Related papers: Forward-Backward Evolution Equations and Applicati…
These lecture notes accompany two classes given at the NRHEP2 school. In the first lecture I introduce the basic concepts used for analyzing well-posedness, that is the existence of a unique solution depending continuously on given data, of…
This research is concerned with evolution equations and their forward-backward discretizations. Our first contribution is an estimation for the distance between iterates of sequences generated by forward-backward schemes, useful in the…
In this paper, we study the well-posedness of the Forward-Backward Stochastic Differential Equations (FBSDE) in a general non-Markovian framework. The main purpose is to find a unified scheme which combines all existing methodology in the…
We study initial-boundary value problems for linear evolution equations of arbitrary spatial order, subject to arbitrary linear boundary conditions and posed on a rectangular 1-space, 1-time domain. We give a new characterisation of the…
This paper is a continuation of \cite{zhang}, in which we established the wellposedness result and a comparison theorem for a class of one dimensional Forward-Backward SDEs. In this paper we extend the wellposedness result to high…
The paper studies a PDE model for the growth of a tree stem or a vine, having the form of a differential inclusion with state constraints. The equations describe the elongation due to cell growth, and the response to gravity and to external…
We present a framework which enables the analysis of dynamic inverse problems for wave phenomena that are modeled through second-order hyperbolic PDEs. This includes well-posedness and regularity results for the forward operator in an…
Variable-exponent fractional models attract increasing attentions in various applications, while the rigorous analysis is far from well developed. This work provides general tools to address these models. Specifically, we first develop a…
We consider a fourth order evolution equation involving a singular nonlinear term $\frac{\lambda}{(1-u)^{2}}$ in a bounded domain $\Omega\subset\R^{n}$. This equation arises in the modeling of microelectromechanical systems. We first…
Motivated by the optimality system associated with controlled (forward) Volterra integral equations (FVIEs, for short), the well-posedness of coupled forward-backward Voterra integral equations (FBVIEs, for short) is studied. The main…
In this article, we show that a technique for showing well-posedness results for evolutionary equations in the sense of [13] established in [16] applies to a broader class of non-autonomous integro-differential-algebraic equations. Using…
In this paper, we investigate two families of fully coupled linear Forward-Backward Stochastic Differential Equations (FBSDE). Within these families, one could get the same well-posedness of FBSDEs with totally different structures. The…
The back-propagation algorithm is the cornerstone of deep learning. Despite its importance, few variations of the algorithm have been attempted. This work presents an approach to discover new variations of the back-propagation equation. We…
Recent developments on financial markets have revealed the limits of Brownian motion pricing models when they are applied to actual markets. L\'evy processes, that admit jumps over time, have been found more useful for applications. Thus,…
Forward-backward stochastic differential equations (FBSDEs) have attracted significant attention since they were introduced almost 30 years ago, due to their wide range of applications, from solving non-linear PDEs to pricing American-type…
We derive the solution representation for a large class of nonlocal boundary value problems for linear evolution PDEs with constant coefficients in one space variable. The prototypical such PDE is the heat equation, for which problems of…
Consider the coupling of $2$ evolution equations, each generating a global process. We prove that the resulting system generates a new global process. This statement can be applied to differential equations of various kinds. In particular,…
We introduce a forward-backward-forward (FBF) algorithm for solving bilevel equilibrium problem associated with bifunctions on a real Hilbert space. This modifies the forward-backward algorithm by relaxing cocoercivity with monotone and…
It is well known that, under standard assumptions, initial value problems for fractional ordinary differential equations involving Caputo-type derivatives are well posed in the sense that a unique solution exists and that this solution…
This paper is concerned with the initial-boundary value problem for an evolutionary variational inequality complying with three intrinsic properties: complete irreversibility, unilateral equilibrium of an energy and an energy conservation…