Related papers: A probabilistic representation for the gradient in…

We derive explicit pointwise bounds for the spatial derivative $\left| \frac{\partial V}{\partial x} \right|$ of solutions to linear parabolic PDEs with Neumann boundary conditions. The bound is fully explicit in the sense that it depends…

The purpose of this article is to study quasi linear parabolic partial differential equations of second order, posed on a bounded network, satisfying a nonlinear and non dynamical Neumann boundary condition at the vertices. We prove the…

In this paper, we study fully nonlinear second-order elliptic and parabolic equations with Neumann boundary conditions on compact Riemannian manifolds with smooth boundary. We derive oscillation bounds for admissible solutions with Neumann…

We prove the following sharp upper bound for the gradient of the Neumann semigroup $P_t$ on a $d$-dimensional compact domain $\OO$ with boundary either $C^2$-smooth or convex: $$\|\nn P_t\|_{1\to \infty}\le \ff{c}{t^{(d+1)/2}},\ \ t>0,$$…

The purpose of this paper consists in proposing a generalized solution for a porous media type equation on a half-line with Neumann boundary condition and prove a probabilistic representation of this solution in terms of an associated…

This work is concerned with the probabilistic representation of solutions to the $p$-Laplace evolution equation $\frac{\partial u}{\partial t}={\rm div}(|\nabla u|^{p-2}\nabla u)$ in $(0,\infty)\times\mathbb{R}^d$, $u(0,x)=u_0(x),$…

We prove the existence and a new representation formula for the gradient of the semigroup associated to an Ornstein-Uhlenbeck in a bounded convex domain in d dimensions.

We derive the existence and uniqueness of the generalized backward doubly stochastic differential equation with sub-differential of a lower semi-continuous convex function under a non Lipschitz condition. This study allows us give a…

We obtain existence results for the solution u of nonlocal semilinear parabolic PDEs on $\mathbb{R}^d$ with polynomial nonlinearities in $(u, \nabla u)$, using a tree-based probabilistic representation. This probabilistic representation…

In [1], we showed contractivity of reaction-diffusion PDE: \frac{\partial u}{\partial t}({\omega},t) = F(u({\omega},t)) + D\Delta u({\omega},t) with Neumann boundary condition, provided \mu_{p,Q}(J_F (u)) < 0 (uniformly on u), for some 1…

We introduce a probabilistic representation of the derivative of the semigroup associated to a multidimensional killed diffusion process defined on the half-space. The semigroup derivative is expressed as a functional of a process that is…

This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use it connection with…

We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term which can only be understood in a weak sense. A probabilistic…

In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for…

In this paper, we will address to the following parabolic equation $$ u_t=\Delta_fu + F(u) $$ on a smooth metric measure space with Bakry-\'{E}mery curvature bounded from below. Here $F$ is a differentiable function defined in $\mathbb{R}$.…

We consider on Riemannian manifolds the nonlinear evolution equation \begin{equation*} \partial _{t}u=\Delta _{p}(u^{1/(p-1)}), \end{equation*}% where $p>1$. This equation is also known as a doubly non-linear parabolic equation or…

We consider an elliptic Kolmogorov equation lambda u - Ku =f in a convex subset C of a separable Hilbert space X. We prove maximal Sobolev regularity of its weak solution, when lambda >0 and f is in L^2(C,nu), where nu is the log-concave…

We proceed with the investigation of the problem $(P_\lambda): $ $-\Delta u = \lambda b(x)|u|^{q-2}u +a(x)|u|^{p-2}u \ \mbox{ in } \Omega, \ \ \frac{\partial u}{\partial \mathbf{n}} = 0 \ \mbox{ on } \partial \Omega$, where $\Omega$ is a…

We establish the local H\"older regularity of the spatial gradient of bounded weak solutions $u\colon E_T\to\R^k$ to the non-linear system of parabolic type \begin{equation*} \partial_tu-\Div\Big(…

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…