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We prove an existence and uniqueness result for quasilinear Stochastic PDEs with obstacle (OSPDE in short). Our method is based on analytical technics coming from the parabolic potential theory. The solution is expressed as a pair $(u,\nu)$…

Probability · Mathematics 2014-03-28 Laurent Denis , Anis Matoussi , Jing Zhang

We prove the existence and uniqueness of solution of the obstacle problem for quasilinear stochastic partial differential equations (OSPDEs for short) with Neumann boundary condition. Our method is based on the analytical technics coming…

Probability · Mathematics 2018-06-08 Yuchao Dong , Xue Yang , Jing Zhang

We prove an existence and uniqueness result for the obstacle problem of quasilinear parabolic stochastic PDEs. The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic differential…

Probability · Mathematics 2010-10-13 Anis Matoussi , Lucretiu Stoica

We prove a maximum principle for local solutions of quasilinear stochastic PDEs with obstacle (in short OSPDE). The proofs are based on a version of It\^o's formula and estimates for the positive part of a local solution which is…

Probability · Mathematics 2013-04-17 Denis Laurent , Matoussi Anis , Zhang Jing

We prove an existence and uniqueness result for the obstacle problem for quasilinear stochastic integral-partial differential equations. Our method is based on the probabilistic interpretation of the solution using backward doubly SDEs with…

Probability · Mathematics 2018-06-08 Yuchao Dong , Xue Yang , Jing Zhang

We prove the existence and uniqueness of solution of quasilinear stochastic partial differential equations with obstacle (OSPDEs in short) in degenerate case. Using De Giorgi's iteration, we deduce the $L^p-$estimates for the time-space…

Probability · Mathematics 2018-04-25 Xue Yang , Jing Zhang

We prove an existence and uniqueness result for two-obstacle problem for quasilinear Stochastic PDEs (DOSPDEs for short). The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic…

Probability · Mathematics 2020-12-08 Laurent Denis , Anis Matoussi , Jing Zhang

We prove a maximum principle for local solutions of quasi-linear parabolic stochastic PDEs, with non-homogeneous second order operator on a bounded domain and driven by a space-time white noise. Our method based on an approximation of the…

Probability · Mathematics 2012-09-03 Laurent Denis , Anis Matoussi

We prove an existence and uniqueness result for quasilinear Stochastic PDEs with Obstacle (in short OSPDE) under a weaker integrability condition on the coefficient and the barrier.

Probability · Mathematics 2013-04-19 Laurent Denis , Anis Matoussi , Jing Zhang

This paper presents existence and uniqueness results for reflected system of quasilinear stochastic partial differential equations in a convex domain D from Rk. The method is based on the probabilistic interpretation of the solution by…

Probability · Mathematics 2018-01-03 Wissal Sabbagh , Tusheng Zhang

We consider obstacle problems for nonlinear stochastic evolution equations. More precisely, the leading operator in our equation is a nonlinear, second order pseudomonotone operator of Leray-Lions type. The multiplicative noise term is…

Probability · Mathematics 2025-07-17 Niklas Sapountzoglou , Yassine Tahraoui , Guy Vallet , Aleksandra Zimmermann

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

Numerical Analysis · Mathematics 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

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…

Analysis of PDEs · Mathematics 2021-08-17 Irina Kmit , Lutz Recke , Viktor Tkachenko

We study the Cauchy problem for fully nonlinear (stochastic) parabolic partial differential equations. We provide both in deterministic and stochastic case the existence of a maximal defined solution for the problem and we provide suitable…

Analysis of PDEs · Mathematics 2018-04-12 Antonio Agresti

We are interested in (uniformly) parabolic PDEs with a nonlinear dependance of the leading-order coefficients, driven by a rough right hand side. For simplicity, we consider a space-time periodic setting with a single spatial variable:…

Analysis of PDEs · Mathematics 2018-11-07 Felix Otto , Hendrik Weber

We construct least squares formulations of PDEs with inhomogeneous essential boundary conditions, where boundary residuals are not measured in unpractical fractional Sobolev norms, but which formulations nevertheless are shown to yield a…

Numerical Analysis · Mathematics 2025-05-12 Harald Monsuur , Robin Smeets , Rob Stevenson

We analyse the obstacle problem for the nonlocal parabolic operator \[\partial_t u + (-\Delta)^{s} u - b \cdot \nabla u - \mathcal{I}u - ru,\] where $b\in\mathbb{R}^n$, $r\in\mathbb{R}$, and $\mathcal{I}$ is a nonlocal lower order diffusion…

Analysis of PDEs · Mathematics 2021-07-08 Henrique Borrin , Diego Marcon

We study nonlinear parabolic PDEs with Orlicz-type growth conditions. The main result gives the existence of a unique solution to the obstacle problem related to these equations. To achieve this we show the boundedness of weak solutions and…

Analysis of PDEs · Mathematics 2016-04-12 Casimir Lindfors

We investigate the obstacle problem for a class of nonlinear equations driven by nonlocal, possibly degenerate, integro-differential operators, whose model is the fractional $p$-Laplacian operator with measurable coefficients. Amongst other…

Analysis of PDEs · Mathematics 2016-04-18 Janne Korvenpaa , Tuomo Kuusi , Giampiero Palatucci

We consider the obstacle problem with two irregular reflecting barriers for the Cauchy-Dirichlet problem for semilinear parabolic equations with measure data. We prove the existence and uniqueness of renormalized solutions of the problem…

Analysis of PDEs · Mathematics 2015-07-24 Tomasz Klimsiak , Andrzej Rozkosz
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