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This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…

Probability · Mathematics 2010-06-14 Kai Du , Shanjian Tang

In this article we deal with stochastic perturbation of degenerate parabolic partial differential equations (PDEs). The particular emphasise is on analysing the effect of multiplicative L\'{e}vy noise to such problems and establishing…

Analysis of PDEs · Mathematics 2016-04-19 Imran H. Biswas , Ananta K. Majee , Guy Vallet

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet…

Probability · Mathematics 2016-04-26 Tomasz Klimsiak , Andrzej Rozkosz

We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in…

Probability · Mathematics 2019-12-13 Andrea Pascucci , Antonello Pesce

We study quasilinear degenerate parabolic-hyperbolic stochastic partial differential equations with general multiplicative noise within the framework of kinetic solutions. Our results are twofold: First, we establish new regularity results…

Probability · Mathematics 2017-09-19 Benjamin Gess , Martina Hofmanová

We consider the Cauchy problem associated with a general parabolic partial differential equation in $d$ dimensions. We find a family of closed-form asymptotic approximations for the unique classical solution of this equation as well as…

Analysis of PDEs · Mathematics 2014-12-01 Matthew Lorig , Stefano Pagliarani , Andrea Pascucci

We study linear stochastic partial differential equations of parabolic type. We consider a new boundary value problem where a Cauchy condition is replaced by a prescribed average of the solution either over time and probabilistic space for…

Probability · Mathematics 2017-06-22 Nikolai Dokuchaev

In this paper, we study the solvability of a Cauchy- Dirichlet problem for nonlinear parabolic equation with non standard growths and nonlocal terms. We show the existence of weak solutions of the considered problem under more general…

Analysis of PDEs · Mathematics 2018-03-01 Ugur Sert , Eylem Ozturk

In this paper, we establish the well-posedness of Cauchy problems for weak solutions to second-order degenerate parabolic equations with a non-smooth, time-dependent degenerate elliptic part that includes both bounded and unbounded…

Analysis of PDEs · Mathematics 2025-12-04 Khalid Baadi

We investigate a one-dimensional nonlinear wave system which arises from a variational principle modeling a type of cholesteric liquid crystals. The problem treated here is the Cauchy problem for the same wave speed case with initial data…

Analysis of PDEs · Mathematics 2019-12-24 Yanbo Hu , Huijuan Song

In this paper, the method of constructing the asymptotics of the fundamental solution of the Cauchy problem for a degenerate linear parabolic equation with small diffusion is considered. Based on the results obtained in \cite{dn}, the study…

Analysis of PDEs · Mathematics 2020-09-17 Mark Rakhel

Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution…

Probability · Mathematics 2019-10-15 R. Mikulevicius , C. Phonsom

This paper studies the properties of solutions for a double nonlinear time-dependent parabolic equation with variable density, not in divergence form with a source or absorption. The problem is formulated as a partial differential equation…

Analysis of PDEs · Mathematics 2025-07-03 Mersiad Aripov , Makhmud Bobokandov

Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric…

Analysis of PDEs · Mathematics 2019-03-14 Máté Gerencsér , István Gyöngy , Nicolai Krylov

We prove existence of the largest and the smallest entropy solutions to the Cauchy problem for a nonlinear degenerate anisotropic parabolic equation. Applying this result, we establish the comparison principle in the case when at least one…

Analysis of PDEs · Mathematics 2020-04-20 Evgeny Yu. Panov

We consider a scalar, possibly degenerate parabolic equation with a source term, in several space dimensions. For initial data with bounded variation we prove the existence of solutions to the initial-value problem. Then we show that these…

Analysis of PDEs · Mathematics 2018-01-08 Giuseppe Coclite , Andrea Corli , Lorenzo di Ruvo

This paper deals with nonnegative solutions of the one dimensional degenerate parabolic equations with zero homogeneous Dirichlet boundary condition. To obtain an existence result, we prove a sharp gradient estimate of |u_x|. Besides, we…

Analysis of PDEs · Mathematics 2015-04-13 Anh Dao Nguyen

In the paper, we consider the Cauchy problem for a fifth order pseudoparabolic equation that appears in studying the issues of fluid filtration in fissured media, the moisture transfer in soils and etc. The Cauchy problem with non-classic…

Analysis of PDEs · Mathematics 2012-12-27 Ilgar G. Mamedov

We prove in this short report the existence of a fundamental solution (F.S.) for the Cauchy initial boundary problem on the whole space for the parabolic differential equation having at origin the point of non-integrable unbounded…

Analysis of PDEs · Mathematics 2019-12-05 M. R. Formica , E. Ostrovsky , L. Sirota

We study the Cauchy problem for a semilinear stochastic partial differential equation driven by a finite-dimensional Wiener process. In particular, under the hypothesis that all the coefficients are sufficiently smooth and have bounded…

Analysis of PDEs · Mathematics 2012-02-10 Martina Hofmanova