Related papers: The Obstacle Problem for Quasilinear Stochastic PD…

Using probabilistic methods, we establish a-priori estimates for two classes of quasilinear parabolic systems of partial differential equations (PDEs). We treat in particular the case of a nonlinearity which has quadratic growth in the…

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

In this paper, we first prove existence and uniqueness of the solution of a backward doubly stochastic differential equation (BDSDE) and of the related stochastic partial differential equation (SPDE) under monotonicity assumption on the…

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…

In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…

We study a conormal boundary value problem for a class of quasilinear elliptic equations in bounded domain $\Omega$ whose coefficients can be degenerate or singular of the type $\text{dist}(x, \partial \Omega)^\alpha$, where $\partial…

This paper is intended to give a representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use its connection with reflected generalized…

We obtain existence and uniqueness in L^p, p>1 of the solutions of a backward stochastic differential equations (BSDEs for short) driven by a marked point process, on a bounded interval. We show that the solution of the BSDE can be…

This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use it connection with…

This paper considers second-order stochastic partial differential equations with additive noise given in a bounded domain of $\mathbb R^n$. We suppose that the coefficients of the noise are $L^p$-functions with sufficiently large $p$. We…

In this paper a semilinear elliptic PDE with rapidly oscillating coefficients is homogenized. The novetly of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some portion of…

We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…

In this work we present a Lyapunov inequality for linear and quasilinear elliptic differential operators in $N-$dimensional domains $\Omega$. We also consider singular and degenerate elliptic problems with $A_p$ coefficients involving the…

We consider a class of stochastic gradient optimization schemes. Assuming that the objective function is strongly convex, we prove weak error estimates which are uniform in time for the error between the solution of the numerical scheme,…

Our aim is to study the well-posedness of quasilinear stochastic partial differential equations driven by G-Brownian motion (GSPDEs for short) and the associated backward doubly stochastic differential equations (GBDSDEs for short). We…

In this paper we establish the optimal interior regularity and the $C^{1,\gamma}$ smoothness of the regular part of the free boundary in the thin obstacle problem for a class of degenerate elliptic equations with variable coefficients.

We study stable solutions to fractional semilinear equations $(-\Delta)^s u = f(u)$ in $\Omega \subset \mathbb{R}^n$, for convex nonlinearities $f$, and under the Dirichlet exterior condition $u=g$ in $\mathbb{R}^n \setminus \Omega$ with…

In this work, we investigate the qualitative properties as uniqueness, regularity and stabilization of the weak solution to the nonlinear parabolic problem involving general $p(x)$-homogeneous operators: \begin{equation*} \left\{…

The thin obstacle problem or $n$-dimensional Signorini problem is a classical variational problem arising in several applications, starting with its first introduction in elasticity theory. The vast literature concerns mostly quadratic…

We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in the regularity of…