Related papers: Stochastic approach for a multivalued Dirichlet-Ne…
Here a mixed problem for a nonlinear hyperbolic equation with Neumann boundary value condition is investigated, and a priori estimations for the possible solutions of the considered problem are obtained. These results demonstrate that any…
We deal with symmetry properties for solutions of nonlocal equations of the type $(-\Delta)^s v= f(v)\qquad {in $\R^n$,}$ where $s \in (0,1)$ and the operator $(-\Delta)^s$ is the so-called fractional Laplacian. The study of this nonlocal…
We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as…
We consider reflected generalized backward doubly stochastic differential equations driven by a non-homogeneous L\'evy process. Under stochastic conditions on the coefficients, we prove the existence and uniqueness of a solution.…
In this paper, we consider a doubly nonlinear parabolic equation $ \partial _t \beta (u) - \nabla \cdot \alpha (x , \nabla u) \ni f$ with the homogeneous Dirichlet boundary condition in a bounded domain, where $\beta : \mathbb{R} \to 2 ^{…
In this paper we are concerned with the initial boundary value problems of linear and semi-linear parabolic equations with mixed boundary conditions on non-cylindrical domains in spatial-temporal space. We obtain the existence of a weak…
In this paper we study multiplicity and qualitative behavior of solutions for semilinear elliptic problems with neumann boundary condition and asymptotically linear smooth nonlinearity. We provide sufficient conditions on the number of…
We directly apply the theory of viscosity solutions to partial differential equations of order greater than two. We prove that there exists a solution in $C^{2,\alpha}(B_R)\cap C(\overline{B_R})$ for the inhomogeneous $\infty$-Bilaplacian…
Consider the linear parabolic operator in divergence form $$\mathcal{H} u =\partial_t u(X,t)-\text{div}(A(X)\nabla u(X,t)).$$ We employ a method of Dahlberg to show that the Dirichlet problem for $\mathcal{H}$ in the upper half plane is…
We consider the Dirichlet problem for the focusing NLS equation on the half-line, with given Schwartz initial data and boundary data $q(0,t)$ equal to an exponentially decaying perturbation $u(t)$ of the periodic boundary data $ a…
In this paper, we prove the existence and the uniqueness of a weak and mild solution of the following nonlinear parabolic problem involving the porous $p$-fractional Laplacian: \begin{equation*} \begin{cases} \partial_t…
Let $\Omega$ be a smooth bounded domain in $\mathbb{R}^2$. For $\epsilon>0$ small, we construct non-constant solutions to the Ginzburg-Landau equations $-\Delta u=\frac{1}{\epsilon^2}(1-|u|^2)u$ in $\Omega$ such that on $\partial \Omega$ u…
In this article we are concerned with an inverse boundary value problem for a non-linear wave equation of divergence form with space dimension $n\geq 3$. In particular the so called the interior determination problem. This non-linear wave…
We establish the existence of solutions to the following semilinear Neumann problem for fractional Laplacian and critical exponent: \begin{align*}\left\{\begin{array}{l l} { (-\Delta)^{s}u+ \lambda u= \abs{u}^{p-1}u } & \text{in $ \Omega,$…
We consider Dirichlet problems for fully nonlinear mixed local-nonlocal non-translation invariant operators. For a bounded $C^2$ domain $\Omega \subset \mathbb{R}^d,$ let $u\in C(\mathbb{R}^d)$ be a viscosity solution of such Dirichlet…
We prove in this short report the existence of a fundamental solution (F.S.) for the Cauchy initial boundary problem on the whole space for the parabolic differential equation having at origin the point of non-integrable unbounded…
In the framework of fractional stochastic calculus, we study the existence and the uniqueness of the solution for a backward stochastic differential equation, formally written as: [{[c]{l}% -dY(t)= f(t,\eta(t),Y(t),Z(t))dt-Z(t)\delta…
We study the Cauchy problem for general, nonlinear, strictly hyperbolic systems of partial differential equations in one space variable. First, we re-visit the construction of the solution to the Riemann problem and introduce the notion of…
In this manuscript, we establish global weighted Orlicz-Sobolev and variable exponent Morrey-Sobolev estimates for viscosity solutions to fully nonlinear parabolic equations subject to oblique boundary conditions on a portion of the…
We study a family of initial boundary value problems associated to mixed hyperbolic-parabolic systems: v^{\epsilon} _t + A (v^{\epsilon}, \epsilon v^{\epsilon}_x ) v^{\epsilon}_x = \epsilon B (v^{\epsilon} ) v^{\epsilon}_{xx} The…