Related papers: Backward Stochastic Differential Equations Associa…
We prove global existence of finite energy weak solutions to the quantum Navier-Stokes equations in the whole space with non trivial far-field condition in dimensions d = 2,3. The vacuum regions are included in the weak formulation of the…
Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional…
In this work, we study an optimal boundary control for the stochastic Allen Cahn Navier Stokes system. The governing system of nonlinear partial differential equations consists of the stochastic Navier Stokes equations with non homogeneous…
In this paper, we investigate both deterministic and stochastic 2D Navier Stokes equations with anisotropic viscosity. For the deterministic case, we prove the global well-posedness of the system with initial data in the anisotropic Sobolev…
We describe the structure of solutions of the kinetic Fokker-Planck equations in domains with boundaries near the singular set in one-space dimension. We study in particular the behaviour of the solutions of this equation for inelastic…
We obtain estimates on the continuous dependence on the coefficient for second order non-linear degenerate Neumann type boundary value problems. Our results extend previous work of Cockburn et.al., Jakobsen-Karlsen, and Gripenberg to…
Several classic one-dimensional problems of variational calculus originating in non-relativistic particle mechanics have solutions that are analogues of spatially homogeneous and isotropic universes. They are ruled by an equation which is…
In this work, we prove existence and uniqueness of a bounded viscosity solution for the Cauchy problem of degenerate parabolic equations with variable exponent coefficients. We construct the solution directly using the stochastic…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
By analogy with the theory of Backward Stochastic Differential Equations, we define Backward Stochastic Difference Equations on spaces related to discrete time, finite state processes. This paper considers these processes as constructions…
The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport…
We prove a sufficient condition for nonlinear stability of relative equilibria in the planar $N$-vortex problem. This result builds on our previous work on the Hamiltonian formulation of its relative dynamics as a Lie--Poisson system. The…
In this paper, we consider inverse scattering and inverse boundary value problems at sufficiently large and fixed energy for the multidimensional relativistic Newton equation with an external potential $V$, $V\in C^2$. Using known results,…
Let w be the vorticity of a stationary solution of the two-dimensional Navier-Stokes equations with a drift term parallel to the boundary in the half-plane -\infty<x<\infty, y>1, with zero Dirichlet boundary conditions at y=1 and at…
In this work, we investigate the existence and uniqueness of solutions to the following 2D and 3D convective Brinkman-Forchheimer extended Darcy equations defined on a bounded smooth domain $\Omega\subset\mathbb{R}^d$, $d\in\{2,3\}$,…
In a preceding article, we have studied a generalization of the problem of finding a martingale on a manifold whose terminal value is known. This article completes the results obtained in the first article by providing uniqueness and…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
In this paper, we are concerned with the numerical solution for the backward fractional Feynman-Kac equation with non-smooth initial data. Here we first provide the regularity estimate of the solution. And then we use the backward Euler and…
Consider the time-periodic viscous incompressible fluid flow past a body with non-zero velocity at infinity. This article gives sufficient conditions such that weak solutions to this problem are smooth. Since time-periodic solutions do not…
We prove existence of global regular axially-symmetric solutions to the Navier-Stokes equations in a cylindrical domain. We assume the periodic boundary conditions on the top and the bottom of the cylinder, but on the lateral part we assume…