Related papers: Obstacle problem for semilinear parabolic equation…

We consider reflected generalized backward doubly stochastic differential equations driven by a non-homogeneous L\'evy process. Under stochastic conditions on the coefficients, we prove the existence and uniqueness of a solution.…

We prove the $W^{1,2}_p$-estimate and solvability for the Dirichlet problem of second-order parabolic equations in simple convex polytopes with time irregular coefficients, when $p\in (1,2]$. We also consider the corresponding Neumann…

In the present paper, we study a Crouzeix-Raviart approximation of the obstacle problem, which imposes the obstacle constraint in the midpoints (i.e., barycenters) of the elements of a triangulation. We establish a priori error estimates…

We investigate the obstacle problem for generalized Dean--Kawasaki equations driven by correlated conservative noise, establishing the existence, uniqueness, and $L^1$-stability of stochastic kinetic solutions. Our core strategy combines a…

We construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…

We study necessary conditions and sufficient conditions for the existence of local-in-time solutions of the Cauchy problem for superlinear fractional parabolic equations. Our conditions are sharp and clarify the relationship between the…

We introduce and study the Dirichlet problem for double divergence form elliptic equations with coefficients of low regularity and boundary conditions given by general Borel measures. Under broad assumptions we establish the solvability of…

We construct and study a fundamental solution of Cauchy's problem for p-adic parabolic equations of a certain the type. The fundamental solution is the transition density of a p-adic Markov process.

We prove the Lewy-Stampacchia inequalities for the two obstacles problem in abstract form for T-monotone operators. As a consequence for a general class of quasi-linear elliptic operators of Ladyzhenskaya-Uraltseva type, including…

In this paper, we investigate the Cauchy problem for both linear and semi-linear elliptic equations. In general, the equations have the form \[ \frac{\partial^{2}}{\partial…

In this paper, we prove the existence and uniqueness of the solution to reflected backward doubly stochastic differential equations driven by Teugels martingales associated with a L\'evy process where the barrier process is not necessarily…

An inverse boundary value problem for the Helmholtz equation in a bounded domain is considered. The problem is to extract information about an unknown obstacle embedded in the domain with unknown impedance boundary condition (the Robin…

In this paper, we study two types of inverse problems for space semi-discrete stochastic parabolic equations in arbitrary dimensions. The first problem concerns a semi-discrete inverse source problem, which involves determining the random…

We consider the Cauchy-Dirichlet problem for second-order quasilinear non-divergence form operators of parabolic type. The data are Cara\-th\'e\-o\-dory functions, and the principal part is of $VMO_x$-type with respect to the variables $…

We show that two different notions of solutions to the obstacle problem for the porous medium equation, a potential theoretic notion and a notion based on a variational inequality, coincide for regular enough compactly supported obstacles.

In this paper, we use probabilistic approach to prove that there exists a unique weak solution to the Dirichlet boundary value problem for second order elliptic equations whose coefficients are signed measures, and we will give a…

We consider the acoustic field scattered by a bounded impenetrable obstacle and we study its dependence upon a certain set of parameters. As usual, the problem is modeled by an exterior Dirichlet problem for the Helmholtz equation $\Delta u…

In this article we study the Cauchy problem for a new class of parabolic-type pseudodifferential equations with variable coefficients for which the fundamental solutions are transition density functions of Markov processes in the four…

In this short note we consider RBSDE with Lipschitz drivers and barrier processes that are optional and right upper semicontinuous. We treat the case when the barrier can be represented as a decreasing limit of cadlag barriers. We combine…

We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on…