Related papers: Backward Stochastic Differential Equations Associa…

In this paper, we study the existence of random periodic solutions for semilinear stochastic differential equations. We identify these as the solutions of coupled forward-backward infinite horizon stochastic integral equations in general…

We consider weak solutions to a two-dimensional simplified Ericksen-Leslie system of compressible flow of nematic liquid crystals. An initial-boundary value problem is first studied in a bounded domain. By developing new techniques and…

We consider the incompressible 2D Navier-Stokes equations on the torus, driven by a deterministic time periodic force and a noise that is white in time and degenerate in Fourier space. The main result is twofold. Firstly, we establish a…

We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when…

In this paper we discuss a family of viscous Cahn-Hilliard equations with a non-smooth viscosity term. This system may be viewed as an approximation of a "forward-backward" parabolic equation. The resulting problem is highly nonlinear,…

This paper is a follow-up of article [Gerard-Varet and Lacave, ARMA 2013], on the existence of global weak solutions to the two dimensional Euler equations in singular domains. In [Gerard-Varet and Lacave, ARMA 2013], we have established…

We study the existence and uniqueness of the stochastic viscosity solutions of fully nonlinear, possibly degenerate, second order stochastic pde with quadratic Hamiltonians associated to a Riemannian geometry. The results are new and extend…

In this article we prove new results regarding the existence and the uniqueness of global variational solutions to Neumann initial-boundary value problems for a class of non-autonomous stochastic parabolic partial differential equations.…

We show that particle trajectories for positive vorticity solutions to the 2D Euler equations on fairly general bounded simply connected domains cannot reach the boundary in finite time. This includes domains with possibly nowhere $C^1$…

Backward stochastic partial differential equations of parabolic type in bounded domains are studied in the setting where the coercivity condition is not necessary satisfied and the equation can be degenerate. Some generalized solutions…

In this paper we derive a two-component system of nonlinear equations which model two-dimensional shallow water waves with constant vorticity. Then we prove well-posedness of this equation using a geometrical framework which allows us to…

In this paper, we consider initial-boundary value problems for two-component nonlinear systems of time-fractional diffusion equations with the homogeneous Neumann boundary condition and non-negative initial values. The main results are the…

In this paper we compute asymptotics of solutions of the kinetic Fokker-Planck equation with inelastic boundary conditions which indicate that the solutions are nonunique if $r < r_c$. The nonuniqueness is due to the fact that different…

In this paper, we deal with a class of multivalued backward doubly stochastic differential equations with time delayed coefficients. Based on a slight extension of the existence and uniqueness of solutions for backward doubly stochastic…

We prove well-posedness results for the solution to an initial and boundary-value problem for an Allen-Cahn type equation describing the phenomenon of phase transitions for a material contained in a bounded and regular domain. The dynamic…

We are concerned with the Cauchy problem of the two-dimensional (2D) nonhomogeneous incompressible Navier-Stokes equations with vacuum as far-field density. It is proved that if the initial density decays not too slow at infinity, the 2D…

In this paper we derive a probabilistic representation of the deterministic 3-dimensional Navier--Stokes equations in the presence of spatial boundaries. The formulation in the absence of spatial boundaries was done by the authors in [Comm.…

In this paper we will prove that the vorticity belongs to L1(0; T ; L2(\Omega)) for 3D incompressible Navier-Stokes equation with periodic initial-boundary value conditions, then the existence of a global smooth solution is obtained. Our…

We study the initial-boundary value problem of the Navier-Stokes equations for incompressible fluids in a general domain in $\R^n$ with compact and smooth boundary, subject to the kinematic and vorticity boundary conditions on the non-flat…

We study stability of stationary solutions for a class of non-local semilinear parabolic equations. To this end, we prove the Feynman--Kac formula for a L\'{e}vy processes with time-dependent potentials and arbitrary initial condition. We…