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A new class of nonlinear partial differential equations with distributed in space and time state-dependent delay is investigated. We find appropriate assumptions on the kernel function which represents the state-dependent delay and discuss…

Dynamical Systems · Mathematics 2007-05-23 Alexander V. Rezounenko

Systems of non-autonomous parabolic partial differential equations over a bounded domain with nonlinear term of Carath\'eodory type are considered. Appropriate topologies on sets of Lipschitz Carath\'eodory maps are defined in order to have…

Dynamical Systems · Mathematics 2022-09-09 Iacopo P. Longo , Rafael Obaya , Ana M. Sanz

We prove an existence and uniqueness result for the obstacle problem of quasilinear parabolic stochastic PDEs. The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic differential…

Probability · Mathematics 2010-10-13 Anis Matoussi , Lucretiu Stoica

In this paper, we present a framework for Stability Analysis of Systems of Coupled Linear Partial-Differential Equations. The class of PDE systems considered in this paper includes parabolic, elliptic and hyperbolic systems with Dirichelet,…

Optimization and Control · Mathematics 2018-03-28 Matthew M. Peet

In this paper we show the existence and uniqueness of strong solutions for a large class of backward SPDE where the coefficients satisfy a specific type Lyapunov condition instead of the classical coercivity condition. Moreover, based on…

Probability · Mathematics 2019-10-08 Wei Liu , Rongchan Zhu

This article studies the continuity of bounded nonnegative weak solutions to inhomogeneous doubly nonlinear parabolic equations. A model equation is \begin{equation*}\partial_t u-\operatorname{div}(u^{m-1}|Du|^{p-2}Du)=f\qquad…

Analysis of PDEs · Mathematics 2023-09-04 Qifan Li

We establish conditions guaranteeing that all eventually positive increasing solutions of a half-linear delay differential equation are regularly varying and derive precise asymptotic formulae for them. The results here presented are new…

Classical Analysis and ODEs · Mathematics 2025-04-18 Serena Matucci , Pavel Řehák

Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric…

Analysis of PDEs · Mathematics 2019-03-14 Máté Gerencsér , István Gyöngy , Nicolai Krylov

Delay differential equations (DDEs) are infinite-dimensional systems, so even a scalar, unforced nonlinear DDE can exhibit chaos. Lyapunov exponents are indicators of chaos and can be computed by comparing the evolution of infinitesimally…

Computational Physics · Physics 2018-10-04 Anwar Sadath , Thomas K. Uchida , C. P. Vyasarayani

It is well-known since the work of Pardoux and Peng [12] that Backward Stochastic Differential Equations provide probabilistic formulae for the solution of (systems of) second order elliptic and parabolic equations, thus providing an…

Probability · Mathematics 2020-03-10 Etienne Pardoux , Aurel Rascanu

Existence of almost automorphic solutions for abstract delayed differential equations is established. Using ergodicity, exponential dichotomy and Bi-almost automorphicity on the homogeneous part, sufficient conditions for the existence and…

Dynamical Systems · Mathematics 2016-03-29 Aníbal Coronel , Christopher Maulén , Manuel Pinto , Daniel Sepulveda

The paper considers parabolic equations in non-divergent form with discontinuous coefficients at higher derivatives. Their investigation is most complicated because, in general, in the case of discontinuous coefficients, the uniqueness of a…

Analysis of PDEs · Mathematics 2008-04-30 Nikolai Dokuchaev

We develop a delay-adaptive controller for a class of first-order hyperbolic partial integro-differential equations (PIDEs) with an unknown input delay. By employing a transport PDE to represent delayed actuator states, the system is…

Analysis of PDEs · Mathematics 2023-07-11 Shanshan Wang , Jie Qi , Miroslav Krstic

This paper studies the moment boundedness of solutions of linear stochastic delay differential equations with distributed delay. For a linear stochastic delay differential equation, the first moment stability is known to be identical to…

Classical Analysis and ODEs · Mathematics 2013-09-26 Zhen Wang , Xiong Li , Jinzhi Lei

The work concerns a type of backward multivalued McKean-Vlasov stochastic differential equations. First, we prove the existence and uniqueness of solutions for backward multivalued McKean-Vlasov stochastic differential equations. Then, it…

Probability · Mathematics 2022-12-09 Jun Gong , Huijie Qiao

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) have a wide range of applications. In particular, high-dimensional PDEs with gradient-dependent nonlinearities appear often in the…

Numerical Analysis · Mathematics 2022-04-18 Martin Hutzenthaler , Thomas Kruse

We consider a parabolic partial differential equation with Dirichlet boundary conditions and measure or $L^1$ data. The key difficulty consists in a presence of a monotone operator~$A$ subjected to a non-standard growth condition,…

Analysis of PDEs · Mathematics 2023-08-07 Miroslav Bulíček , Jakub Woźnicki

We consider parabolic PDEs associated with fractional type operators drifted by non-linear singular first order terms. When the drift enjoys some boundedness properties in appropriate Lebesgue and Besov spaces, we establish by exploiting a…

Analysis of PDEs · Mathematics 2022-06-16 Diego Chamorro , Stéphane Menozzi

This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…

Probability · Mathematics 2014-02-11 Kai Liu

In this paper, we establish the well-posedness of Cauchy problems for weak solutions to second-order degenerate parabolic equations with a non-smooth, time-dependent degenerate elliptic part that includes both bounded and unbounded…

Analysis of PDEs · Mathematics 2025-12-04 Khalid Baadi