Related papers: The obstacle problem for quasilinear stochastic PD…
Our aim is to study the well-posedness of quasilinear stochastic partial differential equations driven by G-Brownian motion (GSPDEs for short) and the associated backward doubly stochastic differential equations (GBDSDEs for short). We…
We propose a new and simpler residual based a posteriori error estimator for finite element approximation of the elliptic obstacle problem. The results in the article are two fold. Firstly, we address the influence of the inhomogeneous…
Inhomogeneous essential boundary conditions can be appended to a well-posed PDE to lead to a combined variational formulation. The domain of the corresponding operator is a Sobolev space on the domain $\Omega$ on which the PDE is posed,…
Pseudospectral approximation provides a means to approximate the dynamics of delay differential equations (DDE) by ordinary differential equations (ODE). This article develops a computer-aided algorithm to determine the distance between the…
We discuss some regularity issues in the study of the obstacle problem. In particular, we present a recent result by O. Savin and the author on the regularity of the singular set for the obstacle problem with a fully nonlinear elliptic…
We study the reducibility of a Linear Schr\"odinger equation subject to a small unbounded almost-periodic perturbation which is analytic in time and space. Under appropriate assumptions on the smallness, analiticity and on the frequency of…
We study a wide class of linear inhomogeneous boundary-value problems for $r$th order ODE-systems depending on a parameter $\mu$ belonging to a general metric space $\mathcal M$. The solutions belong to the Sobolev spaces $(W^{n+r}_p)^m$,…
We prove existence and uniqueness of the reflected backward stochastic differential equation's (RBSDE) solution with a lower obstacle which is assumed to be right upper-semicontinuous but not necessarily right-continuous in a filtration…
We prove a stochastic homogenization result for a class of \emph{nonlinear} and \emph{nonlocal} variational problems in domains with many small randomly distributed (bilateral) obstacles. Our model case is a Dirichlet problem for the…
We prove quasi-monotonicity formulas for classical obstacle-type problems with energies being the sum of a quadratic form with Lipschitz coefficients, and a H\"older continuous linear term. With the help of those formulas we are able to…
The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…
We study the obstacle problem for unbounded sets in a proper metric measure space supporting a (p,p)-Poincare inequality. We prove that there exists a unique solution. We also prove that if the measure is doubling and the obstacle is…
In this paper, we analyze a real-valued reflected backward stochastic differential equation (RBSDE) with an unbounded obstacle and an unbounded terminal condition when its generator $f$ has quadratic growth in the $z$-variable. In…
We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…
We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…
We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…
Rough stochastic differential equations (rough SDEs), recently introduced by Friz, Hocquet and L\^e in arXiv:2106.10340, have emerged as a versatile tool to study "doubly" SDEs under partial conditioning (with motivation from pathwise…
We prove the existence of weak solutions for the one obstacle problem associated with a class of quasilinear wave equations in one space dimension, extending previous results obtained in the linear case, and we also address the two…
We study the double obstacle problem for p-harmonic functions on arbitrary bounded nonopen sets E in quite general metric spaces. The Dirichlet and single obstacle problems are included as special cases. We obtain Adams' criterion for the…
Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…