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We consider fully nonlinear obstacle-type problems of the form \begin{equation*} \begin{cases} F(D^{2}u,x)=f(x) & \text{a.e. in}B_{1}\cap\Omega,|D^{2}u|\le K & \text{a.e. in}B_{1}\backslash\Omega, \end{cases} \end{equation*} where $\Omega$…

Analysis of PDEs · Mathematics 2017-12-07 Emanuel Indrei , Andreas Minne

A large class of physically important nonlinear and nonhomogeneous evolution problems, characterized by advection-like and diffusion-like processes, can be usefully studied by a time-differential form of Kolmogorov's solution of the…

Data Analysis, Statistics and Probability · Physics 2007-08-24 R. G. Keanini

We consider the Cauchy problem for a second order quasi-linear partial differential equation with an admissible parabolic degeneration such that the given functions described the initial conditions are defined on a closed interval. We study…

Differential Geometry · Mathematics 2016-07-19 Ágota Figula , M. Z. Menteshashvili

The solvability in Sobolev spaces is proved for divergence form complex-valued higher order parabolic systems in the whole space, on a half space, and on a Reifenberg flat domain. The leading coefficients are assumed to be merely measurable…

Analysis of PDEs · Mathematics 2012-02-02 Hongjie Dong , Doyoon Kim

We provide a method to select flows of solutions to the Cauchy problem for linear and nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) for measures on Euclidean space. In the linear case, our method improves similar results of…

Probability · Mathematics 2023-02-03 Marco Rehmeier

We prove the existence and uniqueness of solution of the obstacle problem for quasilinear Stochastic PDEs with non-homogeneous second order operator. Our method is based on analytical technics coming from the parabolic potential theory. The…

Probability · Mathematics 2013-01-08 Denis Laurent , Matoussi Anis , Zhang Jing

We prove linear convergence for a new family of modified Dirichlet--Neumann methods applied to quasilinear parabolic equations, as well as the convergence of the Robin--Robin method. Such nonoverlapping domain decomposition methods are…

Numerical Analysis · Mathematics 2023-08-30 Emil Engström , Eskil Hansen

We show that for any uniformly parabolic fully nonlinear second-order equation with bounded measurable "coefficients" and bounded "free" term in any cylindrical smooth domain with smooth boundary data one can find an approximating equation…

Analysis of PDEs · Mathematics 2012-08-23 Hongjie Dong , Nicolai V. Krylov

We develop a new method to uniquely solve a large class of heat equations, so-called Kolmogorov equations in infinitely many variables. The equations are analyzed in spaces of sequentially weakly continuous functions weighted by proper…

Probability · Mathematics 2016-08-16 Michael Röckner , Zeev Sobol

We consider a quasi-linear parabolic equation with nonlinear dynamic boundary conditions occurring as a natural generalization of the semilinear reaction-diffusion equation with dynamic boundary conditions. The corresponding class of…

Dynamical Systems · Mathematics 2013-02-19 Ciprian G. Gal

We study a doubly nonlinear parabolic problem arising in the modeling of gas transport in pipelines. Using convexity arguments and relative entropy estimates we show uniform bounds and exponential stability of discrete approximations…

Analysis of PDEs · Mathematics 2023-05-31 Herbert Egger , Jan Giesselmann

We clarify how close a second order fully nonlinear equation can come to uniform ellipticity, through counting large eigenvalues of the linearized operator. This suggests an effective and novel way to understand the structure of fully…

Differential Geometry · Mathematics 2022-10-12 Rirong Yuan

A detailed study of uniformly regular Riemannian manifolds and manifolds with singular ends is carried out in this paper. Such classes of manifolds are of fundamental importance for a Sobolev space solution theory for parabolic evolution…

Analysis of PDEs · Mathematics 2015-06-24 Herbert Amann

We apply a Lyapunov function to obtain conditions for the existence and uniqueness of small classical time-periodic solutions to first order quasilinear 1D hyperbolic systems with (nonlinear) nonlocal boundary conditions in a strip. The…

Analysis of PDEs · Mathematics 2025-12-10 Irina Kmit , Viktor Tkachenko

We consider a class of degenerate equations satisfying a parabolic H\"ormander condition, with coefficients that are measurable in time and H\"older continuous in the space variables. By utilizing a generalized notion of strong solution, we…

Analysis of PDEs · Mathematics 2023-05-04 Giacomo Lucertini , Stefano Pagliarani , Andrea Pascucci

As an application of the theory of linear parabolic differential equations on noncompact Riemannian manifolds, developed in earlier papers, we prove a maximal regularity theorem for nonuniformly parabolic boundary value problems in…

Analysis of PDEs · Mathematics 2020-07-24 Herbert Amann

In this paper, we study the parabolic equations of the form $$ \left\{ \begin{array}{rcll} Lu(y,t) &=& f, \qquad &(y,t)\in Q,\\ u(y,t)&=& 0, \qquad &(y,t)\in \partial Q, \\ u(y,t)&& \hspace{-8mm}\mbox{is uniformly bounded from below},…

Analysis of PDEs · Mathematics 2025-04-02 Jingqi Liang , Lidan Wang

Standard methods in non-linear analysis are used to show that there exists a parabolic branching of solutions of the Lichnerowicz-York equation with an unscaled source. We also apply these methods to the extended conformal thin sandwich…

General Relativity and Quantum Cosmology · Physics 2008-11-26 D. M. Walsh

We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…

Probability · Mathematics 2020-08-17 Qi Zhang , Jinqiao Duan

We study a general linear parabolic problem for Petrovskii parabolic differential system in Sobolev anisotropic distribution spaces of generalized smoothness. Slowly varying functions are used to characterize supplementary generalized…

Analysis of PDEs · Mathematics 2026-05-06 Valerii Los , Vladimir Mikhailets , Aleksandr Murach