Related papers: Backward Stochastic Differential Equations Associa…
We consider the Navier-Stokes equations in vorticity form in $\mathbb{R}^2$ with a white noise forcing term of multiplicative type, whose spatial covariance is not regular enough to apply the It\^o calculus in $L^q$ spaces, $1<q<\infty$. We…
In this paper we present a method to derive classical solutions of the Navier-Stokes equations for non-stationary initial value problems in domain $\mathbb{R}^n$ ($n=2,3$ or higher). Exact solutions in $\mathbb{R}^2$ and $\mathbb{R}^3$ in…
In this study, we investigate a mixed problem linked to a second-order parabolic equation, characterized by temporal dependencies and variable~coefficients, and constrained by non-local, non-self-adjoint boundary conditions. By defining…
The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…
We consider a model of nonlinear wave equations with periodically varying wave speed and periodic external forcing. By imposing non-resonance conditions on the frequency, we establish the existence of the response solutions (i.e., periodic…
We study the long-time behavior of infinite-energy solutions to the incompressible Navier-Stokes equations in a two-dimensional exterior domain, with no-slip boundary conditions. The initial data we consider are finite-energy perturbations…
In this paper, we use the theory of symmetric Dirichlet forms to derive Feynman-Kac formulae for the forward problem of electrical impedance tomography with possibly anisotropic, merely measurable conductivities corresponding to different…
We elucidate the vector space (twisted relative cohomology) that is Poincar\'e dual to the vector space of Feynman integrals (twisted cohomology) in general spacetime dimension. The pairing between these spaces - an algebraic invariant…
A coupled forward-backward stochastic differential system (FBSDS) is formulated in spaces of fields for the incompressible Navier-Stokes equation in the whole space. It is shown to have a unique local solution, and further if either the…
We prove that the solution of the Hudson-Parthasarathy quantum stochastic differential equation in the Fock space coincides with the solution of a symmetric boundary value problem for the Schr\"odinger equation in the interaction…
We prove the existence and uniqueness of weak solution of a Neumann boundary problem for an elliptic partial differential equation (PDE for short) with a singular divergence term which can only be understood in a weak sense. A probabilistic…
We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term which can only be understood in a weak sense. A probabilistic…
We investigate the Cauchy problem for a 2x2-system of weakly coupled semi-linear fractional wave equations with polynomial nonlinearities posed in R+ x RN. Under appropriate conditions on the exponents and the fractional orders of the time…
The purpose of this paper is to study the existence of (weak) periodic solutions for nonlocal fractional equations with periodic boundary conditions. These equations have a variational structure and, by applying a critical point result…
The classical Feynman-Kac identity builds a bridge between stochastic analysis and partial differential equations (PDEs) by providing stochastic representations for classical solutions of linear Kolmogorov PDEs. This opens the door for the…
This paper deals with a one-dimensional wave equation with a nonlinear dynamic boundary condition and a Neumann-type boundary control acting on the other extremity. We consider a class of nonlinear stabilizing feedbacks that only depend on…
Strong solutions of the non-stationary Navier-Stokes equations under non-linearized slip or leak boundary conditions are investigated. We show that the problems are formulated by a variational inequality of parabolic type, to which…
Using group theory arguments, we demonstrate that, unlike in homogeneous media, no symmetric vortices of arbitrary order can be generated in two-dimensional (2D) nonlinear systems possessing a discrete-point symmetry. The only condition…
We discuss a class of stochastic second-order PDEs in one space-dimension with an inner boundary moving according to a possibly non-linear, Stefan-type condition. We show that proper separation of phases is attained, i.e., the solution…
We consider the two dimensional Navier-Stokes equations in vorticity form with a stochastic forcing term given by a gaussian noise, white in time and coloured in space. First, we prove existence and uniqueness of a weak (in the Walsh sense)…