English
Related papers

Related papers: The Dirichlet problem for stochastic partial diffe…

200 papers

We prove Sobolev regularity for distributional solutions to the Dirichlet problem for generators of $2s$-stable processes and exterior data, inhomogeneity in weighted $L^2$-spaces. This class of operators includes the fractional Laplacian.…

Analysis of PDEs · Mathematics 2023-07-31 Florian Grube , Thorben Hensiek , Waldemar Schefer

The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of…

Probability · Mathematics 2018-05-18 Kai Du

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet…

Probability · Mathematics 2016-04-26 Tomasz Klimsiak , Andrzej Rozkosz

We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…

Probability · Mathematics 2017-05-05 Ildoo Kim , Kyeong-hun Kim

We present the theory of the Dirichlet problem for nonlocal operators which are the generators of general pure-jump symmetric L\'evy processes whose L\'evy measures need not be absolutely continuous. We establish basic facts about the…

Analysis of PDEs · Mathematics 2017-06-01 Artur Rutkowski

For nonlinear operators of fractional $p$-Laplace type, we consider two types of solutions to the nonlocal Dirichlet problem: Sobolev solutions based on fractional Sobolev spaces and Perron solutions based on superharmonic functions. These…

Analysis of PDEs · Mathematics 2025-02-26 Anders Björn , Jana Björn , Minhyun Kim

We study boundary regularity for the inhomogeneous Dirichlet problem for $2s$-stable operators in generalized H\"older spaces. Moreover, we provide explicit counterexamples that showcase the sharpness of our results. Our approach directly…

Analysis of PDEs · Mathematics 2025-10-02 Florian Grube

Motivated by problems in machine learning, we study a class of variational problems characterized by nonlocal operators. These operators are characterized by power-type weights, which are singular at a portion of the boundary. We identify a…

Analysis of PDEs · Mathematics 2024-12-24 Qiang Du , James M. Scott

For $2a$-order strongly elliptic operators $P$ generalizing $(-\Delta )^a$, $0<a<1$, the treatment of the homogeneous Dirichlet problem on a bounded open set $\Omega \subset R^n$ by pseudodifferential methods, has been extended in a recent…

Analysis of PDEs · Mathematics 2022-12-23 Gerd Grubb

We establish that the Dirichlet problem for convex linear growth functionals on $BD$, the functions of bounded deformation, gives rise to the same unconditional Sobolev and partial $C^{1,\alpha}$-regularity theory as presently available for…

Analysis of PDEs · Mathematics 2019-08-27 Franz Gmeineder

We establish some existence and regularity results to the Dirichlet problem, for a class of quasilinear elliptic equations involving a partial differential operator, depending on the gradient of the solution. Our results are formulated in…

Analysis of PDEs · Mathematics 2022-07-22 Giuseppina Barletta , Elisabetta Tornatore

In this paper we will discuss the Dirichlet problem of nonlinear second order partial differential equations resolved with any derivatives. First, we transform it into generalized integral equations. Next, we discuss the existence of the…

General Mathematics · Mathematics 2024-05-23 Jianfeng Wang

This survey paper is a structured concise summary of four of our recent papers on the stochastic regularity of diffusions that are associated to regular strongly local (but not necessarily symmetric) Dirichlet forms. Here by stochastic…

Probability · Mathematics 2017-10-10 Jiyong Shin , Gerald Trutnau

In this paper, we investigate the existence of weak solution for a fractional type problems driven by a nonlocal operator of elliptic type in a fractional Orlicz-Sobolev space, with homogeneous Dirichlet boundary conditions. We first extend…

Analysis of PDEs · Mathematics 2020-04-03 Elhoussine Azroul , Abdelmoujib Benkirane , Mohammed Srati

We present and prove a version of the elliptic regularity theorem for partial differential equations involving fractional Riemann-Liouville derivatives. In this case, regularity is defined in terms of Sobolev spaces $H^s(X)$: if the forcing…

Analysis of PDEs · Mathematics 2021-05-03 Arran Fernandez

In this article we prove that solutions of singular fully nonlinear partial differential equations are $C^{1,\beta}$. We also prove the simplicity of the principal eigenvalues for the Dirichlet Problem associated to these operators using…

Analysis of PDEs · Mathematics 2009-09-22 Isabeau Birindelli , Francoise Demengel

This survey synthesizes the current state of the art on the regularity theory for solutions to the optimal partition problem. Namely, we consider non-negative, vector-valued Sobolev functions whose components have mutually disjoint support,…

Analysis of PDEs · Mathematics 2025-10-10 Roberto Ognibene , Bozhidar Velichkov

This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…

Probability · Mathematics 2010-06-14 Kai Du , Shanjian Tang

We establish existence, uniqueness, and Sobolev and H\"older regularity results for the stochastic partial differential equation $$ du=\left(\sum_{i,j=1}^d a^{ij}u_{x^ix^j}+f^0+\sum_{i=1}^d f^i_{x^i}\right)dt+\sum_{k=1}^{\infty}g^kdw^k_t,…

Probability · Mathematics 2022-09-20 Kyeong-Hun Kim , Kijung lee , Jinsol Seo

We identify a large class of constant (complex) coefficient, second order elliptic systems for which the Dirichlet problem in the upper-half space with data in $L^p$-based Sobolev spaces, $1<p<\infty$, of arbitrary smoothness $\ell$, is…

Analysis of PDEs · Mathematics 2014-05-14 José María Martell , Dorina Mitrea , Irina Mitrea , Marius Mitrea
‹ Prev 1 2 3 10 Next ›