Related papers: Some PDE results in Heston model with applications
This review is devoted to the large-scale rheology of suspensions of rigid particles in Stokes fluid. After describing recent results on the definition of the effective viscosity of such systems in the framework of homogenization theory, we…
We compute the first order correction of the effective viscosity for a suspension containing solid particles with arbitrary shapes. We rewrite the computation as an homogenization problem for the Stokes equations in a perforated domain.…
An important set of theorems in geometric analysis consists of constant rank theorems for a wide variety of curvature problems. In this paper, for geometric curvature problems in compact and non-compact settings, we provide new proofs which…
We present the first generalization of Navier-Stokes theory to relativity that satisfies all of the following properties: (a) the system coupled to Einstein's equations is causal and strongly hyperbolic; (b) equilibrium states are stable;…
In this paper we introduce a multilevel Picard approximation algorithm for general semilinear parabolic PDEs with gradient-dependent nonlinearities whose coefficient functions do not need to be constant. We also provide a full convergence…
A full viscous quantum hydrodynamic system for particle density, current density, energy density and electrostatic potential coupled with a Poisson equation in one dimensional bounded intervals is studied. First, the existence and…
This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role…
In this paper we provide a generalization of a Feynmac-Kac formula under volatility uncertainty in presence of a linear term in the PDE due to discounting. We state our result under different hypothesis with respect to the derivation given…
We prove a stability result of constant equilibria for the three-dimensional Navier-Stokes-Poisson system uniform in the inviscid limit. We allow the initial density to be close to a constant and the potential part of the initial velocity…
This work introduces and rigorously analyzes a novel operator-splitting finite element scheme for approximating viscosity solutions of a broad class of constrained second-order partial differential equations. By decoupling the primary PDE…
The motion of an elastic solid inside of an incompressible viscous fluid is ubiquitous in nature. Mathematically, such motion is described by a PDE system that couples the parabolic and hyperbolic phases, the latter inducing a loss of…
A novel approximate Bayesian filter based on backward stochastic differential equations is introduced. It uses a nonlinear Feynman--Kac representation of the filtering problem and the approximation of an unnormalized filtering density using…
We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a one-dimensional system of a parabolic equation and a first order Hamilton-Jacobi equation that are coupled together. We…
In this paper, we are concerned with the global wellposedness of 2-D density-dependent incompressible Navier-Stokes equations with variable viscosity, in a critical functional frame- work which is invariant by the scaling of the equations…
In this paper we address a model coupling viscoplasticity with damage in thermoviscoelasticity. The associated PDE system consists of the momentum balance with viscosity and inertia for the displacement variable, at small strains, of the…
A complex notion of backward stochastic differential equation (BSDE) is proposed in this paper to give a probabilistic interpretation for linear first order complex partial differential equation (PDE). By the uniqueness and existence of…
We study the general Ericksen-Leslie system with non-constant density, which describes the flow of nematic liquid crystal. In particular the model investigated here is associated with Parodi's relation. We prove that: in two dimension, the…
We investigate the large-time behavior of three types of initial-boundary value problems for Hamilton-Jacobi Equations with nonconvex Hamiltonians. We consider the Neumann or oblique boundary condition, the state constraint boundary…
We discuss the stability theory and numerical analysis of the Helmholtz equation with variable and possibly non-smooth or oscillatory coefficients. Using the unique continuation principle and the Fredholm alternative, we first give an…
Global existence for weak solutions to systems of nematic liquid crystals, with non-constant fluid density has been established by several authors. In this paper, we establish the regularity and uniqueness results for solutions to the…