Related papers: Path-dependent equations and viscosity solutions i…
We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This…
We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…
We establish global well-posedness of strong solutions for the nonhomogeneous magnetohydrodynamic equations with density-dependent viscosity and initial density allowing vanish in two-dimensional (2D) bounded domains. Applying delicate…
We develop new dynamically orthogonal tensor methods to approximate multivariate functions and the solution of high-dimensional time-dependent nonlinear partial differential equations (PDEs). The key idea relies on a hierarchical…
We prove that a general class of nonlinear, non-autonomous ODEs in Fr\'echet spaces are close to ODEs in a specific normal form, where closeness means that solutions of the normal form ODE satisfy the original ODE up to a residual that…
This paper is dedicated to the study of the initial value problem for density dependent incompressible viscous fluids in $\R^{N}$ with $N\geq2$. We address the question of well-posedness for {\it large} data having critical Besov regularity…
For large classes of systems of polynomial nonlinear PDEs necessary and sufficient conditions are given for the existence of solutions which are discontinuous across hyper-surfaces. These PDEs contain the Navier-Stokes equations, as well as…
In 1994 we showed that very large classes of systems of nonlinear PDEs have solutions which can be assimilated with usual measurable functions on the Euclidean domains of definition of the respective equations. Recently, the regularity of…
We prove the existence of viscosity solutions for fractional semilinear elliptic PDEs on open balls with bounded exterior condition in dimension $d\geq 1$. Our approach relies on a tree-based probabilistic representation based on a…
We investigate the behavior of integral formulations of variable coefficient elliptic partial differential equations (PDEs) in the presence of steep internal layers. In one dimension, the equations that arise can be solved analytically and…
This paper presents a mathematical analysis of an elliptic partial differential equation (PDE) designed to compute the geometric thickness of a given shape. The PDE-based formulation provides a direct and systematic approach to evaluate…
We consider a system of semilinear partial differential equations (PDEs) with a nonlinearity depending on both the solution and its gradient. The Neumann boundary condition depends on the solution in a nonlinear manner. The uniform…
We discuss a system of third order PDEs for strictly convex smooth functions on domains of Euclidean space. We argue that it may be understood as a closure of sorts of the first order prolongation of a family of second order PDEs. We…
This paper introduces general methodologies for constructing closed-form solutions to linear constant-coefficient partial differential equations (PDEs) with polynomial right-hand sides in two and three spatial dimensions. Polynomial…
For the quite extensively developed PDE backstepping methodology for coupled linear hyperbolic PDEs, we provide a generalization from finite collections of such PDEs, whose states at each location in space are vector-valued, to previously…
Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs for short) have been intensively investigated. In this paper we summarize some…
We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…
In this paper, we extend our study of mass transport in multicomponent isothermal fluids to the incompressible case. For a mixture, incompressibility is defined as the independence of average volume on pressure, and a weighted sum of the…
We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence. We introduce the notion of pathwise…
Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high…