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We investigate a class of degenerate fully nonlinear nonlocal elliptic equations with Hamiltonian terms. By precisely characterizing the interaction between the degeneracy law of equations and the growth behavior of the Hamiltonian terms,…

Analysis of PDEs · Mathematics 2025-11-18 Yuzhou Fang , Juha Kinnunen , Chao Zhang

We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…

Probability · Mathematics 2013-08-01 Nikolai Dokuchaev

In this paper we prove that the unique entropy solution to a scalar nonlinear conservation law with strictly monotone velocity and nonnegative initial condition can be rigorously obtained as the large particle limit of a microscopic…

Analysis of PDEs · Mathematics 2016-05-20 Marco Di Francesco , Simone Fagioli , Massimiliano D. Rosini

This paper addresses the three concepts of \textit{ consistency, stability and convergence } in the context of compact finite volume schemes for systems of nonlinear hyperbolic conservation laws. The treatment utilizes the framework of…

Numerical Analysis · Mathematics 2020-03-17 Matania Ben-Artzi , Jiequan Li

We consider linear and nonlinear hyperbolic SPDEs with mixed derivatives with additive space-time Gaussian white noise of the form $Y_{xt}=F(Y) + \sigma W_{xt}.$ Such equations, which transform to linear and nonlinear wave equations,…

Numerical Analysis · Mathematics 2015-08-10 Henry C. Tuckwell

We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…

Numerical Analysis · Mathematics 2018-12-05 Mamikon Gulian , Guofei Pang

In this paper we give a suitable notion of entropy solution of parabolic $p-$laplacian type equations with $1\leq p<2$ which blows up at the boundary of the domain. We prove existence and uniqueness of this type of solutions when the…

Analysis of PDEs · Mathematics 2014-10-01 Salvador Moll , Francesco Petitta

In this article spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type with nonlinear multiplicative trace class noise is analyzed.

Probability · Mathematics 2011-11-07 Arnulf Jentzen , Michael Roeckner

We consider the homogenization of Hamilton-Jacobi equations and degenerate Bellman equations in stationary, ergodic, unbounded environments. We prove that, as the microscopic scale tends to zero, the equation averages to a deterministic…

Analysis of PDEs · Mathematics 2011-08-22 Scott N. Armstrong , Panagiotis E. Souganidis

We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…

Probability · Mathematics 2018-11-06 Deng Zhang

This paper discusses the initial-boundary value problem (with a nonhomogeneous boundary condition) for a multi-dimensional scalar first-order conservation law with a multiplicative noise. One introduces a notion of kinetic formulations in…

Mathematical Physics · Physics 2015-06-19 Kazuo Kobayasi , Dai Noboriguchi

The present work proposes a well-balanced finite volume-type numerical method for the solution of non-conservative hyperbolic partial differential equations (PDEs) with source terms. The method is characterized, first, by the use of a…

Numerical Analysis · Mathematics 2026-05-06 Chiara Colombo , Caterina Dalmaso , Lucas O. Müller , Annunziato Siviglia

We present a new and relatively elementary method for studying the solution of the initial-value problem for dispersive linear and integrable equations in the large-$t$ limit, based on a generalization of steepest descent techniques for…

Analysis of PDEs · Mathematics 2018-09-06 Momar Dieng , Kenneth D. T. -R. McLaughlin , Peter D. Miller

In this work we consider a stochastic version of the Primitive Equations (PEs) of the ocean and the atmosphere and establish the existence and uniqueness of pathwise, strong solutions. The analysis employs novel techniques in contrast to…

Analysis of PDEs · Mathematics 2010-12-10 Nathan Glatt-Holtz , Roger Temam

A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…

Probability · Mathematics 2022-10-27 Erfan Salavati

We study well-posedness of degenerate mixed-type parabolic-hyperbolic equations $$ \partial_tu+\textrm{div}\big(f(u)\big)=\mathcal{L}[b(u)] $$ on bounded domains with general Dirichlet boundary/exterior conditions. The nonlocal diffusion…

Analysis of PDEs · Mathematics 2025-09-24 Jørgen Endal , Espen R Jakobsen , Ola Mæhlen

We consider several classes of degenerate hyperbolic equations involving delay terms and suitable nonlinearities. The idea is to rewrite the problems in an abstract way and, using semigroup theory and energy method, we study well posedness…

Analysis of PDEs · Mathematics 2024-07-16 Alessandro Camasta , Genni Fragnelli , Cristina Pignotti

We study the boundary behavior of non-negative solutions to a class of degenerate/singular parabolic equations, whose prototype is the parabolic $p$-Laplacian. Assuming that such solutions continuously vanish on some distinguished part of…

Analysis of PDEs · Mathematics 2016-03-03 Benny Avelin , Ugo Gianazza , Sandro Salsa

For a number of nonlocal nonlinear equations such as nonlocal, nonlinear Schr\"odinger equation (NLSE), nonlocal Ablowitz-Ladik (AL), nonlocal, saturable discrete NLSE (DNLSE), coupled nonlocal NLSE, coupled nonlocal AL and coupled…

Pattern Formation and Solitons · Physics 2015-06-19 Avinash Khare , Avadh Saxena

In this paper, we establish the existence of solutions for a particular class of degenerate hyperbolic equations. Following this, we approximate these degenerate equations by employing a sequence of uniformly hyperbolic equations. Notably,…

Optimization and Control · Mathematics 2026-05-12 Dong-Hui Yang , Bao-Zhu Guo