Related papers: Maximum Principle for Quasilinear Stochastic PDEs …
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 prove the existence and the uniqueness of a local maximal solution to an $H^1$-critical stochastic wave equation with multiplicative noise on a smooth bounded domain $\mathcal{D} \subset \mathbb{R}^2$ with exponential nonlinearity.…
In this paper, we study the maximum principle for stochastic optimal control problems of forward-backward stochastic difference systems (FBS{\Delta}Ss) where the uncertainty is modeled by a discrete time, finite state process, rather than…
We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence. We introduce the notion of pathwise…
In this article we find necessary and sufficient conditions for the strong maximum principle and compact support principle for non-negative solutions to the quasilinear elliptic inequalities $$\Delta_\infty u + G(|Du|) - f(u)\,\leq 0\quad…
The paper concerns boundary value problems for general nonautonomous first order quasilinear hyperbolic systems in a strip. We construct small global classical solutions, assuming that the right hand sides are small. In the case that all…
We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…
We introduce a notion of quasilinear parabolic equations over metric measure spaces. Under sharp structural conditions, we prove that local weak solutions are locally bounded and satisfy the parabolic Harnack inequality. Applications…
In this paper we study the positive solutions of sub linear elliptic equations with a Hardy potential which is singular at the boundary. By means of ODE techniques a fairly complete picture of the class of radial solutions is given. Local…
This article sets forth results on the existence, positivity and boundedness of solutions for quasilinear elliptic systems involving p-Laplacian and q-Laplacian operators. The approach combines Schaefer's fixed point, comparison principle…
We establish a spatial gradient maximum principle for classical solutions to the initial and Neumann boundary value problem of some quasilinear parabolic equations on smooth convex domains.
In this paper, we consider the following non-linear equations in unbounded domains $\Omega$ with exterior Dirichlet condition: \begin{equation*}\begin{cases} (-\Delta)_p^s u(x)=f(u(x)), & x\in\Omega,\\ u(x)>0, &x\in\Omega,\\ u(x)\leq0,…
In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary…
Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…
We use a nonlocal maximum principle to prove the global existence of smooth solutions for a slightly supercritical surface quasi-geostrophic equation. By this we mean that the velocity field $u$ is obtained from the active scalar $\theta$…
In this paper, we consider a stochastic decision problem for a system governed by a stochastic differential equation, in which an optimal decision is made in such a way to minimize a vector-valued accumulated cost over a finite-time horizon…
For quasilinear parabolic partial differential equations (PDEs) that exhibit finite-time blow up in open loop, i.e., under null boundary conditions, we provide an estimate of the region of attraction under cubic feedback laws applied at the…
Hu et. al 2018 studied a stochastic optimal control problem for fully coupled forward-backward stochastic control systems with a nonempty control domain. By assuming a weakly coupled condition, they established an approach to obtain the…
This work contributes to the limited literature on estimating the diffusivity or drift coefficient of nonlinear SPDEs driven by additive noise. Assuming that the solution is measured locally in space and over a finite time interval, we show…
In this talk we show that any spherically symmetric spacetime admits locally a maximal spacelike slicing. The above condition is reduced to solve a decoupled system of first order quasi-linear partial differential equations. The solution…