Related papers: Parabolic partial differential equations with disc…

We review $H^{1}$-well-posedness for initial value problems of ordinary differential equations with state-dependent right-hand side. We streamline known approaches to infer existence and uniqueness of solutions for small times given a…

In this paper we prove well-posedness and stabibility of a class of stochastic delay differential equations with singular drift. Moreover, we show local well-posedness under localized assumptions.

In this paper we study the relationship between functional forward-backward stochastic systems and path-dependent PDEs. In the framework of functional It\^o calculus, we introduce a path-dependent PDE and prove that its solution is uniquely…

We consider differential delay equations of the form $\partial_tx(t) = X_{t}(x(t - \tau))$ in $\mathbb{R}^n$, where $(X_t)_{t\in S^1}$ is a time-dependent family of smooth vector fields on $\mathbb{R}^n$ and $\tau$ is a delay parameter. If…

This paper develops the necessary ingredients for the variational approach of initial boundary-value problems of parabolic partial differential equations on a fixed spatial domain containing evolving subdomains. In particular, we introduce…

Using purely probabilistic methods, we prove the existence and the uniqueness of solutions fora system of coupled forward-backward stochastic differential equations (FBSDEs) with measurable, possibly discontinuous coefficients. As a…

We present an application of recent well-posedness results in the theory of delay differential equations for ordinary differential equations arXiv:2308.04730 to a generalized population model for stem cell maturation. The weak approach…

In this paper, we accomplish the existence and stability of the solution of a class of delay rough partial differential equations (DRPDEs). Moreover, we prove that the solution of DRPDEs can converge to that of RPDEs in sense of some…

In this paper, we establish a theory of well-posedness for delay differential equations (DDEs) via notions of \textit{prolongations} and \textit{$C^1$-prolongations}, which are continuous and continuously differentiable extensions of…

We prove the equivalence of the well-posedness of a partial differential equation with delay and an associated abstract Cauchy problem. This is used to derive sufficient conditions for well-posedness, exponential stability and norm…

We analyze a class of nonlinear partial differential equations (PDEs) defined on $\mathbb{R}^d \times \mathcal{P}_2(\mathbb{R}^d),$ where $\mathcal{P}_2(\mathbb{R}^d)$ is the Wasserstein space of probability measures on $\mathbb{R}^d$ with…

We prove short time existence, uniqueness and continuous dependence on the initial data of smooth solutions of quasilinear locally parabolic equations of arbitrary even order on closed manifolds.

In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…

In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…

Parabolic partial differential equations with state-dependent delays (SDDs) are investigated. The delay term presented by Stieltjes integral simultaneously includes discrete and distributed SDDs. The singular Lebesgue-Stieltjes measure is…

Little seems to be known about the invariant manifolds for stochastic partial differential equations (SPDEs) driven by nonlinear multiplicative noise. Here we contribute to this aspect and analyze the Lu-Schmalfu{\ss} conjecture…

This paper explores the relationship between non-Markovian fully coupled forward-backward stochastic systems and path-dependent PDEs. The definition of classical solution for the path-dependent PDE is given within the framework of…

We show convergence of solutions to equilibria for quasilinear parabolic evolution equations in situations where the set of equilibria is non-discrete, but forms a finite-dimensional $C^1$-manifold which is normally hyperbolic. Our results…

This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…

The objective of this paper is to clarify the relationship between the $C^1$-smooth dependence of solutions to delay differential equations (DDEs) on initial histories (i.e., initial conditions) and delay parameters. For this purpose, we…