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In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic…
In the paper a new numerical-analytical method for solving the Cauchy problem for systems of ordinary differential equations of special form is presented. The method is based on the idea of the FD-method for solving the operator equations…
We consider the Cauchy problem for the Gross-Pitaevskii infinite linear hierarchy of equations on $\mathbb{R}^n.$ By introducing a (F)-norm in certain Sobolev type spaces of sequences of marginal density matrices, we establish local…
We obtain an existence and uniqueness theorem for fully coupled forward-backward SDEs (FBSDEs) with jumps via the classical solution to the associated quasilinear parabolic partial integro-differential equation (PIDE), and provide the…
We study first-order symmetrizable hyperbolic $N\times N$ systems in a spacetime cylinder whose lateral boundary is totally characteristic. In local coordinates near the boundary at $x=0$, these systems take the form \[ \partial_t u +…
We prove an abstract Nash-Moser implicit function theorem which, when applied to control and Cauchy problems for PDEs in Sobolev class, is sharp in terms of the loss of regularity of the solution of the problem with respect to the data. The…
Let $(u,v)$ be a solution to the Cauchy problem for a semilinear parabolic system \[ \mathrm{(P)} \qquad \cases{ \partial_t u=D_1\Delta u+v^p\quad & $\quad\mbox{in}\quad{\mathbb{R}}^N\times(0,T),$\\ \partial_t v=D_2\Delta v+u^q\quad &…
In this paper we prove the existence and the stability of small-amplitude quasi-periodic solutions with Sobolev regularity, for the 1-dimensional forced Kirchoff equation with periodic boundary conditions. This is the first KAM result for a…
We establish the existence of Lipschitz continuous solutions to the Cauchy Dirichlet problem for a class of evolutionary partial differential equations of the form $$ \partial_tu-\text{div}_x \nabla_\xi f(\nabla u)=0 $$ in a space-time…
We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the eqution and mild conditions on the obstacle a unique continuous solution…
We study large time behaviour of solutions of the Cauchy problem for equations of the form $\partial_tu-L u+\lambda u=f(x,u)+g(x,u)\cdot\mu$, where $L$ is the operator associated with a regular lower bounded semi-Dirichlet form…
We consider the following quasi-linear parabolic system of backward partial differential equations on a Banach space $E$: $(\partial_t+L)u+f(\cdot,\cdot,u, A^{1/2}\nabla u)=0$ on $[0,T]\times E,\qquad u_T=\phi$, where $L$ is a possibly…
In the recent developments of regularization theory for inverse and ill-posed problems, a variational quasi-reversibility (QR) method has been designed to solve a class of time-reversed quasi-linear parabolic problems. Known as a PDE-based…
For the Cauchy problem for an operator differential equation of the form $y'(z) = Ay(z)$, where $A$ is a closed linear operator on a Banach space over the completion of an algebraic closure of the field of $p$-adic numbers, a criterion of…
A semi-spectral Chebyshev method for solving numerically singular integral equations is presented and applied in the quarkonium bound-state problem in momentum space. The integrals containing both, logarithmic and Cauchy singular kernels,…
A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…
We consider solutions of the Cauchy problem for semilinear equations with (possibly) different L\'evy operators. We provide various results on their convergence under the assumption that symbols of the involved operators converge to the…
We study linear stochastic partial differential equations of parabolic type. We consider a new boundary value problem where a Cauchy condition is replaced by a prescribed average of the solution either over time and probabilistic space for…
We propose a time-space discretization scheme for quasi-linear parabolic PDEs. The algorithm relies on the theory of fully coupled forward--backward SDEs, which provides an efficient probabilistic representation of this type of equation.…
We present an exponentially convergent numerical method to approximate the solution of the Cauchy problem for the inhomogeneous fractional differential equation with an unbounded operator coefficient and Caputo fractional derivative in…