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Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the…

Probability · Mathematics 2009-10-24 Kai Du , Shanjian Tang

We consider the non-degenerate second-order parabolic partial differential equations of non-divergence form with bounded measurable coefficients (not necessary continuous). Under some assumptions it is known that the fundamental solution to…

Probability · Mathematics 2015-04-27 Seiichiro Kusuoka

We analyze the exponential stability of distributed parameter systems. The system we consider is described by a coupled parabolic partial differential equation with spatially varying coefficients. We approximate the coefficients by…

Optimization and Control · Mathematics 2019-05-21 Masashi Wakaiki

A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…

Numerical Analysis · Mathematics 2010-08-17 V. Franklin , M. Paramasivam , S. Valarmathi , J. J. H. Miller

In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…

Functional Analysis · Mathematics 2022-05-02 Antonio Agresti , Mark Veraar

We study a general linear parabolic problem for Petrovskii parabolic differential system in Sobolev anisotropic distribution spaces of generalized smoothness. Slowly varying functions are used to characterize supplementary generalized…

Analysis of PDEs · Mathematics 2026-05-06 Valerii Los , Vladimir Mikhailets , Aleksandr Murach

We study the numerical approximation of a coupled hyperbolic-parabolic system by a family of discontinuous Galerkin space-time finite element methods. The model is rewritten as a first-order evolutionary problem that is treated by the…

Numerical Analysis · Mathematics 2024-06-21 Markus Bause , Sebastian Franz

This paper investigates the Arnowitt--Deser--Misner (hereafter ADM) form of spherically symmetric gravity with variable Newton parameter G and cosmological term Lambda(c). The Newton parameter is here treated as a dynamical variable, rather…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Giampiero Esposito , Claudio Rubano , Paolo Scudellaro

We consider constrained partial differential equations of hyperbolic type with a small parameter $\varepsilon>0$, which turn parabolic in the limit case, i.e., for $\varepsilon=0$. The well-posedness of the resulting systems is discussed…

Analysis of PDEs · Mathematics 2022-02-15 Robert Altmann , Christoph Zimmer

We consider analytically weak solutions to semilinear stochastic partial differential equations with non-anticipating coefficients driven by cylindrical Brownian motion. The solutions are allowed to take values in general separable Banach…

Probability · Mathematics 2021-03-17 David Criens , Moritz Ritter

It is shown that globally positive solutions of a linear second order parabolic partial differential equation on a bounded domain, with Robin boundary conditions, are unique up to multiplication by a positive constant.

Analysis of PDEs · Mathematics 2017-08-22 Janusz Mierczyński

This work deals with the existence of an almost periodic solution for certain kind of differential equations with generalized piecewise constant argument, almost periodic coefficients which are seen as a perturbation of a linear equation of…

Dynamical Systems · Mathematics 2014-01-03 Samuel Castillo , Manuel Pinto

We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…

Analysis of PDEs · Mathematics 2022-07-19 Marek Kryspin , Janusz Mierczyński

We study a higher order parabolic partial differential equation that arises in the context of condensed matter physics. It is a fourth order semilinear equation whose nonlinearity is the determinant of the Hessian matrix of the solution. We…

Analysis of PDEs · Mathematics 2016-04-04 Carlos Escudero , Filippo Gazzola , Robert Hakl , Ireneo Peral , Pedro J. Torres

We consider the identification of a nonlinear friction law in a one-dimensional damped wave equation from additional boundary measurements. Well-posedness of the governing semilinear hyperbolic system is established via semigroup theory and…

Numerical Analysis · Mathematics 2017-04-26 Herbert Egger , Thomas Kugler , Nikolai Strogies

We consider a parabolic sine-Gordon model with periodic boundary conditions. We prove a fundamental maximum principle which gives a priori uniform control of the solution. In the one-dimensional case we classify all bounded steady states…

Analysis of PDEs · Mathematics 2021-06-15 Xinyu Cheng , Dong Li , Chaoyu Quan , Wen Yang

The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of…

Probability · Mathematics 2018-05-18 Kai Du

We consider linear parabolic equations on a random non-cylindrical domain. Utilizing the domain mapping method, we write the problem as a partial differential equation with random coefficients on a cylindrical deterministic domain.…

Analysis of PDEs · Mathematics 2019-12-11 Ana Djurdjevac

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…

Analysis of PDEs · Mathematics 2018-09-27 Alessia Ascanelli , Sandro Coriasco , André Süß

Malliavin calculus is implemented in the context of [M. Hairer, A theory of regularity structures, Invent. Math. 2014]. This involves some constructions of independent interest, notably an extension of the structure which accomodates a…

Probability · Mathematics 2018-08-08 Giuseppe Cannizzaro , Peter K. Friz , Paul Gassiat