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Related papers: Boundary regularity of stochastic PDEs

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We consider elliptic problems with nonclassical boundary conditions that contain additional unknown functions on the border of the domain of the elliptic equation and also contain boundary operators of higher orders with respect to the…

Analysis of PDEs · Mathematics 2021-02-04 A. A. Murach , I. S. Chepurukhina

We study linear stochastic partial differential equations of parabolic type with non-local in time or mixed in time boundary conditions. The standard Cauchy condition at the terminal time is replaced by a condition that mixes the random…

Probability · Mathematics 2013-08-01 Nikolai Dokuchaev

We study the relationship between the Regularity and Dirichlet boundary value problems for parabolic equations of the form $Lu=\text{div}(A \nabla u)-u_t=0$ in Lip$(1,1/2)$ time-varying cylinders, where the coefficient matrix $A = \left[…

Analysis of PDEs · Mathematics 2017-07-05 Martin Dindoš , Luke Dyer

We develop a sharp maximal regularity theory for the resolvent and evolution Stokes equations with no-slip boundary conditions, focusing on bounded domains of low regularity. Our framework covers the full scales of Besov and Sobolev spaces,…

Analysis of PDEs · Mathematics 2025-11-25 Dominic Breit , Anatole Gaudin

The article is devoted to the study of mappings that distort the modulus of families of paths by the Poletsky inequality type. At boundary points of a domain, we have obtained the H\"{o}lder inequality for such mappings, provided that their…

Complex Variables · Mathematics 2023-05-19 Evgeny Sevost'yanov

Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…

Probability · Mathematics 2018-01-18 Martin Keller-Ressel , Marvin S. Mueller

The long time behaviour of solutions to stochastic porous media equations on smooth bounded domains with Dirichlet boundary data is studied. Based on weighted $L^{1}$-estimates the existence and uniqueness of invariant measures with optimal…

Probability · Mathematics 2019-07-11 Konstantinos Dareiotis , Benjamin Gess , Pavlos Tsatsoulis

In this article we prove for the first time the $C^s$ boundary regularity for solutions to nonlocal elliptic equations with H\"older continuous coefficients in divergence form in $C^{1,\alpha}$ domains. So far, it was only known that…

Analysis of PDEs · Mathematics 2025-09-18 Minhyun Kim , Marvin Weidner

This paper is concerned with the regularity of solutions to parabolic evolution equations. We consider semilinear problems on non-convex domains. Special attention is paid to the smoothness in the specific scale $B^r_{\tau,\tau}$,…

Analysis of PDEs · Mathematics 2025-03-24 Stephan Dahlke , Markus Hansen , Cornelia Schneider

Weakly harmonic maps from a domain $\Omega$ (the upper half-space $\Rd$ or a bounded $C^{1,\alpha}$ domain, $\alpha\in (0,1]$) into a smooth closed manifold are studied. Prescribing small Dirichlet data in either of the classes…

Analysis of PDEs · Mathematics 2021-10-11 Gael Diebou Yomgne , Herbert Koch

We are concerned with local regularity of the solutions for the Stokes and Navier-Stokes equations near boundary. Firstly, we construct a bounded solution but its normal derivatives are singular in any $L^p$ with $1<p$ locally near…

Analysis of PDEs · Mathematics 2022-04-18 Tongkeun Chang , Kyungkeun Kang

This paper is interested in semilinear stochastic equations having unbounded nonlinear perturbations in the deterministic part and/or in the random part. Moreover, the linear part of these equations is governed by a not necessarily analytic…

Probability · Mathematics 2021-12-16 Mohamed Fkirine , Said Hadd

We study the Dirichlet problem for first order hyperbolic quasi-linear functional PDEs on a simply connected bounded domain of $\R^2$, where the domain has an interior outflow set and a mere inflow boundary. While the question of existence…

Analysis of PDEs · Mathematics 2010-08-31 Thomas März

We investigate the Dirichlet solution for a semianalytic continuous function on the boundary of a semianalytic bounded domain in the plane. We show that the germ of the Dirichlet solution at a boundary point with angle greater than 0 lies…

Logic · Mathematics 2008-07-21 Tobias Kaiser

We study the regularity up to the boundary of solutions to fractional heat equation in bounded $C^{1,1}$ domains. More precisely, we consider solutions to $\partial_t u + (-\Delta)^s u=0 \textrm{ in }\Omega,\ t > 0$, with zero Dirichlet…

Analysis of PDEs · Mathematics 2014-12-02 Xavier Fernández-Real , Xavier Ros-Oton

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

Probability · Mathematics 2020-06-02 Jie Xiong , Xu Yang

For characterizing the Brownian motion in a bounded domain: $\Omega$, it is well-known that the boundary conditions of the classical diffusion equation just rely on the given information of the solution along the boundary of a domain; on…

Analysis of PDEs · Mathematics 2018-01-24 Weihua Deng , Buyang Li , Wenyi Tian , Pingwen Zhang

It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic partial differential equation (SPDE) can have random-field solutions only in spatial dimension one. Here we show that in many cases, where the…

Probability · Mathematics 2007-11-14 Mohammud Foondun , Davar Khoshnevisan , Eulalia Nualart

The classical Dirichlet problem for a second-order strongly elliptic system with constant coefficients in a Jordan domain is considered. We show that the solution of the problem can be represented as a functional series in powers of the…

Analysis of PDEs · Mathematics 2023-07-11 Astamur Bagapsh

We study the elliptic equation with a line Dirac delta function as the source term subject to the Dirichlet boundary condition in a two-dimensional domain. Such a line Dirac measure causes different types of solution singularities in the…

Numerical Analysis · Mathematics 2021-03-16 Hengguang Li , Xiang Wan , Peimeng Yin , Lewei Zhao
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