Related papers: Notes on the Cauchy Problem for Backward Stochasti…

This paper is concerned with the quasi-linear reflected backward stochastic partial differential equation (RBSPDE for short). Basing on the theory of backward stochastic partial differential equation and the parabolic capacity and…

By reversing the time variable we derive a stochastic representation for backward incompressible Navier-Stokes equations in terms of stochastic Lagrangian paths, which is similar to Constantin and Iyer's forward formulations in…

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 second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…

A parabolic partial differential equation $u'_t(t,x)=Lu(t,x)$ is considered, where $L$ is a linear second-order differential operator with time-independent coefficients, which may depend on $x$. We assume that the spatial coordinate $x$…

This paper studies a space-inhomogeneous Boltzmann-Nordheim equation with pseudo-Maxwellian forces. Strong solutions are obtained for the Cauchy problem in a setting with large bounded L1 initial data. The main results are existence,…

We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the eqution and mild conditions on the obstacle a unique continuous solution…

We investigate the Cauchy-Dirichlet problem for linear parabolic equations in divergence form. Under mild assumptions on the source term and the domain, we prove the existence of globally H\"{o}lder continuous solutions. Notably, our…

We consider constrained partial differential equations of hyperbolic type with a small parameter $\varepsilon>0$, which turn parabolic in the limit case, i.e., for $\varepsilon=0$. The well-posedness of the resulting systems is discussed…

We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…

In this paper we introduce a class of forward-backward stochastic differential equations on tensor fields of Riemannian manifolds, which are related to semi-linear parabolic partial differential equations on tensor fields. Moreover, we will…

In this paper, we study the Cauchy problem for backward stochastic partial differential equations (BSPDEs) involving fractional Laplacian operator. Firstly, by employing the martingale representation theorem and the fractional heat kernel,…

In this paper, we obtain the sharp $k$-th order Sobolev inequalities in the hyperbolic space ${\H}^n$ for all $k=1,2,3,\cdots$. This gives an answer to an open question raised by Aubin in [5, p.$\;$176-177] for $W^{k,2}({\H}^n)$ with $k>1$.…

The unique solvability of parabolic equations in Sobolev spaces with mixed norms is presented. The second order coefficients (except $a^{11}$) are assumed to be only measurable in time and one spatial variable, and VMO in the other spatial…

We establish the solvability of second order divergence type parabolic systems in Sobolev spaces. The leading coefficients are assumed to be only measurable in one spatial direction on each small parabolic cylinder with the spatial…

In this work we shall show that the Cauchy problem \begin{equation} \left\{ \begin{aligned} &(u_t+u^pu_x+\mathcal H\partial_x^2u+ \alpha\mathcal H\partial_y^2u )_x - \gamma u_{yy}=0 \quad p\in{\nat} &u(0;x,y)=\phi{(x,y)} \end{aligned}…

In this paper we consider the Cauchy problem for higher order weakly hyperbolic equations. We assume that the principal symbol depends only on one space variable and the characteristic roots $\tau_j$ verify the inequality \[\tau_j^2(x) +…

We show that hyperbolicity is a necessary condition for the well posedness of the noncharacteristic Cauchy problem for nonlinear partial differential equations. We give conditions on the initial data which are necessary for the existence of…

Covariant stochastic partial differential equations are studied in any dimension. A special class of such equations is selected and it is proven that the solutions can be analytically continued to Minkowski space-time yielding tempered…

We start with the classic result that the Cauchy problem for ideal compressible gas dynamics is locally well posed in time in the sense of Hadamard; there is a unique solution that depends continuously on initial data in Sobolev space $H^s$…