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We prove the existence and uniqueness of solution of the obstacle problem for quasilinear Stochastic PDEs with non-homogeneous second order operator. Our method is based on analytical technics coming from the parabolic potential theory. The…

Probability · Mathematics 2013-01-08 Denis Laurent , Matoussi Anis , Zhang Jing

We consider the Cauchy problem for a system of fully nonlinear parabolic equations. In this paper, we shall show the existence of global-in-time solutions to the problem. Our condition to ensure the global existence is specific to the fully…

Analysis of PDEs · Mathematics 2022-02-11 Takahiro Kosugi , Ryuichi Sato

This paper presents a probabilistic interpretation for the weak Sobolev solution of the obstacle problem for semilinear parabolic partial integro-differential equations (PIDEs). The results of Leandre (1985) concerning the homeomorphic…

Probability · Mathematics 2014-02-26 Anis Matoussi , Wissal Sabbagh , Chao Zhou

We establish the unique solvability of solutions in Sobolev spaces to linear parabolic equations in a more general form than those in the literature. A distinguishing feature of our equations is the inclusion of a half-order time derivative…

Analysis of PDEs · Mathematics 2024-11-26 Pilgyu Jung , Doyoon Kim

In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neumann boundary condition. The approximation we use is based on…

Probability · Mathematics 2015-10-30 Khaled Bahlali , Lucian Maticiuc , Adrian Zalinescu

The purpose of the research is to find the numerical solutions to the system of time dependent nonlinear parabolic partial differential equations (PDEs) utilizing the Modified Galerkin Weighted Residual Method (MGWRM) with the help of…

Numerical Analysis · Mathematics 2023-07-11 Hazrat Ali , Nilormy Gupta Trisha , Md. Shafiqul Islam

This paper is devoted to the study of the large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. This work is the sequel of [13] in which a probabilistic method was developped to show that the…

Probability · Mathematics 2015-09-18 Ying Hu , Pierre-Yves Madec

We study a nonlocal nonlinear parabolic problem with a fractional time derivative. We prove a Krylov-Safonov type result; mainly, we prove Holder regularity of solutions. Our estimates remain uniform as the order of the fractional time…

Analysis of PDEs · Mathematics 2017-05-05 Mark Allen

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

This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…

Optimization and Control · Mathematics 2024-11-25 Juan Liu , Nan-Jing Huang , Xian-Jun Long , Xue-song Li

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…

Probability · Mathematics 2020-03-17 Khaled Bahlali , Brahim Boufoussi , Soufiane Mouchtabih

Multiscale analysis of a degenerate pseudoparabolic variational inequality, modelling the two-phase flow with dynamical capillary pressure in a perforated domain, is the main topic of this work. Regularisation and penalty operator methods…

Analysis of PDEs · Mathematics 2018-10-01 Mariya Ptashnyk

This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…

Numerical Analysis · Mathematics 2019-07-08 Robert Altmann , Christoph Zimmer

We prove existence of weak solutions to the obstacle problem for semilinear wave equations (including the fractional case) by using a suitable approximating scheme in the spirit of minimizing movements. This extends the results in [9],…

Analysis of PDEs · Mathematics 2021-04-05 Mauro Bonafini , Van Phu Cuong Le , Matteo Novaga , Giandomenico Orlandi

We analyze the asymptotic behavior for a system of fully nonlinear parabolic and elliptic quasi variational inequalities. These equations are related to robust switching control problems introduced in [3]. We prove that, as time horizon…

Probability · Mathematics 2017-02-07 Erhan Bayraktar , Andrea Cosso , Huyên Pham

A threshold result was proved in this paper for semilinear parabolic system with pure power type nonlinearities

Analysis of PDEs · Mathematics 2010-09-21 Qiuyi Dai Haiyang He Junhui Xie

We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the…

Numerical Analysis · Mathematics 2021-12-13 Per Ljung , Roland Maier , Axel Målqvist

In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…

Probability · Mathematics 2022-09-14 Seiichiro Kusuoka

In this paper, we present a novel stochastic method for solving variational inequalities (VI) in the context of Markovian noise. By leveraging Extragradient technique, we can productively solve VI optimization problems characterized by…

Optimization and Control · Mathematics 2026-05-18 Vladimir Solodkin , Michael Ermoshin , Roman Gavrilenko , Aleksandr Beznosikov

In this study, we investigate a mixed problem linked to a second-order parabolic equation, characterized by temporal dependencies and variable~coefficients, and constrained by non-local, non-self-adjoint boundary conditions. By defining…

Analysis of PDEs · Mathematics 2024-11-26 Yu. A. Mammadov , H. I. Ahmadov