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We consider periodic homogenization of boundary value problems for second-order semilinear elliptic systems in 2D of the type $$ \partial_{x_i}\left(a_{ij}^{\alpha…

Consider the $3$-d primitive equations in a layer domain $\Omega=G \times (-h,0)$, $G=(0,1)^2$, subject to mixed Dirichlet and Neumann boundary conditions at $z=-h$ and $z=0$, respectively, and the periodic lateral boundary condition. It is…

In this note, we report on recent findings concerning the spectral and nonlinear stability of periodic traveling wave solutions of hyperbolic-parabolic systems of balance laws, as applied to the St. Venant equations of shallow water flow…

We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy…

In this manuscript, we investigate regularity estimates for a class of quasilinear elliptic equations in the non-divergence form that may exhibit degenerate behavior at critical points of their gradient. The prototype equation under…

Inspired by [6, 7], we study the boundary regularity of constant curvature hypersurfaces in the hyperbolic space $\mathbb{H}^{n+1}$, which have prescribed asymptotic boundary at infinity. Through constructing the boundary expansions of the…

In this paper, we study the regularity properties of bounded entropy solutions to the isentropic Euler equations with $\gamma = 3$. First, we use a blow-up technique to obtain a new trace theorem for all such solutions. Second, we use a…

In this paper we are concerned with the existence of a weak solution to the initial boundary value problem for the equation $\frac{\partial u}{\partial t} = \Delta\left(\Delta u\right)^{-3}$. This problem arises in the mathematical modeling…

Let $u$ be a weak solution of the free boundary problem $$\mathcal L u=\lambda_0 \mathcal H^1\lfloor\partial\{u>0\}, u\ge 0,$$ where $\mathcal L u={\text{div}}(g(\nabla u)\nabla u)$ is a quasilinear elliptic operator and $g(\xi)$ is a given…

We prove strong existence and uniqueness, and H\"older regularity, of a large class of stochastic Volterra equations, with singular kernels and non-Lipschitz diffusion coefficient. Extending Yamada-Watanabe's theorem, our proof relies on an…

We consider the $2 \times 2$ parabolic systems \begin{equation*} u^{\epsilon}_t + A(u^{\epsilon}) u^{\epsilon}_x = \epsilon u^{\epsilon}_{xx} \end{equation*} on a domain $(t, x) \in ]0, + \infty[ \times ]0, l[$ with Dirichlet boundary…

We study the initial-boundary value problem for a nonlinear wave equation given by u_{tt}-u_{xx}+\int_{0}^{t}k(t-s)u_{xx}(s)ds+ u_{t}^{q-2}u_{t}=f(x,t,u) , 0 < x < 1, 0 < t < T, u_{x}(0,t)=u(0,t), u_{x}(1,t)+\eta u(1,t)=g(t),…

The null-timelike initial-boundary value problem for a hyperbolic system of equations consists of the evolution of data given on an initial characteristic surface and on a timelike worldtube to produce a solution in the exterior of the…

In this paper we study the evolution problem \[ \left\lbrace\begin{array}{ll} u_t (x,t)- \lambda_j(D^2 u(x,t)) = 0, & \text{in } \Omega\times (0,+\infty), \\ u(x,t) = g(x,t), & \text{on } \partial \Omega \times (0,+\infty), \\ u(x,0) =…

It has been recently shown that rough volatility models, where the volatility is driven by a fractional Brownian motion with small Hurst parameter, provide very relevant dynamics in order to reproduce the behavior of both historical and…

Let $M$ be a weighted manifold with boundary $\partial M$, i.e., a Riemannian manifold where a density function is used to weight the Riemannian Hausdorff measures. In this paper we compute the first and the second variational formulas of…

We reconcile rough volatility models and jump models using a class of reversionary Heston models with fast mean reversions and large vol-of-vols. Starting from hyper-rough Heston models with a Hurst index $H \in (-1/2,1/2)$, we derive a…

The first part of this article studies the collapses of point-vortices for the Euler equation in the plane and for surface quasi-geostrophic equations in the general setting of $\alpha$ models. In these models the kernel of the Biot-Savart…

In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead…

In this paper, we are concerned with the H\"older regularity for solutions of the nonlocal evolutionary equation $$ \partial_t u+(-\Delta_p)^s u = 0. $$ Here, $(-\Delta_p)^s$ is the fractional $p$-Laplacian, $0<s<1$ and $1<p<2$. We…