English
Related papers

Related papers: The Obstacle Problem for Quasilinear Stochastic PD…

200 papers

In this paper we study a rather wide class of quasilinear parabolic problems with nonlinear boundary condition and nonstandard growth terms. It includes the important case of equations with a $p(t,x)$-Laplacian. By means of the localization…

Analysis of PDEs · Mathematics 2015-12-15 Patrick Winkert , Rico Zacher

In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…

Probability · Mathematics 2012-11-19 Tusheng Zhang

We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term which can only be understood in a weak sense. A probabilistic…

Probability · Mathematics 2018-02-22 Xue Yang , Jing Zhang

We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…

Numerical Analysis · Mathematics 2020-12-23 Ľubomír Baňas , Benjamin Gess , Christian Vieth

This paper is concerned with the stochastic Hamilton-Jacobi-Bellman equation with controlled leading coefficients, which is a type of fully nonlinear backward stochastic partial differential equation (BSPDE for short). In order to formulate…

Optimization and Control · Mathematics 2015-03-23 Jinniao Qiu

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

We prove existence of a bounded weak solution to a degenerate quasilinear subdiffusion problem with bounded measurable coefficients that may explicitly depend on time. The kernel in the involved integro-differential operator w.r.t. time…

Analysis of PDEs · Mathematics 2020-08-26 Petra Wittbold , Patryk Wolejko , Rico Zacher

We prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on $\mathbb{R}^d$ using the variational approach. This includes well-posedness of (possibly degenerate) linear rough PDE's in…

Probability · Mathematics 2020-01-13 Peter Friz , Torstein Nilssen , Wilhelm Stannat

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

In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. The limit function is represented as the viscosity solution…

Probability · Mathematics 2021-07-19 Mingshang Hu , Falei Wang

We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…

Probability · Mathematics 2023-03-16 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…

Probability · Mathematics 2016-10-18 Konstantinos Dareiotis , Máté Gerencsér

The main result of the paper is on the continuity of weak solutions of infinitely degenerate quasilinear second order equations. Namely, we show that every weak solution to a certain class of degenerate quasilinear equations is continuous.…

Analysis of PDEs · Mathematics 2014-02-05 Lyudmila Korobenko , Cristian Rios

We study the obstacle problem related to a wide class of nonlinear integro-differential operators, whose model is the fractional subLaplacian in the Heisenberg group. We prove both the existence and uniqueness of the solution, and that…

Analysis of PDEs · Mathematics 2023-01-12 Mirco Piccinini

In this paper, we prove existence and regularity results for solutions of some nonlinear Dirichlet problems for an elliptic equation defined by a degenerate coercive operator and a singular right hand side. \begin{equation}\label{01}…

Analysis of PDEs · Mathematics 2021-12-23 Abdelaaziz Sbai , Youssef El hadfi

We study existence of solutions for a boundary degenerate (or singular) quasilinear equation in a smooth bounded domain under Dirichlet boundary conditions. We consider a weighted $p-${L}aplacian operator with a coefficient that is {locally…

Analysis of PDEs · Mathematics 2021-02-10 Oscar Agudelo , Pavel Drábek

We consider quasilinear elliptic systems in divergence form. In general, we cannot expect that weak solutions are locally bounded because of De Giorgi's counterexample. Here we assume a condition on the support of off-diagonal coefficients…

Analysis of PDEs · Mathematics 2019-11-15 Salvatore Leonardi , Francesco Leonetti , Cristina Pignotti , Eugenio Rocha , Vasile Staicu

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 consider a framework for approximating the obstacle problem through a penalty approach by nonlinear PDEs. By using tools from capacity theory, we show that derivatives of the solution maps of the penalised problems converge in the weak…

Analysis of PDEs · Mathematics 2025-05-26 Amal Alphonse , Gerd Wachsmuth

We introduce a generalized notion of semilinear elliptic partial differential equations where the corresponding second order partial differential operator $L$ has a generalized drift. We investigate existence and uniqueness of generalized…

Probability · Mathematics 2015-06-03 Francesco Russo , Lukas Wurzer
‹ Prev 1 3 4 5 6 7 10 Next ›