Related papers: Neumann Boundary Problem for Parabolic Partial Dif…
We study periodic homogenization problems for second-order pde in half-space type domains with Neumann boundary conditions. In particular, we are interested in "singular problems" for which it is necessary to determine both the homogenized…
Mathematical mean-field approaches have been used in many fields, not only in Physics and Chemistry, but also recently in Finance, Economics, and Game Theory. In this paper we will study a new special mean-field problem in a purely…
In this paper we consider an initial boundary value problem for a semilinear parabolic equation with absorption and nonlinear nonlocal Neumann boundary condition. We prove comparison principle, the existence theorem of a local solution and…
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…
We study a double-phase Neumann problem with non-homogeneous boundary conditions, where the lowest exponent $p$ is equal to 1. The existence of a solution is established as the limit of solutions to corresponding double-phase problems with…
In this paper, we study fully nonlinear second-order elliptic and parabolic equations with Neumann boundary conditions on compact Riemannian manifolds with smooth boundary. We derive oscillation bounds for admissible solutions with Neumann…
In this paper, we consider an inverse problem to determine a semilinear term of a parabolic equation from a single boundary measurement of Neumann type. For this problem, a reconstruction algorithm is established by the spectral…
We consider a mixed type boundary value problem for a class of degenerate parabolic-hyperbolic equations. Namely, we consider a Cartesian product domain and split its boundary into two parts. In one of them we impose a Dirichlet boundary…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…
We consider reflected generalized backward doubly stochastic differential equations driven by a non-homogeneous L\'evy process. Under stochastic conditions on the coefficients, we prove the existence and uniqueness of a solution.…
In this paper, we consider the inverse problem of determining some coefficients within a coupled nonlinear parabolic system, through boundary observation of its non-negative solutions. In the physical setup, the non-negative solutions…
This study is devoted to proving the existence of weak solutions for a nonlinear elliptic problem with Neumann-type boundary data. The problem is driven by a discontinuous power nonlinearity and a nonsmooth prescribed data. Additionally, we…
We deal with the existence of weak solutions for a mixed Neumann-Robin-Cauchy problem. The existence results are based on global-in-time estimates of approximating solutions, and the passage to the limit exploits compactness techniques. We…
This article investigates the exceptional set of the boundary for the following problem: \begin{equation*} \begin{aligned} -\frac{\partial u}{\partial t} + \mathcal{M}_{\lambda,\Lambda}^+(D^2u) + b(x,t)\cdot Du + c(x,t)u =0 \quad \rm{in} ~…
Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in control theory, and derivative prices in finance. It is often…
For numerical approximation the reformulation of a PDE as a residual minimisation problem has the advantages that the resulting linear system is symmetric positive definite, and that the norm of the residual provides an a posteriori error…
In this paper, our goal is solving backward doubly stochastic differential equation (BDSDE for short) under weak assumptions on the data. The first part of the paper is devoted to the development of some new technical aspects of stochastic…
The differential equations with piecewise constant argument (DEPCAs, for short) is a class of hybrid dynamical systems (combining continuous and discrete). In this paper, under the assumption that the nonlinear term is partially unbounded,…
In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…
We prove the existence and uniqueness of a viscosity solution of the parabolic variational inequality with a nonlinear multivalued Neumann-Dirichlet boundary condition:% {equation*} \{{array}{r} \dfrac{\partial u(t,x)}{\partial…