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We study the Cauchy problem for fully nonlinear (stochastic) parabolic partial differential equations. We provide both in deterministic and stochastic case the existence of a maximal defined solution for the problem and we provide suitable…

Analysis of PDEs · Mathematics 2018-04-12 Antonio Agresti

We propose to solve polynomial hyperbolic partial differential equations (PDEs) with convex optimization. This approach is based on a very weak notion of solution of the nonlinear equation, namely the measure-valued (mv) solution,…

Analysis of PDEs · Mathematics 2018-07-09 Swann Marx , Tillmann Weisser , Didier Henrion , Jean Lasserre

Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…

Probability · Mathematics 2018-10-05 Christian Kuehn , Alexandra Neamtu

A symmetric characteristic singular integral equation with two fixed singularities at the endpoints in the class of functions bounded at the ends is analyzed. It reduces to a vector Hilbert problem for a half-disc and then to a vector…

Complex Variables · Mathematics 2015-10-06 Y. A. Antipov

We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifting of path-dependent SDEs. We investigate existence of…

Probability · Mathematics 2019-10-14 Federica Masiero , Carlo Orrieri , Gianmario Tessitore , Giovanni Zanco

In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation…

Numerical Analysis · Mathematics 2024-12-03 Jianguo Huang , Yuejin Xu

A spectral method for solving linear partial differential equations (PDEs) with variable coefficients and general boundary conditions defined on rectangular domains is described, based on separable representations of partial differential…

Numerical Analysis · Mathematics 2016-05-04 Alex Townsend , Sheehan Olver

A variable stepsize exponential multistep integrator, with contour integral approximation of the operator-valued exponential functions, is proposed for solving semilinear parabolic equations with nonsmooth initial data. By this approach,…

Numerical Analysis · Mathematics 2020-11-17 Buyang Li , Shu Ma

We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficient may depend on space and time. Pointwise convergence of the…

Analysis of PDEs · Mathematics 2009-07-17 Joerg Kampen

We consider nonnegative solutions of a parabolic equation in a cylinder $D \timesI$, where $D$ is a noncompact domain of a Riemannian manifold and $I =(0,T)$ with $0 < T \le \infty$ or $I=(-\infty,0)$. Under the assumption [SSP] (i.e., the…

Analysis of PDEs · Mathematics 2009-05-19 Pedro J. Mendez-Hernandez , Minoru Murata

We carry out an analysis of the existence of solutions for a class of nonlinear partial differential equations of parabolic type. The equation is associated to a nonlocal initial condition, written in general form which includes, as…

Analysis of PDEs · Mathematics 2022-02-16 Irene Benedetti , Simone Ciani

When we are interested in the long-term behaviour of solutions to linear evolution equations, a large variety of techniques from the theory of $C_0$-semigroups is at our disposal. However, if we consider for instance parabolic equations…

Analysis of PDEs · Mathematics 2020-11-25 Alexander Dobrick , Jochen Glück

In this article, we enforce space group symmetries in Fourier series to rigorously prove the existence of smooth, periodic solutions in partial differential equations (PDEs) with hexagonal and triangular symmetries. In particular, we…

Numerical Analysis · Mathematics 2026-02-16 Dominic Blanco

We consider the numerical approximation of a general second order semi--linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media which is fundamental in many…

Numerical Analysis · Mathematics 2015-08-20 Antoine Tambue

We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…

Numerical Analysis · Mathematics 2024-01-22 Nathan Gaby , Xiaojing Ye

Approximate solutions to elliptic partial differential equations with known kernel can be obtained via the boundary element method (BEM) by discretizing the corresponding boundary integral operators and solving the resulting linear system…

Numerical Analysis · Mathematics 2019-09-17 Andrea Cagliero

This article presents a new approach of semigroup analysis and pseudo-differential calculus for deriving the regularizing estimate on non-cutoff linearized Boltzmann equation. We are able to obtain regularizing estimate of semigroup…

Analysis of PDEs · Mathematics 2022-08-10 Dingqun Deng

We investigate existence, uniqueness and regularity for local solutions of rough parabolic equations with subcritical noise of the form $du_t- L_tu_tdt= N(u_t)dt + \sum_{i = 1}^dF_i(u_t)d\mathbf X^i_t$ where $(L_t)_{t\in[0,T]}$ is a…

Analysis of PDEs · Mathematics 2021-08-24 Andris Gerasimovics , Antoine Hocquet , Torstein Nilssen

We develop an algorithm that computes strongly continuous semigroups on infinite-dimensional Hilbert spaces with explicit error control. Given a generator $A$, a time $t>0$, an arbitrary initial vector $u_0$ and an error tolerance…

Numerical Analysis · Mathematics 2021-10-14 Matthew J. Colbrook

In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational…

Numerical Analysis · Mathematics 2021-10-12 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld