Related papers: Feynman-Kac formula under a finite entropy conditi…
In this book we establish under suitable assumptions the uniqueness and existence of viscosity solutions of Kolmogorov backward equations for stochastic partial differential equations (SPDEs). In addition, we show that this solution is the…
In this article, we prove a Feynman-Kac type result for a broad class of second order ordinary differential equations. The classical Feynman-Kac theorem says that the solution to a broad class of second order parabolic equations is the mean…
We consider a scalar, possibly degenerate parabolic equation with a source term, in several space dimensions. For initial data with bounded variation we prove the existence of solutions to the initial-value problem. Then we show that these…
We study the finite element formulation of general boundary conditions for incompressible flow problems. Distinguishing between the contributions from the inviscid and viscid parts of the equations, we use Nitsche's method to develop a…
In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. The limit function is represented as the viscosity solution…
It has been pointed out in the work [F. Gozzi et.al., \emph{Arch. Ration. Mech. Anal.} {163}(4) (2002), 295--327] that the existence and uniqueness of viscosity solutions to the first-order Hamilton-Jacobi-Bellman equation (HJBE) associated…
We introduce an analogue to Kato's Criterion regarding the inviscid convergence of stochastic Navier-Stokes flows to the strong solution of the deterministic Euler equation. Our assumptions cover additive, multiplicative and transport type…
This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…
We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…
In this study, we investigate the incompressible generalised Navier-Stokes-Voigt equations within a bounded domain $\Omega \subset \mathbb{R}^d$, where $d \geq 2$. The governing momentum equation is expressed as: $$…
This paper is dedicated to the construction of global weak solutions to the quantum Navier-Stokes equation, for any initial value with bounded energy and entropy. The construction is uniform with respect to the Planck constant. This allows…
Consider the Leibenson equation \begin{equation*} \partial_t u = \Delta_p u^q, \end{equation*} where $\Delta_p f = div(|\nabla f|^{p-2}\nabla f)$ for $p>1$ and $q>0$, which is a simultaneous generalization of the porous media and the…
We study a model of a general compressible viscous fluid subject to the Coulomb friction law boundary condition. For this model, we introduce a dissipative formulation and prove the existence of dissipative solutions. The proof of this…
In this paper we obtain necessary conditions and sufficient conditions on the initial data for the solvability of the Cauchy problem $$ \partial_t u+(-\Delta)^{\frac{\theta}{2}}u=u^p,\quad x\in{\bf R}^N,\,\,t>0, \qquad u(0)=\mu\ge…
This paper concerns the barotropic compressible Navier-Stokes equations in a two-dimensional half-space subject to Navier-slip boundary conditions with vacuum or non-vacuum far-field density. The global existence and large-time behavior of…
We prove the existence of a unique viscosity solution to certain systems of fully nonlinear parabolic partial differential equations with interconnected obstacles in the setting of Neumann boundary conditions. The method of proof builds on…
We study fully nonlinear parabolic equations in nondivergence form with oblique boundary conditions. An optimal and global Calder\'{o}n-Zygmund estimate is obtained by proving that the Hessian of the viscosity solution to the oblique…
We study the large-time behavior of strong solutions to the one-dimensional, compressible Navier-Stokes system for a viscous and heat conducting ideal polytropic gas, when the viscosity is constant and the heat conductivity is proportional…
We establish improved hypoelliptic estimates on the solutions of kinetic transport equations, using a suitable decomposition of the phase space. Our main result shows that the relative compactness in all variables of a bounded family…
We show that the tail distribution $U$ of the explosion time for a multidimensional diffusion (and more generally, a suitable function $\mathscr{U}$ of the Feynman-Kac type involving the explosion time) is a viscosity solution of an…