,T)\times\Omega,\\…

Our purpose in this paper is to provide a self contained account of the inhomogeneous Dirichlet problem $\Delta_\infty u=f(x,u)$ where $u$ takes a prescribed continuous data on the boundary of bounded domains. We employ a combination of…

In this paper, we establish the well-posedness and large-time asymptotic behavior of viscosity solutions to singular/degenerate parabolic $p$-Laplacian equations with general capillary-type boundary conditions, including Neumann and…

We study a Neumann type initial-boundary value problem for strongly degenerate parabolic-hyperbolic equations under the nonlinearity-diffusivity condition. We suggest a notion of entropy solution for this problem and prove its uniqueness.…

The classical Feynman-Kac identity represents solutions of linear partial differential equations in terms of stochastic differential euqations. This representation has been generalized to nonlinear partial differential equations on the one…

We consider a mixed type boundary value problem for a class of degenerate parabolic-hyperbolic equations. Namely, we consider a Cartesian product domain and split its boundary into two parts. In one of them we impose a Dirichlet boundary…

In this article we prove new results regarding the existence and the uniqueness of global variational solutions to Neumann initial-boundary value problems for a class of non-autonomous stochastic parabolic partial differential equations.…

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet…

We consider nonlinear parabolic stochastic PDEs on a bounded Lipschitz domain driven by a Gaussian noise that is white in time and colored in space, with Dirichlet or Neumann boundary condition. We establish existence, uniqueness and moment…

We prove the unique solvability in weighted Sobolev spaces of non-divergence form elliptic and parabolic equations on a half space with the homogeneous Neumann boundary condition. All the leading coefficients are assumed to be only…

We prove the existence of unique solutions to the Dirichlet boundary value problems for linear second-order uniformly parabolic operators in either divergence or non-divergence form with boundary blowup low-order coefficients. The domain is…

The objective of this work is to prove, in a first step, the existence and the uniqueness of a solution of the following multivalued deterministic differential equation: $dx(t)+\partial ^-\varphi (x(t))(dt)\ni dm(t),\ t>0$, $x(0)=x_0$,…

We prove existence and uniqueness of viscosity solutions to the degenerate parabolic problem $u_t = \Delta_\infty^h u$ where $\Delta_\infty^h$ is the $h$-homogeneous operator associated with the infinity-Laplacian, $\Delta_\infty^h u =…

We consider an initial mixed-boundary value problem for anisotropic fractional type degenerate parabolic equations posed in bounded domains. Namely, we consider that the boundary of the domain splits into two parts. In one of them, we…

We study the Muskat problem for one fluid or two fluids, with or without viscosity jump, with or without rigid boundaries, and in arbitrary space dimension $d$ of the interface. The Muskat problem is scaling invariant in the Sobolev space…

We prove comparison, uniqueness and existence results for viscosity solutions to a wide class of fully nonlinear second order partial differential equations $F(x, u, du, d^{2}u)=0$ defined on a finite-dimensional Riemannian manifold $M$.…

We consider the Cauchy-Dirichlet problem to doubly nonlinear systems of the form \begin{align*} \partial_t \big( |u|^{q-1}u \big) - \operatorname{div} \big( D_\xi f(x,u,Du) \big) = - D_u f(x,u,Du) \end{align*} with $q \in (0, \infty)$ in a…

In this article we consider existence and uniqueness of the solutions to a large class of stochastic partial differential of form $\partial_t u = L_x u + b(t,u)+\sigma(t,u)\dot{W}$, driven by a Gaussian noise $\dot{W}$, white in time and…