Related papers: The obstacle problem for stochastic porous media e…
We aim at studying a novel mathematical model associated to a physical phenomenon of infiltration in an homogeneous porous medium. The particularities of our system are connected to the presence of a gravitational acceleration term…
We propose two new alternating direction methods to solve "fully" nonsmooth constrained convex problems. Our algorithms have the best known worst-case iteration-complexity guarantee under mild assumptions for both the objective residual and…
We consider obstacle problems for nonlinear stochastic evolution equations. More precisely, the leading operator in our equation is a nonlinear, second order pseudomonotone operator of Leray-Lions type. The multiplicative noise term is…
The final goal of this paper is to prove existence of local (strong) solutions to a (fully nonlinear) porous medium equation with blow-up term and nondecreasing constraint. To this end, the equation, arising in the context of Damage…
In this paper we consider the unique determination of inhomogeneities together with possible buried obstacles by scattering measurements. Under the assumption that the buried obstacles have only planar contacts with the inhomogeneities, we…
The paper introduces a finite element method for the incompressible Navier--Stokes equations posed on a closed surface $\Gamma\subset\R^3$. The method needs a shape regular tetrahedra mesh in $\mathbb{R}^3$ to discretize equations on the…
Unique existence of solutions to porous media equations driven by continuous linear multiplicative space-time rough signals is proven for initial data in $L^1(\mathcal {O})$ on bounded domains $\mathcal {O}$. The generation of a continuous,…
We study the obstacle problem associated with the American chooser option. The obstacle is given by the maximum of an American call option and an American put option, which, in turn, can be expressed as the maximum of the solutions to the…
We aim at providing a characterization of the ability to maintain a stochastic coupled system with porous media components in a prescribed set of constraints by using internal controls. This property is proven via a quasi-tangency…
It is proved that if the scattering amplitudes at a fixed wavenumber for two obstacles from a certain large class of obstacles differ a little, than the obstacles differ a little. Error estimate is given. It is proved that there is an…
A simple method for some class of inverse obstacle scattering problems is introduced. The observation data are given by a wave field measured on a known surface surrounding unknown obstacles over a finite time interval. The wave is…
In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neumann boundary condition. The approximation we use is based on…
In this article we establish the existence of weak solutions to the shallow medium equation. We proceed by an approximation argument. First we truncate the coefficients of the equation from above and below. Then we prove convergence of the…
This paper establishes the existence of a unique nonnegative continuous viscosity solution to the HJB equation associated with a Markovian linear-quadratic control problems with singular terminal state constraint and possibly unbounded cost…
In this paper we analyze iterations of the obstacle problem for two different operators. We solve iteratively the obstacle problem from above or below for two different differential operators with obstacles given by the previous functions…
The purpose of this paper consists in proposing a generalized solution for a porous media type equation on a half-line with Neumann boundary condition and prove a probabilistic representation of this solution in terms of an associated…
The time domain enclosure method is one of analytical methods for inverse obstacle problems governed by partial differential equations in the time domain. This paper considers the case when the governing equation is given by the Maxwell…
We establish pathwise existence of solutions for porous media and fast diffusion equations with nonlinear gradient noise, in the full regime $m\in(0,\infty)$ and for any initial data in $L^2$. Moreover, if the initial data is positive,…
Existence of solutions to an obstacle $p$-Laplacian problem exhibiting a singular, discontinuous reaction is proved. The reaction term may be discontinuous in a Lebesgue-negligible set. Moreover, solutions are shown to be locally…
The concept of impedance, which characterises the current response to a periodical driving, is introduced in the context of stochastic transport. In particular, we calculate the impedance for an exactly solvable model, namely the stochastic…