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This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem…

Analysis of PDEs · Mathematics 2007-05-23 Xu Zhang

This paper is about Holder and Lipschitz stability estimates and uniqueness theorems for some coefficient inverse problems and associated inverse source problems for a general linear parabolic equation of the second order with variable…

Mathematical Physics · Physics 2024-01-17 Michael V. Klibanov

We study uniqueness of solutions to degenerate parabolic problems, posed in bounded domains, where no boundary conditions are imposed. Under suitable assumptions on the operator, uniqueness is obtained for solutions that satisfy an…

Analysis of PDEs · Mathematics 2020-11-25 Camilla Nobili , Fabio Punzo

This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…

Probability · Mathematics 2010-06-14 Kai Du , Shanjian Tang

We prove uniqueness for backward parabolic equations whose coefficients are Osgood continuous in time for $t>0$ but not at $t=0$.

Analysis of PDEs · Mathematics 2020-09-15 Daniele Del Santo , martino Prizzi

We consider a $2\times 2$ system of parabolic equations with first and zeroth coupling and establish a Carleman estimate by extra data of only one component without data of initial values. Then we apply the Carleman estimate to inverse…

Analysis of PDEs · Mathematics 2008-09-10 Assia Benabdallah , Michel Cristofol , Patricia Gaitan , Masahiro Yamamoto

We prove the existence and uniqueness of the solution of a semilinear PDE's and also PDE's with obstacle under monotonicity condition. Moreover we give the probabilistic interpretation of the Sobolev's solutions in term of Backward SDE and…

Probability · Mathematics 2008-09-18 A. Matoussi , M. Xu

This work is devoted to the strong unique continuation problem for second order parabolic equations with nonsmooth coefficients. Introduction and bibliography have been revised.

Analysis of PDEs · Mathematics 2008-01-10 Herbert Koch , Daniel Tataru

We consider initial boundary value problems with the homogeneous Neumann boundary condition. Given an initial value, we establish the uniqueness in determining a spatially varying coefficient of zeroth-order term by a single measurement of…

Analysis of PDEs · Mathematics 2023-05-09 Oleg Y. Imanuvilov , M. Yamamoto

Via abstract results on maximal monotone operators and compactness property of Nemickii operator, existence of a weak solution for a class of nonlinear parabolic systems of partial differential equations is proven.

Analysis of PDEs · Mathematics 2007-05-23 Marco Squassina

We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…

Analysis of PDEs · Mathematics 2018-10-03 Carlo Marinelli , Luca Scarpa

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 give a proof of existence and uniqueness of viscosity solutions to parabolic quasilinear equations for a fairly general class of nonconvex Hamiltonians with superlinear growth in the gradient variable. The approach is mainly based on…

Analysis of PDEs · Mathematics 2017-11-27 Andrea Davini

We study linear backward stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the terminal time is replaced by a condition that holds almost surely and mixes…

Probability · Mathematics 2013-08-01 Nikolai Dokuchaev

This paper is concerned with the weak solvability of fully nonlinear parabolic variational inequalities with time dependent convex constraints. As possible approaches to such problems, there are for instance the time-discretization method…

Functional Analysis · Mathematics 2017-06-21 Maria Gokieli , Nobuyuki Kenmochi , Marek Niezgódka

We establish monotonicity formulas for a parabolic frequency function associated with sign-changing solutions to a class of doubly nonlinear parabolic equations of the form $\partial_t u = \mathcal{L}_{p,\varphi} u^q$ on weighted complete…

Analysis of PDEs · Mathematics 2026-04-09 Jin Sun , Philipp Sürig

We study the limit behaviour of solutions of a class of solutions of nonlinear parabolic equations with a degenerate strong absorption. We prove that two types of phenomena can occur: the pointwise singularity or the formation of razor…

Analysis of PDEs · Mathematics 2007-08-23 Andrey Shishkov , Laurent Veron

In this paper, we establish two Carleman estimates for a stochastic degenerate parabolic equation. The first one is for the backward stochastic degenerate parabolic equation with singular weight function. Combining this Carleman estimate…

Optimization and Control · Mathematics 2020-08-26 Bin Wu , Qun Chen , Zewen Wang

The backward uniqueness of the Kolmogorov operator $L=\sum_{i,k=1}^n\partial_{x_i}(a_{i,k}(x,t)\partial_{x_k})+\sum_{l=1}^m x_l\partial_{y_l}-\partial_t$, was proved in this paper. We obtained a weak Carleman inequality via Littlewood-Paley…

Analysis of PDEs · Mathematics 2012-10-30 Wendong Wang , Liqun Zhang

A system of two operator equations is considered - one of pseudomonotone type and the other of strongly monotone type - both being strongly coupled. Conditions are given that allow to reduce the solvability of this system to a single…

Functional Analysis · Mathematics 2014-04-23 Donat Wegner