Related papers: Existence, uniqueness and stability of semi-linear…
In this paper we review and improve pathwise uniqueness results for some types of one-dimensional stochastic differential equations (SDE) involving the local time of the unknown process. The diffusion coefficient of the SDEs we consider is…
We observe that if we are interested primarily in degeneration arguments, there is a weaker notion of (semi)stability for vector bundles on reducible curves, which is sufficient for many applications, and does not depend on a choice of…
We first introduce the calculus of Peng's G-Brownian motion on a sublinear expectation space $(\Omega, {\cal H}, \hat{\mathbb{E}})$. Then we investigate the exponential stability of paths for a class of stochastic differential equations…
A finite element discretization using a method of lines approached is proposed for approximately solving the Poisson-Nernst-Planck (PNP) equations. This discretization scheme enforces positivity of the computed solutions, corresponding to…
Efficient and stable solution of partial differential equations (PDEs) is central to scientific and engineering applications, yet existing numerical solvers rely heavily on matrix based discretizations, while learning based methods require…
In this paper, we consider a system of partial differential equations modeling the evolution of a landscape. A ground surface is eroded by the flow of water over it, either by sedimentation or dilution. The system is composed by three…
In this paper, we study the long time well-posedness for the nonlinear Prandtl boundary layer equation on the half plane. While the initial data are small perturbations of some monotonic shear profile, we prove the existence, uniqueness and…
PDEs with periodic boundary conditions are frequently used to model processes in large spatial environments, assuming solutions to extend periodically beyond some bounded interval. However, solutions to these PDEs often do not converge to a…
This paper addresses the problem of robust stabilization for linear hyperbolic Partial Differential Equations (PDEs) with Markov-jumping parameter uncertainty. We consider a 2 x 2 heterogeneous hyperbolic PDE and propose a control law using…
This thesis consists of three parts. In the first part, we study $\mathbb{L}^p$ solutions of a large class of BSDEs. Existence, comparison theorem, uniqueness and a stability result are proved. In the second part, we establish the…
We prove the equivalence of the well-posedness of a partial differential equation with delay and an associated abstract Cauchy problem. This is used to derive sufficient conditions for well-posedness, exponential stability and norm…
We revisit second-order-in-time space-time discretizations of the linear and semilinear wave equations by establishing precise equivalences with first-order-in-time formulations. Focusing on schemes using continuous piecewise-polynomial…
A full theory for hinged beams and degenerate plates with multiple intermediate piers is developed. The analysis starts with the variational setting and the study of the linear stationary problem in one dimension. Well-posedness results are…
In this article we present a general method to rigorously prove existence of strong solutions to a large class of autonomous semi-linear PDEs in a Hilbert space $H^{l}\subset H^{s}(\mathbb{R}^{m})$ ($s\geq1$) via computer-assisted proofs.…
The solutions to a large class of semi-linear parabolic PDEs are given in terms of expectations of suitable functionals of a tree of branching particles. A sufficient, and in some cases necessary, condition is given for the integrability of…
We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as…
Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…
We consider nonlinear scalar conservation laws posed on a network. We establish $L^1$ stability, and thus uniqueness, for weak solutions satisfying the entropy condition. We apply standard finite volume methods and show stability and…
This article presents a general approach akin to domain-decomposition methods to solve a single linear PDE, but where each subdomain of a partitioned domain is associated to a distinct variational formulation coming from a mutually…
We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable…