Related papers: Maximum Principle for Quasi-linear Backward Stocha…
We consider quasilinear elliptic systems in divergence form. In general, we cannot expect that weak solutions are locally bounded because of De Giorgi's counterexample. Here we assume a condition on the support of off-diagonal coefficients…
We study the existence of a minimal supersolution for backward stochastic differential equations when the terminal data can take the value +$\infty$ with positive probability. We deal with equations on a general filtered probability space…
We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…
We prove an existence and uniqueness result for the obstacle problem of quasilinear parabolic stochastic PDEs. The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic differential…
We develop strong and weak maximum principles for boundary-degenerate elliptic and parabolic linear second-order partial differential operators, $Au := -\mathrm{tr}(aD^2u)-<b, Du> + cu$, with partial Dirichlet boundary conditions. The…
We consider a parabolic sine-Gordon model with periodic boundary conditions. We prove a fundamental maximum principle which gives a priori uniform control of the solution. In the one-dimensional case we classify all bounded steady states…
In this paper we investigate maximum principles for functionals defined on solutions to special partial differential equations of elliptic type, extending results by Payne and Philippin. We apply such maximum principles to investigate one…
The aim of this article is to study the asymptotic behaviour for large times of solutions to a certain class of stochastic partial differential equations of parabolic type. In particular, we will prove the backward uniqueness result and the…
We introduce a novel class of semilinear nonlocal backward stochastic partial differential equations (BSPDE) on half-spaces driven by an infinite-dimensional c\`adl\`ag martingale. The equations exhibit a degeneracy and have no explicit…
Using probabilistic methods, we establish a-priori estimates for two classes of quasilinear parabolic systems of partial differential equations (PDEs). We treat in particular the case of a nonlinearity which has quadratic growth in the…
This is a study of a class of nonlocal nonlinear diffusion equations. We present a strong maximum principle for nonlocal time-dependent Dirichlet problems. Results are for bounded functions of space, rather than (semi)-continuous functions.…
We prove weak and strong maximum principles, including a Hopf lemma, for smooth subsolutions to equations defined by linear, second-order, partial differential operators whose principal symbols vanish along a portion of the domain boundary.…
Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…
Backward stochastic differential equations (BSDEs) in the sense of Pardoux-Peng [Backward stochastic differential equations and quasilinear parabolic partial differential equations, Lecture Notes in Control and Inform. Sci., 176, 200--217,…
We introduce a novel technique for proving global strong discrete maximum principles for finite element discretizations of linear and semilinear elliptic equations for cases when the common, matrix-based sufficient conditions are not…
We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…
In this paper, we prove that there exists a unique weak solution to the mixed boundary value problem for a general class of semilinear second order elliptic partial differential equations with singular coefficients. Our approach is…
In dimension two or three, the weak maximum principal for biharmonic equation is valid in any bounded Lipschitz domains. In higher dimensions (greater than three), it was only known that the weak maximum principle holds in convex domains or…
The paper is concerned with the mathematical theory and numerical approximation of systems of partial differential equations (pde) of hyperbolic, pseudo-parabolic type. Some mathematical properties of the initial-boundary-value problem…
Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) are key ingredients in a number of models in physics and financial engineering. In particular, parabolic PDEs and BSDEs are fundamental…