Related papers: Strong Solution of Backward Stochastic Partial Dif…
The probabilistic representation of weak solutions to a parabolic boundary value problem is established in the following framework. The boundary value problem consists of a second order parabolic equation defined on a time-varying Lipschitz…
We study strong existence and pathwise uniqueness for stochastic differential equations in $\RR^d$ with rough coefficients, and without assuming uniform ellipticity for the diffusion matrix. Our approach relies on direct quantitative…
We study existence and uniqueness for one-dimensional generalized stochastic differential equations with singular coefficients, including distributional drift and degenerate, possibly discontinuous, diffusion coefficients. Such…
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…
In this paper we consider the Cauchy problem for multidimensional elliptic equations in a cylindrical domain. The method of spectral expansion in eigenfunctions of the Cauchy problem for equations with deviating argument establishes a…
We prove continuity for bounded weak solutions of a nonlinear nonlocal parabolic type equation associated to a Dirichlet form with a rough kernel. The equation is allowed to be singular at the level zero, and solutions may change sign. If…
We establish the existence of solutions of the Cauchy problem for a higher-order semilinear parabolic equation by introducing a new majorizing kernel. We also study necessary conditions on the initial data for the existence of local-in-time…
In this paper we are concerned with the maximum principle for quasi-linear backward stochastic partial differential equations (BSPDEs for short) of parabolic type. We first prove the existence and uniqueness of the weak solution to…
In this paper, we consider the Cauchy problem for a class of weakly dissipative Camassa-Holm equations in nonhomogeneous Besov spaces. First, we prove that the Cauchy problem admits a unique global strong solution in Besov spaces with…
We study linear nonautonomous parabolic systems with dynamic boundary conditions. Next, we apply these results to show a theorem of local existence and uniqueness of a classical solution to a second order quasilinear system with nonlinear…
In this paper we consider multi-dimensional partial differential equations of parabolic type involving divergence form operators that possess a discontinuous coefficient matrix along some smooth interface. The solution of the equation is…
We study an infinite system of ordinary differential equations that models the evolution of coagulating and fragmenting clusters, which we assume to be composed of identical units. Under very mild assumptions on the coefficients we prove…
We prove that solutions to Cauchy problems related to the $p$-parabolic equations are stable with respect to the nonlinearity exponent $p$. More specifically, solutions with a fixed initial trace converge in an $L^q$-space to a solution of…
We establish some existence and regularity results to the Dirichlet problem, for a class of quasilinear elliptic equations involving a partial differential operator, depending on the gradient of the solution. Our results are formulated in…
We prove the global strong solvability of a quasilinear initial-boundary value problem with fractional time derivative of order less than one. Such problems arise in mathematical physics in the context of anomalous diffusion and the…
We consider the Cauchy problem for a system of fully nonlinear parabolic equations. In this paper, we shall show the existence of global-in-time solutions to the problem. Our condition to ensure the global existence is specific to the fully…
We prove maximal Schauder regularity for solutions to elliptic systems and Cauchy problems, in the space $C_b(\mathbb{R}^d;\mathbb{R}^m)$ of bounded and continuous functions, associated to a class of nonautonomous weakly coupled…
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…
The uniqueness of parabolic Cauchy problems is nowadays a classical problem and since Hadamard \cite{Ha} these kind of problems are known to be ill-posed and even severely ill-posed. Until now there are only few partial results concerning…
Results of investigation of the asymptotic behavior of solutions to the Cauchy problems for a quasi-linear parabolic equation with a small parameter at a higher derivative near singular points of limit solutions are presented. Interest to…