Related papers: Stochastic and partial differential equations on n…
In this paper we will study the existence and uniqueness of the solution for the stochastic variational inequality with oblique subgradients of the following form:{l} dX_{t}+H(X_{t}) \partial \phi (X_{t}) (dt) \ni f(t,X_{t}) dt+g(t,X_{t})…
This paper is concerned with existence of viscosity solutions of non-translation invariant nonlocal fully nonlinear equations. We construct a discontinuous viscosity solution of such nonlocal equation by Perron's method. If the equation is…
A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…
This article studies the problem of estimating the state variable of non-smooth subdifferential dynamics constrained in a bounded convex domain given some real-time observation. On the one hand, we show that the value function of the…
We prove that boundary value problems for fully nonlinear second-order parabolic equations admit $L_{p}$-viscosity solutions, which are in $C^{1+\alpha}$ for an $\alpha\in(0,1)$. The equations have a special structure that the "main" part…
A framework is developed for a robust and highly accurate numerical solution of the coupled Stokes-Darcy system in three dimensions. The domain decomposition method is based on a Dirichlet-Neumann type splitting of the interface conditions…
In this article, we describe an approach for solving partial differential equations with general boundary conditions imposed on arbitrarily shaped boundaries. A function that has a prescribed value on the domain in which a differential…
We obtain estimates on the continuous dependence on the coefficient for second order non-linear degenerate Neumann type boundary value problems. Our results extend previous work of Cockburn et.al., Jakobsen-Karlsen, and Gripenberg to…
We show that in bounded domains with no-slip boundary conditions, the Navier-Stokes pressure can be determined in a such way that it is strictly dominated by viscosity. As a consequence, in a general domain we can treat the Navier-Stokes…
We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness for the solution. We also express the solution in terms of an explicit formula. Moving boundaries may generate singularities when they touch. We…
We present a simple and efficient variational finite difference method for simulating time-dependent Stokes flow in the presence of irregular free surfaces and moving solid boundaries. The method uses an embedded boundary approach on…
We present simple assumptions on the constraints defining a hard core dynamics for the associated reflected stochastic differential equation to have a unique strong solution. Time-reversibility is proven for gradient systems with normal…
We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…
In this paper, we study a multi-dimensional backward stochastic differential equation (BSDE) with oblique reflection, which is a BSDE reflected on the boundary of a special unbounded convex domain along an oblique direction, and which…
In this paper, we treat the inverse problem of determining two time-dependent coefficients appearing in a dissipative wave equation, from measured Neumann boundary observations. We establish in dimension $n\geq 2$, stability estimates with…
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…
We examine the so-called micropolar equations in three dimensional cylindrical domains under Navier boundary conditions. These equations form a generalization of the ordinary incompressible Navier-Stokes model, taking the structure of the…
We consider the compressible Navier-Stokes system on time-dependent domains with prescribed motion of the boundary. For both the no-slip boundary conditions as well as slip boundary conditions we prove local-in-time existence of strong…
In this work we investigate the existence and uniqueness of Struwe-like solutions for a system of partial differential equations modeling the dynamics of magnetoviscoelastic fluids. The considered system couples a Navier-Stokes type…
In this paper we propose a notion of viscosity solutions for path dependent semi-linear parabolic PDEs. This can also be viewed as viscosity solutions of non-Markovian backward SDEs, and thus extends the well-known nonlinear Feynman-Kac…