Related papers: BSDE and generalized Dirichlet forms: the infinite…

This paper is devoted to the study of the differentiability of solutions to real-valued backward stochastic differential equations (BSDEs for short) with quadratic generators driven by a cylindrical Wiener process. The main novelty of this…

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…

We introduce an iterative method to prove the existence and uniqueness of the complex-valued nonlinear elliptic PDE of the form $ -\Delta u + F(u) = f $ with Dirichlet or Neumann boundary conditions on a precompact domain $ \Omega \subset…

We study existence and regularity of weak solutions to a nonlinear parabolic Dirichlet problem $\partial_{t}u - \rho_{\lambda}(x)u\Delta u = \rho_{\lambda}(x)g_{0}(x)u$ on the half line $(0,\infty)$. We find weak solutions from $L^p\ (p <…

Given a nonautonomous and nonlinear differential equation \begin{equation}\label{DE} x'=A(t)x+f(t,x) \quad t\geq 0, \end{equation} on an arbitrary Banach space $X$, we formulate very general conditions for the associated linear equation…

We establish new global bifurcation theorems for dynamical systems in terms of local semiflows on complete metric spaces. These theorems are applied to the nonlinear evolution equation $u_t+A u=f_\lambda(u)$ in a Banach space $X$, where $A$…

In this paper we treat the numerical approximation of the two-phase parabolic obstacle-like problem: \[\Delta u -u_t=\lambda^+\cdot\chi_{\{u>0\}}-\lambda^-\cdot\chi_{\{u<0\}},\quad (t,x)\in (0,T)\times\Omega,\] where $T < \infty, \lambda^+…

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 study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic…

In this article we prove the existence and uniqueness of a (weak) solution $u$ in $L_p\left((0,T) , \Lambda_{\gamma+m}\right)$ to the Cauchy problem \begin{align} \notag &\frac{\partial u}{\partial t}(t,x)=\psi(t,i\nabla)u(t,x)+f(t,x),\quad…

In this paper, we study the well-posedness of multi-dimensional backward stochastic differential equations driven by $G$-Brownian motion ($G$-BSDEs) with diagonal generators, the $z$ parts of whose $l$-th components only depend on the…

We study applicability conditions of the Nehari manifold method for the equation of the form $ D_u T(u)-\lambda D_u F(u)=0 $ in a Banach space $W$, where $\lambda$ is a real parameter. Our study is based on the development of the theory…

The fractional Laplacian has been strongly studied during past decades. In this paper we present a different approach for the associated Dirichlet problem, using recent deep learning techniques. In fact, intensively PDEs with a stochastic…

It is shown that globally positive solutions of a linear second order parabolic partial differential equation on a bounded domain, with Dirichlet boundary conditions, are unique up to multiplication by a positive constant.

In this paper, we prove the small-time global null-controllability of forward (resp. backward) semilinear stochastic parabolic equations with globally Lipschitz nonlinearities in the drift and diffusion terms (resp. in the drift term). In…

We present a systematic method for computing explicit approximations to martingale representations for a large class of Brownian functionals. The approximations are obtained by obtained by computing a directional derivative of the weak…

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 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…

We introduce a class of second order backward stochastic differential equations and show relations to fully non-linear parabolic PDEs. In particular, we provide a stochastic representation result for solutions of such PDEs and discuss Monte…

In this paper, we consider the following nonlinear parabolic equation with non-coercive terms in \(R^N\) space \[ \dfrac{\partial u}{\partial t} -\nabla \cdot (a(x,t,u,\nabla u)+ \Phi(x,t,\nabla u))=f, \text{ in }\Omega \times (0,T). \]…