Related papers: BSDE and generalized Dirichlet forms: the finite d…
The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…
Consider the Leibenson equation \begin{equation*} \partial_t u = \Delta_p u^q, \end{equation*} where $\Delta_p f = div(|\nabla f|^{p-2}\nabla f)$ for $p>1$ and $q>0$, which is a simultaneous generalization of the porous media and the…
Liouville theorems for scaling invariant nonlinear parabolic equations and systems (saying that the equation or system does not possess nontrivial entire solutions) guarantee optimal universal estimates of solutions of related initial and…
The convective Brinkman-Forchheimer equations (CBFEs) \[ \frac{\partial \boldsymbol{X}}{\partial t} - \mu \Delta\boldsymbol{X} + (\boldsymbol{X}\cdot\nabla)\boldsymbol{X} + \alpha\boldsymbol{X} + \beta|\boldsymbol{X}|^{r-1}\boldsymbol{X} +…
We introduce a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows for merely measurable maps as solutions. This approach bypasses the standard problems arising by the application of…
In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…
This paper is devoted to the study of normalized solutions to the Kirchhoff type equation with a logarithmic perturbation\[-\left(a+b\int_{\mathbb{R}^3}|\nabla u|^2 \,\mathrm{d}x \right) \Delta u=\lambda u+|u|^{p-2}u+u\log u^2,\quad x…
A general lattice Boltzmann (LB) model is proposed for solving nonlinear partial differential equations with the form $\partial_t \phi+\sum_{k=1}^{m} \alpha_k \partial_x^k \Pi_k (\phi)=0$, where $\alpha_k$ are constant coefficients, and…
In this article, we deal with fractional stochastic differential equations, so-called Caputo type fractional backward stochastic differential equations (Caputo fBSDEs, for short), and study the well-posedness of an adapted solution to…
We consider positive solutions, possibly unbounded, to the semilinear equation $-\Delta u=f(u)$ on continuous epigraphs bounded from below. Under the homogeneous Dirichlet boundary condition, we prove new monotonicity results for $u$, when…
We extend the branching process based numerical algorithm of Bouchard et al. [3], that is dedicated to semilinear PDEs (or BSDEs) with Lipschitz nonlinearity, to the case where the nonlinearity involves the gradient of the solution. As in…
We present an existence theory for martingale and strong solutions to doubly nonlinear evolution equations in a separable Hilbert space in the form $$d(Au) + Bu\,dt \ni F(u)\,dt + G(u)\,dW$$ where both $A$ and $B$ are maximal monotone…
In this paper, we study the existence and asymptotic properties of solutions to the following fractional Kirchhoff equation \begin{equation*} \left(a+b\int_{\mathbb{R}^{3}}|(-\Delta)^{\frac{s}{2}}u|^{2}dx\right)(-\Delta)^{s}u=\lambda…
In this paper we investigate mean-field backward doubly stochastic differential equations (BDSDEs), i.e., BDSDEs whose driving coefficients also depend on the joint law of the solution process as well as the solution of an associated…
In this paper, we focus on a family of backward stochastic differential equations (BSDEs) with sub-differential operators that are driven by infinite-dimensional martingales which involve symmetry, that is, the process involves a positive…
Backward stochastic differential equations extend the martingale representation theorem to the nonlinear setting. This can be seen as path-dependent counterpart of the extension from the heat equation to fully nonlinear parabolic equations…
We approximate the solution $u$ of the Cauchy problem $$ \frac{\partial}{\partial t} u(t,x)=Lu(t,x)+f(t,x), \quad (t,x)\in(0,T]\times\bR^d, $$ $$ u(0,x)=u_0(x),\quad x\in\bR^d $$ by splitting the equation into the system $$…
We discuss existence, uniqueness, and space-time H\"older regularity for solutions of the parabolic stochastic evolution equation dU(t) = (AU(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), t\in [0,\Tend], U(0) = u_0, where $A$ generates an…
Two discretizations of a class of locally Lipschitz Markovian backward stochastic differential equations (BSDEs) are studied. The first is the classical Euler scheme which approximates a projection of the processes Z, and the second a novel…
We present some regularity results on the gradient of the weak or entropic-renormalized solution $u$ to the homogeneous Dirichlet problem for the quasilinear equations of the form \begin{equation*}\label{p-laplacian_eq} -{\rm div~}(|\nabla…