Related papers: The obstacle problem for stochastic porous media e…
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 equation and mild conditions on the obstacle the problem has a unique…
In this work, we introduce a new Skorokhod problem with two reflecting barriers when the trajectories of the driven process and the barriers are right and left limited. We show that this problem has an explicit unique solution in a…
Motivated by porous medium equations with randomly perturbed velocity field, this paper considers a class of nonlinear degenerate diffusion equations with nonlinear conservative noise in bounded domains. The existence, uniqueness and…
The long time behaviour of solutions to generalised stochastic porous media equations on bounded domains with Dirichlet boundary data is studied. We focus on a degenerate form of nonlinearity arising in self-organised criticality. Based on…
This paper shows how a class of non-convex optimization problems constrained by discretized nonlinear partial differential equations may be solved to global optimality using an interior point continuation method. The solution procedure…
Embedding geometries in structured grids allows a simple treatment of complex objects in fluid simulations. Various methods for embedding geometries are available. The commonly used Brinkman-volume-penalization models geometries as porous…
In this paper, a time domain enclosure method for an inverse obstacle scattering problem of electromagnetic wave is introduced. The wave as a solution of Maxwell's equations is generated by an applied volumetric current having an {\it…
A generalized finite element method for the displacement obstacle problem of clamped Kirchhoff plates is considered in this paper. We derive optimal error estimates and present numerical results that illustrate the performance of the…
The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…
We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…
We consider the porous medium equation on manifolds with conical singularities and show existence, uniqueness and maximal $L^{p}$-regularity of a short time solution. In particular, we obtain information on the short time asymptotics of the…
In this paper we prove the existence and uniqueness of path-wise strong solution to stochastic viscous flow in unbounded channels with multiple outlets using local monotonicity arguments. We devise a construction for solvability using a…
In this paper, we study a system of second order integro-partial differential equations with interconnected obstacles with non-local terms, related to an optimal switching problem with the jump-diffusion model. Getting rid of the…
We consider reflected backward stochastic differential equations with two general optional barriers. The solutions to these equations have the so-called regulated trajectories, i.e trajectories with left and right finite limits. We prove…
We prove the existence of mixing solutions of the incompressible porous media equation for all Muskat type $H^5$ initial data in the fully unstable regime. The proof combines convex integration, contour dynamics and a basic calculus for non…
We provide a new probabilistic proof of the connection between Rost's solution of the Skorokhod embedding problem and a suitable family of optimal stopping problems for Brownian motion with finite time-horizon. In particular we use…
This paper deals with the deterministic particle method for the equation of porous media (with p = 2). We establish a convergence rate in the Wasserstein-2 distance between the approximate solution of the associated nonlinear transport…
In this paper we study qualitative properties of initial traces of solutions to the porous medium equation with power nonlinearity, and obtain necessary conditions for the existence of solutions to the corresponding Cauchy problem.…
We propose an efficient iterative method to solve the mixed Stokes-Dracy model for coupling fluid and porous media flow. The weak formulation of this problem leads to a coupled, indefinite, ill-conditioned and symmetric linear system of…
The obstacle problem is a class of free boundary problems which finds applications in many disciplines such as porous media, financial mathematics and optimal control. In this paper, we propose two operator-splitting methods to solve the…