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Let $(X_n \colon n\in\Z)$ be a two-sided recurrent Markov chain with fixed initial state $X_0$ and let $\nu$ be a probability measure on its state space. We give a necessary and sufficient criterion for the existence of a non-randomized…

Probability · Mathematics 2015-06-11 Peter Morters , Istvan Redl

In this paper, we address the stochastic representation problem in discrete time under (non-linear) g-expectation. We establish existence and uniqueness of the solution, as well as a characterization of the solution. As an application, we…

Probability · Mathematics 2022-01-21 Miryana Grigorova , Hanwu Li

The aim of this paper is investigating the existence of solutions of some semilinear elliptic problems on open bounded domains when the nonlinearity is subcritical and asymptotically linear at infinity and there is a perturbation term which…

Analysis of PDEs · Mathematics 2012-01-06 R. Bartolo , A. M. Candela , A. Salvatore

This paper presents a novel methodology for evaluating the boundedness, stability, and instability of some vector nonlinear systems with multiple time-varying delays and variable coefficients. The proposed technique develops two scalar…

Dynamical Systems · Mathematics 2024-08-26 Mark A. Pinsky

We prove the existence and uniqueness of the solution to the doubly nonlinear parabolic systems with mixed boundary conditions. Due to the unilateral constraint the problem comes as a variational inequality. We apply the penalty method and…

Analysis of PDEs · Mathematics 2011-06-30 Michal Beneš

This paper provides two results that are useful in the study of the existence and the stability properties of a periodic solution for a given dynamical system. The first result deals with scalar time-periodic systems and establishes the…

Optimization and Control · Mathematics 2026-02-17 Iasson Karafyllis , Miroslav Krstic

The purpose of the current paper is twofold: to some extent it is intended as a review of the recent optimal result in [4] concerning the unique continuation property of solutions to the two-dimensional Zakharov-Kuznetsov equation. On the…

Analysis of PDEs · Mathematics 2019-08-02 Lucrezia Cossetti

In this article, we present the symmetry of weak solutions to a mixed local-nonlocal singular problem. We also establish results related to the existence, nonexistence, and regularity of weak solutions to a mixed local-nonlocal singular…

Analysis of PDEs · Mathematics 2025-06-09 Gurdev Chand Anthal , Prashanta Garain

We prove global existence and stability of solution to the mass-critical stochastic nonlinear Schr\"odinger equation in $d=1$ at $L^2$ regularity. Our construction starts with the existence of solution to the truncated subcritical problem.…

Analysis of PDEs · Mathematics 2022-02-09 Chenjie Fan , Weijun Xu

In this paper we obtain existence results for the positive solution of a singular elliptic boundary value problem. To prove the main results we use comparison arguments and the method of sub-super solutions combined with a procedure which…

Analysis of PDEs · Mathematics 2011-05-16 Dragos-Patru Covei

We prove that bounded solutions to an overdetermined fully nonlinear free boundary problem in the plane are one dimensional. Our proof relies on maximum principle techniques and convexity arguments.

Analysis of PDEs · Mathematics 2008-11-11 Daniela De Silva , Enrico Valdinoci

We study the existence of $L^2$ normalized solutions for nonlinear Schr\"odinger equations and systems. Under new Palais-Smale type conditions we develop new deformation arguments for the constraint functional on $S_m=\{ u; \,…

Analysis of PDEs · Mathematics 2023-12-18 Norihisa Ikoma , Kazunaga Tanaka

In this paper we establish existence, uniqueness, and boundedness results for an elliptic variational inequality coupled with a nonlinear ordinary differential equation. Under the general framework, we present a new application modelling…

Analysis of PDEs · Mathematics 2024-06-18 Nadia Skoglund Taki

We consider a probabilistic formulation of a singular two-phase Stefan problem in one space dimension, which amounts to a coupled system of two McKean-Vlasov stochastic differential equations. In the financial context of systemic risk, this…

Probability · Mathematics 2023-04-27 Graeme Baker , Mykhaylo Shkolnikov

This paper tackles the problem of nonlinear systems, with sublinear growth but unbounded control, under perturbation of some time-varying state constraints. It is shown that, given a trajectory to be approximated, one can find a neighboring…

Optimization and Control · Mathematics 2022-06-22 Pierre-Cyril Aubin-Frankowski

By using the Skorohod equation we derive an iteration procedure which allows us to solve a class of reflected backward stochastic differential equations with non-linear resistance induced by the reflected local time. In particular, we…

Probability · Mathematics 2011-03-11 Zhongmin Qian , Mingyu Xu

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…

Analysis of PDEs · Mathematics 2020-06-19 Benjamin Gess , Scott Smith

We study the existence and nonexistence of positive singular solutions to second-order non-divergence type elliptic inequalities with measurable coefficients. We prove the existence of a critical value $p^*$ that separates the existence…

Analysis of PDEs · Mathematics 2012-11-14 Marius Ghergu , Vitali Liskevich , Zeev Sobol

The thin obstacle problem or $n$-dimensional Signorini problem is a classical variational problem arising in several applications, starting with its first introduction in elasticity theory. The vast literature concerns mostly quadratic…

Analysis of PDEs · Mathematics 2024-03-29 Anna Abbatiello , Giovanna Andreucci , Emanuele Spadaro

Linearisation is often used as a first step in the analysis of nonlinear initial boundary value problems. The linearisation procedure frequently results in a confusing contradiction where the nonlinear problem conserves energy and has an…

Numerical Analysis · Mathematics 2024-12-31 Jan Nordström