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The Landau-Lifshitz-Gilbert equation perturbed by a multiplicative space-dependent noise is considered for a ferromagnet filling a bounded three-dimensional domain. We show the existence of weak martingale solutions taking values in a…
We prove strong existense of solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type.
For the Hamiltonian operator H = -{\Delta}+V(x) of the Schr\"odinger Equation with a repulsive potential, the problem of local decay is considered. It is analyzed by a direct method, based on a new, L^2 bounded, propagation observable. The…
We investigate existence and multiplicity of weak solutions for fourth-order problems involving the Leray-Lions type operators in variable exponent spaces and improve a result of Bonanno and Chinn\`{i} (2011). We use variational methods and…
This paper is concerned with a compressible MHD equations describing the evolution of viscous non-resistive fluids in piecewise regular bounded Lipschitz domains. Under the general inflow-outflow boundary conditions, we prove existence of…
We study the Navier-Stokes equations governing the motion of isentropic compressible fluid in three dimensions driven by a multiplicative stochastic forcing. In particular, we consider a stochastic perturbation of the system as a function…
In this work we investigate the existence of weak solutions for steady flows of generalized incompressible and homogeneous viscous fluids. The problem is modeled by the steady case of the generalized Navier-Stokes equations, where the…
We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that…
We study a cubic Dirac equation on $\mathbb{R}\times\mathbb{R}^{3}$ \begin{equation*} i \partial _t u + \mathcal{D} u + V(x) u = \langle \beta u,u \rangle \beta u \end{equation*} perturbed by a large potential with almost critical…
We study the Hull-White model for the term structure of interest rates in the presence of volatility uncertainty. The uncertainty about the volatility is represented by a set of beliefs, which naturally leads to a sublinear expectation and…
A new method is introduced for studying boundary value problems for a class of linear PDEs with {\it variable} coefficients. This method is based on ideas recently introduced by the author for the study of boundary value problems for PDEs…
We consider the following evolutionary Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\\ u(x,0)=\phi(x), \end{cases} \end{equation*} where $\phi(x)\in…
For a smooth, compact Riemannian manifold (M,g) of dimension $N \geg 3$, we are interested in the critical equation $$\Delta_g u+(N-2/4(N-1) S_g+\epsilon h)u=u^{N+2/N-2} in M, u>0 in M,$$ where \Delta_g is the Laplace--Beltrami operator,…
We describe a necessary condition for the local solvability of the strong inverse variational problem in the context of Monge-Amp\`ere partial differential equations and first-order Lagrangians. This condition is based on comparing…
In this paper, we investigate the chiral boundary value problem for the Landau-Lifshitz equation with helical derivatives. By introducing Sobolev spaces adapted to the helical derivative and establishing energy estimates that are compatible…
The vanishing of the divergence of the total stress tensor (magnetic plus kinetic) in a neighborhood of an equilibrium plasma containing a toroidal surface of discontinuity gives boundary and jump conditions that strongly constrain…
We consider Hamilton--Jacobi equations, where the Hamiltonian depends discontinuously on both the spatial and temporal location. Our main results are the existence and well--posedness of a viscosity solution to the Cauchy problem. We define…
We consider the existence of suitable weak solutions to the Cahn-Hilliard equation with a non-constant (degenerate) mobility on a class of evolving surfaces. We also show weak-strong uniqueness for the case of a positive mobility function,…
In this paper we investigate a path dependent optimal control problem on the process space with both drift and volatility controls, with possibly degenerate volatility. The dynamic value function is characterized by a fully nonlinear second…
Transition probabilities for stochastic systems can be expressed in terms of a functional integral over paths taken by the system. Evaluating the integral by the saddle point method in the weak-noise limit leads to a remarkable mapping…